| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2009 |
21-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,867.0 |
2,868.0 |
1.0 |
0.0% |
2,780.0 |
| High |
2,895.0 |
2,869.0 |
-26.0 |
-0.9% |
2,895.0 |
| Low |
2,859.0 |
2,833.0 |
-26.0 |
-0.9% |
2,767.0 |
| Close |
2,875.0 |
2,856.0 |
-19.0 |
-0.7% |
2,875.0 |
| Range |
36.0 |
36.0 |
0.0 |
0.0% |
128.0 |
| ATR |
45.1 |
44.8 |
-0.2 |
-0.5% |
0.0 |
| Volume |
9,503 |
831 |
-8,672 |
-91.3% |
111,282 |
|
| Daily Pivots for day following 21-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,960.7 |
2,944.3 |
2,875.8 |
|
| R3 |
2,924.7 |
2,908.3 |
2,865.9 |
|
| R2 |
2,888.7 |
2,888.7 |
2,862.6 |
|
| R1 |
2,872.3 |
2,872.3 |
2,859.3 |
2,862.5 |
| PP |
2,852.7 |
2,852.7 |
2,852.7 |
2,847.8 |
| S1 |
2,836.3 |
2,836.3 |
2,852.7 |
2,826.5 |
| S2 |
2,816.7 |
2,816.7 |
2,849.4 |
|
| S3 |
2,780.7 |
2,800.3 |
2,846.1 |
|
| S4 |
2,744.7 |
2,764.3 |
2,836.2 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,229.7 |
3,180.3 |
2,945.4 |
|
| R3 |
3,101.7 |
3,052.3 |
2,910.2 |
|
| R2 |
2,973.7 |
2,973.7 |
2,898.5 |
|
| R1 |
2,924.3 |
2,924.3 |
2,886.7 |
2,949.0 |
| PP |
2,845.7 |
2,845.7 |
2,845.7 |
2,858.0 |
| S1 |
2,796.3 |
2,796.3 |
2,863.3 |
2,821.0 |
| S2 |
2,717.7 |
2,717.7 |
2,851.5 |
|
| S3 |
2,589.7 |
2,668.3 |
2,839.8 |
|
| S4 |
2,461.7 |
2,540.3 |
2,804.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,895.0 |
2,800.0 |
95.0 |
3.3% |
37.4 |
1.3% |
59% |
False |
False |
20,662 |
| 10 |
2,895.0 |
2,756.0 |
139.0 |
4.9% |
39.8 |
1.4% |
72% |
False |
False |
13,043 |
| 20 |
2,895.0 |
2,668.0 |
227.0 |
7.9% |
38.0 |
1.3% |
83% |
False |
False |
6,616 |
| 40 |
2,895.0 |
2,558.0 |
337.0 |
11.8% |
37.9 |
1.3% |
88% |
False |
False |
3,443 |
| 60 |
2,895.0 |
2,250.0 |
645.0 |
22.6% |
36.6 |
1.3% |
94% |
False |
False |
2,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,022.0 |
|
2.618 |
2,963.2 |
|
1.618 |
2,927.2 |
|
1.000 |
2,905.0 |
|
0.618 |
2,891.2 |
|
HIGH |
2,869.0 |
|
0.618 |
2,855.2 |
|
0.500 |
2,851.0 |
|
0.382 |
2,846.8 |
|
LOW |
2,833.0 |
|
0.618 |
2,810.8 |
|
1.000 |
2,797.0 |
|
1.618 |
2,774.8 |
|
2.618 |
2,738.8 |
|
4.250 |
2,680.0 |
|
|