| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1,747.81 |
1,747.47 |
-0.34 |
0.0% |
1,732.75 |
| High |
1,753.36 |
1,747.47 |
-5.89 |
-0.3% |
1,756.25 |
| Low |
1,742.89 |
1,727.56 |
-15.33 |
-0.9% |
1,719.02 |
| Close |
1,753.36 |
1,739.32 |
-14.04 |
-0.8% |
1,739.32 |
| Range |
10.47 |
19.91 |
9.44 |
90.2% |
37.23 |
| ATR |
23.89 |
24.03 |
0.14 |
0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,797.85 |
1,788.49 |
1,750.27 |
|
| R3 |
1,777.94 |
1,768.58 |
1,744.80 |
|
| R2 |
1,758.03 |
1,758.03 |
1,742.97 |
|
| R1 |
1,748.67 |
1,748.67 |
1,741.15 |
1,743.40 |
| PP |
1,738.12 |
1,738.12 |
1,738.12 |
1,735.48 |
| S1 |
1,728.76 |
1,728.76 |
1,737.49 |
1,723.49 |
| S2 |
1,718.21 |
1,718.21 |
1,735.67 |
|
| S3 |
1,698.30 |
1,708.85 |
1,733.84 |
|
| S4 |
1,678.39 |
1,688.94 |
1,728.37 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,849.89 |
1,831.83 |
1,759.80 |
|
| R3 |
1,812.66 |
1,794.60 |
1,749.56 |
|
| R2 |
1,775.43 |
1,775.43 |
1,746.15 |
|
| R1 |
1,757.37 |
1,757.37 |
1,742.73 |
1,766.40 |
| PP |
1,738.20 |
1,738.20 |
1,738.20 |
1,742.71 |
| S1 |
1,720.14 |
1,720.14 |
1,735.91 |
1,729.17 |
| S2 |
1,700.97 |
1,700.97 |
1,732.49 |
|
| S3 |
1,663.74 |
1,682.91 |
1,729.08 |
|
| S4 |
1,626.51 |
1,645.68 |
1,718.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,756.25 |
1,719.02 |
37.23 |
2.1% |
16.45 |
0.9% |
55% |
False |
False |
|
| 10 |
1,756.25 |
1,660.37 |
95.88 |
5.5% |
18.21 |
1.0% |
82% |
False |
False |
|
| 20 |
1,756.25 |
1,656.57 |
99.68 |
5.7% |
23.11 |
1.3% |
83% |
False |
False |
|
| 40 |
1,756.25 |
1,585.56 |
170.69 |
9.8% |
23.18 |
1.3% |
90% |
False |
False |
|
| 60 |
1,756.25 |
1,563.14 |
193.11 |
11.1% |
23.18 |
1.3% |
91% |
False |
False |
|
| 80 |
1,756.25 |
1,394.87 |
361.38 |
20.8% |
23.70 |
1.4% |
95% |
False |
False |
|
| 100 |
1,756.25 |
1,389.76 |
366.49 |
21.1% |
24.04 |
1.4% |
95% |
False |
False |
|
| 120 |
1,756.25 |
1,339.82 |
416.43 |
23.9% |
25.53 |
1.5% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,832.09 |
|
2.618 |
1,799.59 |
|
1.618 |
1,779.68 |
|
1.000 |
1,767.38 |
|
0.618 |
1,759.77 |
|
HIGH |
1,747.47 |
|
0.618 |
1,739.86 |
|
0.500 |
1,737.52 |
|
0.382 |
1,735.17 |
|
LOW |
1,727.56 |
|
0.618 |
1,715.26 |
|
1.000 |
1,707.65 |
|
1.618 |
1,695.35 |
|
2.618 |
1,675.44 |
|
4.250 |
1,642.94 |
|
|