| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2009 |
29-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,810.0 |
2,884.0 |
74.0 |
2.6% |
2,868.0 |
| High |
2,893.0 |
2,896.0 |
3.0 |
0.1% |
2,891.0 |
| Low |
2,790.0 |
2,862.0 |
72.0 |
2.6% |
2,799.0 |
| Close |
2,877.0 |
2,876.0 |
-1.0 |
0.0% |
2,818.0 |
| Range |
103.0 |
34.0 |
-69.0 |
-67.0% |
92.0 |
| ATR |
49.0 |
47.9 |
-1.1 |
-2.2% |
0.0 |
| Volume |
109 |
147 |
38 |
34.9% |
2,484 |
|
| Daily Pivots for day following 29-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,980.0 |
2,962.0 |
2,894.7 |
|
| R3 |
2,946.0 |
2,928.0 |
2,885.4 |
|
| R2 |
2,912.0 |
2,912.0 |
2,882.2 |
|
| R1 |
2,894.0 |
2,894.0 |
2,879.1 |
2,886.0 |
| PP |
2,878.0 |
2,878.0 |
2,878.0 |
2,874.0 |
| S1 |
2,860.0 |
2,860.0 |
2,872.9 |
2,852.0 |
| S2 |
2,844.0 |
2,844.0 |
2,869.8 |
|
| S3 |
2,810.0 |
2,826.0 |
2,866.7 |
|
| S4 |
2,776.0 |
2,792.0 |
2,857.3 |
|
|
| 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 |
2,896.0 |
2,790.0 |
106.0 |
3.7% |
56.2 |
2.0% |
81% |
True |
False |
345 |
| 10 |
2,896.0 |
2,790.0 |
106.0 |
3.7% |
45.8 |
1.6% |
81% |
True |
False |
8,738 |
| 20 |
2,896.0 |
2,668.0 |
228.0 |
7.9% |
40.1 |
1.4% |
91% |
True |
False |
6,663 |
| 40 |
2,896.0 |
2,570.0 |
326.0 |
11.3% |
41.7 |
1.5% |
94% |
True |
False |
3,435 |
| 60 |
2,896.0 |
2,250.0 |
646.0 |
22.5% |
37.8 |
1.3% |
97% |
True |
False |
2,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,040.5 |
|
2.618 |
2,985.0 |
|
1.618 |
2,951.0 |
|
1.000 |
2,930.0 |
|
0.618 |
2,917.0 |
|
HIGH |
2,896.0 |
|
0.618 |
2,883.0 |
|
0.500 |
2,879.0 |
|
0.382 |
2,875.0 |
|
LOW |
2,862.0 |
|
0.618 |
2,841.0 |
|
1.000 |
2,828.0 |
|
1.618 |
2,807.0 |
|
2.618 |
2,773.0 |
|
4.250 |
2,717.5 |
|
|