| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2009 |
28-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,822.0 |
2,810.0 |
-12.0 |
-0.4% |
2,868.0 |
| High |
2,828.0 |
2,893.0 |
65.0 |
2.3% |
2,891.0 |
| Low |
2,799.0 |
2,790.0 |
-9.0 |
-0.3% |
2,799.0 |
| Close |
2,818.0 |
2,877.0 |
59.0 |
2.1% |
2,818.0 |
| Range |
29.0 |
103.0 |
74.0 |
255.2% |
92.0 |
| ATR |
44.8 |
49.0 |
4.2 |
9.3% |
0.0 |
| Volume |
1,133 |
109 |
-1,024 |
-90.4% |
2,484 |
|
| Daily Pivots for day following 28-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,162.3 |
3,122.7 |
2,933.7 |
|
| R3 |
3,059.3 |
3,019.7 |
2,905.3 |
|
| R2 |
2,956.3 |
2,956.3 |
2,895.9 |
|
| R1 |
2,916.7 |
2,916.7 |
2,886.4 |
2,936.5 |
| PP |
2,853.3 |
2,853.3 |
2,853.3 |
2,863.3 |
| S1 |
2,813.7 |
2,813.7 |
2,867.6 |
2,833.5 |
| S2 |
2,750.3 |
2,750.3 |
2,858.1 |
|
| S3 |
2,647.3 |
2,710.7 |
2,848.7 |
|
| S4 |
2,544.3 |
2,607.7 |
2,820.4 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,112.0 |
3,057.0 |
2,868.6 |
|
| R3 |
3,020.0 |
2,965.0 |
2,843.3 |
|
| R2 |
2,928.0 |
2,928.0 |
2,834.9 |
|
| R1 |
2,873.0 |
2,873.0 |
2,826.4 |
2,854.5 |
| PP |
2,836.0 |
2,836.0 |
2,836.0 |
2,826.8 |
| S1 |
2,781.0 |
2,781.0 |
2,809.6 |
2,762.5 |
| S2 |
2,744.0 |
2,744.0 |
2,801.1 |
|
| S3 |
2,652.0 |
2,689.0 |
2,792.7 |
|
| S4 |
2,560.0 |
2,597.0 |
2,767.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,893.0 |
2,790.0 |
103.0 |
3.6% |
55.4 |
1.9% |
84% |
True |
True |
352 |
| 10 |
2,895.0 |
2,790.0 |
105.0 |
3.6% |
46.4 |
1.6% |
83% |
False |
True |
10,507 |
| 20 |
2,895.0 |
2,668.0 |
227.0 |
7.9% |
42.7 |
1.5% |
92% |
False |
False |
6,661 |
| 40 |
2,895.0 |
2,570.0 |
325.0 |
11.3% |
41.8 |
1.5% |
94% |
False |
False |
3,432 |
| 60 |
2,895.0 |
2,250.0 |
645.0 |
22.4% |
37.8 |
1.3% |
97% |
False |
False |
2,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,330.8 |
|
2.618 |
3,162.7 |
|
1.618 |
3,059.7 |
|
1.000 |
2,996.0 |
|
0.618 |
2,956.7 |
|
HIGH |
2,893.0 |
|
0.618 |
2,853.7 |
|
0.500 |
2,841.5 |
|
0.382 |
2,829.3 |
|
LOW |
2,790.0 |
|
0.618 |
2,726.3 |
|
1.000 |
2,687.0 |
|
1.618 |
2,623.3 |
|
2.618 |
2,520.3 |
|
4.250 |
2,352.3 |
|
|