| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2009 |
02-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
2,862.0 |
2,766.0 |
-96.0 |
-3.4% |
2,810.0 |
| High |
2,871.0 |
2,773.0 |
-98.0 |
-3.4% |
2,896.0 |
| Low |
2,776.0 |
2,726.0 |
-50.0 |
-1.8% |
2,726.0 |
| Close |
2,795.0 |
2,746.0 |
-49.0 |
-1.8% |
2,746.0 |
| Range |
95.0 |
47.0 |
-48.0 |
-50.5% |
170.0 |
| ATR |
51.9 |
53.2 |
1.2 |
2.3% |
0.0 |
| Volume |
4,503 |
774 |
-3,729 |
-82.8% |
5,817 |
|
| Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,889.3 |
2,864.7 |
2,771.9 |
|
| R3 |
2,842.3 |
2,817.7 |
2,758.9 |
|
| R2 |
2,795.3 |
2,795.3 |
2,754.6 |
|
| R1 |
2,770.7 |
2,770.7 |
2,750.3 |
2,759.5 |
| PP |
2,748.3 |
2,748.3 |
2,748.3 |
2,742.8 |
| S1 |
2,723.7 |
2,723.7 |
2,741.7 |
2,712.5 |
| S2 |
2,701.3 |
2,701.3 |
2,737.4 |
|
| S3 |
2,654.3 |
2,676.7 |
2,733.1 |
|
| S4 |
2,607.3 |
2,629.7 |
2,720.2 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,299.3 |
3,192.7 |
2,839.5 |
|
| R3 |
3,129.3 |
3,022.7 |
2,792.8 |
|
| R2 |
2,959.3 |
2,959.3 |
2,777.2 |
|
| R1 |
2,852.7 |
2,852.7 |
2,761.6 |
2,821.0 |
| PP |
2,789.3 |
2,789.3 |
2,789.3 |
2,773.5 |
| S1 |
2,682.7 |
2,682.7 |
2,730.4 |
2,651.0 |
| S2 |
2,619.3 |
2,619.3 |
2,714.8 |
|
| S3 |
2,449.3 |
2,512.7 |
2,699.3 |
|
| S4 |
2,279.3 |
2,342.7 |
2,652.5 |
|
|
| 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 |
2,726.0 |
170.0 |
6.2% |
67.4 |
2.5% |
12% |
False |
True |
1,163 |
| 10 |
2,896.0 |
2,726.0 |
170.0 |
6.2% |
54.7 |
2.0% |
12% |
False |
True |
830 |
| 20 |
2,896.0 |
2,726.0 |
170.0 |
6.2% |
46.6 |
1.7% |
12% |
False |
True |
6,926 |
| 40 |
2,896.0 |
2,570.0 |
326.0 |
11.9% |
42.8 |
1.6% |
54% |
False |
False |
3,548 |
| 60 |
2,896.0 |
2,250.0 |
646.0 |
23.5% |
39.4 |
1.4% |
77% |
False |
False |
2,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,972.8 |
|
2.618 |
2,896.0 |
|
1.618 |
2,849.0 |
|
1.000 |
2,820.0 |
|
0.618 |
2,802.0 |
|
HIGH |
2,773.0 |
|
0.618 |
2,755.0 |
|
0.500 |
2,749.5 |
|
0.382 |
2,744.0 |
|
LOW |
2,726.0 |
|
0.618 |
2,697.0 |
|
1.000 |
2,679.0 |
|
1.618 |
2,650.0 |
|
2.618 |
2,603.0 |
|
4.250 |
2,526.3 |
|
|