| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2009 |
06-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
2,744.0 |
2,785.0 |
41.0 |
1.5% |
2,810.0 |
| High |
2,791.0 |
2,848.0 |
57.0 |
2.0% |
2,896.0 |
| Low |
2,732.0 |
2,780.0 |
48.0 |
1.8% |
2,726.0 |
| Close |
2,770.0 |
2,844.0 |
74.0 |
2.7% |
2,746.0 |
| Range |
59.0 |
68.0 |
9.0 |
15.3% |
170.0 |
| ATR |
53.6 |
55.3 |
1.7 |
3.3% |
0.0 |
| Volume |
141 |
180 |
39 |
27.7% |
5,817 |
|
| Daily Pivots for day following 06-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,028.0 |
3,004.0 |
2,881.4 |
|
| R3 |
2,960.0 |
2,936.0 |
2,862.7 |
|
| R2 |
2,892.0 |
2,892.0 |
2,856.5 |
|
| R1 |
2,868.0 |
2,868.0 |
2,850.2 |
2,880.0 |
| PP |
2,824.0 |
2,824.0 |
2,824.0 |
2,830.0 |
| S1 |
2,800.0 |
2,800.0 |
2,837.8 |
2,812.0 |
| S2 |
2,756.0 |
2,756.0 |
2,831.5 |
|
| S3 |
2,688.0 |
2,732.0 |
2,825.3 |
|
| S4 |
2,620.0 |
2,664.0 |
2,806.6 |
|
|
| 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 |
2,892.0 |
2,726.0 |
166.0 |
5.8% |
65.4 |
2.3% |
71% |
False |
False |
1,176 |
| 10 |
2,896.0 |
2,726.0 |
170.0 |
6.0% |
60.8 |
2.1% |
69% |
False |
False |
760 |
| 20 |
2,896.0 |
2,726.0 |
170.0 |
6.0% |
50.9 |
1.8% |
69% |
False |
False |
6,721 |
| 40 |
2,896.0 |
2,570.0 |
326.0 |
11.5% |
44.3 |
1.6% |
84% |
False |
False |
3,554 |
| 60 |
2,896.0 |
2,372.0 |
524.0 |
18.4% |
40.2 |
1.4% |
90% |
False |
False |
2,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,137.0 |
|
2.618 |
3,026.0 |
|
1.618 |
2,958.0 |
|
1.000 |
2,916.0 |
|
0.618 |
2,890.0 |
|
HIGH |
2,848.0 |
|
0.618 |
2,822.0 |
|
0.500 |
2,814.0 |
|
0.382 |
2,806.0 |
|
LOW |
2,780.0 |
|
0.618 |
2,738.0 |
|
1.000 |
2,712.0 |
|
1.618 |
2,670.0 |
|
2.618 |
2,602.0 |
|
4.250 |
2,491.0 |
|
|