| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2009 |
05-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
2,766.0 |
2,744.0 |
-22.0 |
-0.8% |
2,810.0 |
| High |
2,773.0 |
2,791.0 |
18.0 |
0.6% |
2,896.0 |
| Low |
2,726.0 |
2,732.0 |
6.0 |
0.2% |
2,726.0 |
| Close |
2,746.0 |
2,770.0 |
24.0 |
0.9% |
2,746.0 |
| Range |
47.0 |
59.0 |
12.0 |
25.5% |
170.0 |
| ATR |
53.2 |
53.6 |
0.4 |
0.8% |
0.0 |
| Volume |
774 |
141 |
-633 |
-81.8% |
5,817 |
|
| Daily Pivots for day following 05-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,941.3 |
2,914.7 |
2,802.5 |
|
| R3 |
2,882.3 |
2,855.7 |
2,786.2 |
|
| R2 |
2,823.3 |
2,823.3 |
2,780.8 |
|
| R1 |
2,796.7 |
2,796.7 |
2,775.4 |
2,810.0 |
| PP |
2,764.3 |
2,764.3 |
2,764.3 |
2,771.0 |
| S1 |
2,737.7 |
2,737.7 |
2,764.6 |
2,751.0 |
| S2 |
2,705.3 |
2,705.3 |
2,759.2 |
|
| S3 |
2,646.3 |
2,678.7 |
2,753.8 |
|
| S4 |
2,587.3 |
2,619.7 |
2,737.6 |
|
|
| 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 |
6.1% |
58.6 |
2.1% |
26% |
False |
False |
1,169 |
| 10 |
2,896.0 |
2,726.0 |
170.0 |
6.1% |
57.0 |
2.1% |
26% |
False |
False |
761 |
| 20 |
2,896.0 |
2,726.0 |
170.0 |
6.1% |
48.4 |
1.7% |
26% |
False |
False |
6,902 |
| 40 |
2,896.0 |
2,570.0 |
326.0 |
11.8% |
44.0 |
1.6% |
61% |
False |
False |
3,550 |
| 60 |
2,896.0 |
2,333.0 |
563.0 |
20.3% |
39.5 |
1.4% |
78% |
False |
False |
2,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,041.8 |
|
2.618 |
2,945.5 |
|
1.618 |
2,886.5 |
|
1.000 |
2,850.0 |
|
0.618 |
2,827.5 |
|
HIGH |
2,791.0 |
|
0.618 |
2,768.5 |
|
0.500 |
2,761.5 |
|
0.382 |
2,754.5 |
|
LOW |
2,732.0 |
|
0.618 |
2,695.5 |
|
1.000 |
2,673.0 |
|
1.618 |
2,636.5 |
|
2.618 |
2,577.5 |
|
4.250 |
2,481.3 |
|
|