| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2009 |
23-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,869.0 |
2,865.0 |
-4.0 |
-0.1% |
2,780.0 |
| High |
2,890.0 |
2,891.0 |
1.0 |
0.0% |
2,895.0 |
| Low |
2,860.0 |
2,856.0 |
-4.0 |
-0.1% |
2,767.0 |
| Close |
2,865.0 |
2,867.0 |
2.0 |
0.1% |
2,875.0 |
| Range |
30.0 |
35.0 |
5.0 |
16.7% |
128.0 |
| ATR |
44.1 |
43.4 |
-0.6 |
-1.5% |
0.0 |
| Volume |
184 |
172 |
-12 |
-6.5% |
111,282 |
|
| Daily Pivots for day following 23-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,976.3 |
2,956.7 |
2,886.3 |
|
| R3 |
2,941.3 |
2,921.7 |
2,876.6 |
|
| R2 |
2,906.3 |
2,906.3 |
2,873.4 |
|
| R1 |
2,886.7 |
2,886.7 |
2,870.2 |
2,896.5 |
| PP |
2,871.3 |
2,871.3 |
2,871.3 |
2,876.3 |
| S1 |
2,851.7 |
2,851.7 |
2,863.8 |
2,861.5 |
| S2 |
2,836.3 |
2,836.3 |
2,860.6 |
|
| S3 |
2,801.3 |
2,816.7 |
2,857.4 |
|
| S4 |
2,766.3 |
2,781.7 |
2,847.8 |
|
|
| 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 |
2,833.0 |
62.0 |
2.2% |
33.4 |
1.2% |
55% |
False |
False |
9,711 |
| 10 |
2,895.0 |
2,767.0 |
128.0 |
4.5% |
39.0 |
1.4% |
78% |
False |
False |
12,191 |
| 20 |
2,895.0 |
2,668.0 |
227.0 |
7.9% |
36.7 |
1.3% |
88% |
False |
False |
6,614 |
| 40 |
2,895.0 |
2,570.0 |
325.0 |
11.3% |
38.5 |
1.3% |
91% |
False |
False |
3,438 |
| 60 |
2,895.0 |
2,250.0 |
645.0 |
22.5% |
36.0 |
1.3% |
96% |
False |
False |
2,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,039.8 |
|
2.618 |
2,982.6 |
|
1.618 |
2,947.6 |
|
1.000 |
2,926.0 |
|
0.618 |
2,912.6 |
|
HIGH |
2,891.0 |
|
0.618 |
2,877.6 |
|
0.500 |
2,873.5 |
|
0.382 |
2,869.4 |
|
LOW |
2,856.0 |
|
0.618 |
2,834.4 |
|
1.000 |
2,821.0 |
|
1.618 |
2,799.4 |
|
2.618 |
2,764.4 |
|
4.250 |
2,707.3 |
|
|