| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2009 |
14-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1,064.75 |
1,069.00 |
4.25 |
0.4% |
1,015.50 |
| High |
1,069.50 |
1,085.00 |
15.50 |
1.4% |
1,064.00 |
| Low |
1,058.75 |
1,068.75 |
10.00 |
0.9% |
1,015.50 |
| Close |
1,064.25 |
1,083.00 |
18.75 |
1.8% |
1,063.50 |
| Range |
10.75 |
16.25 |
5.50 |
51.2% |
48.50 |
| ATR |
14.59 |
15.03 |
0.44 |
3.0% |
0.00 |
| Volume |
951 |
2,127 |
1,176 |
123.7% |
8,215 |
|
| Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,127.75 |
1,121.50 |
1,092.00 |
|
| R3 |
1,111.50 |
1,105.25 |
1,087.50 |
|
| R2 |
1,095.25 |
1,095.25 |
1,086.00 |
|
| R1 |
1,089.00 |
1,089.00 |
1,084.50 |
1,092.00 |
| PP |
1,079.00 |
1,079.00 |
1,079.00 |
1,080.50 |
| S1 |
1,072.75 |
1,072.75 |
1,081.50 |
1,076.00 |
| S2 |
1,062.75 |
1,062.75 |
1,080.00 |
|
| S3 |
1,046.50 |
1,056.50 |
1,078.50 |
|
| S4 |
1,030.25 |
1,040.25 |
1,074.00 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,193.25 |
1,176.75 |
1,090.25 |
|
| R3 |
1,144.75 |
1,128.25 |
1,076.75 |
|
| R2 |
1,096.25 |
1,096.25 |
1,072.50 |
|
| R1 |
1,079.75 |
1,079.75 |
1,068.00 |
1,088.00 |
| PP |
1,047.75 |
1,047.75 |
1,047.75 |
1,051.75 |
| S1 |
1,031.25 |
1,031.25 |
1,059.00 |
1,039.50 |
| S2 |
999.25 |
999.25 |
1,054.50 |
|
| S3 |
950.75 |
982.75 |
1,050.25 |
|
| S4 |
902.25 |
934.25 |
1,036.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,085.00 |
1,049.25 |
35.75 |
3.3% |
11.75 |
1.1% |
94% |
True |
False |
1,291 |
| 10 |
1,085.00 |
1,007.25 |
77.75 |
7.2% |
15.00 |
1.4% |
97% |
True |
False |
1,503 |
| 20 |
1,085.00 |
1,007.25 |
77.75 |
7.2% |
15.25 |
1.4% |
97% |
True |
False |
1,133 |
| 40 |
1,085.00 |
971.00 |
114.00 |
10.5% |
14.25 |
1.3% |
98% |
True |
False |
584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,154.00 |
|
2.618 |
1,127.50 |
|
1.618 |
1,111.25 |
|
1.000 |
1,101.25 |
|
0.618 |
1,095.00 |
|
HIGH |
1,085.00 |
|
0.618 |
1,078.75 |
|
0.500 |
1,077.00 |
|
0.382 |
1,075.00 |
|
LOW |
1,068.75 |
|
0.618 |
1,058.75 |
|
1.000 |
1,052.50 |
|
1.618 |
1,042.50 |
|
2.618 |
1,026.25 |
|
4.250 |
999.75 |
|
|