| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2009 |
07-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
2,785.0 |
2,841.0 |
56.0 |
2.0% |
2,810.0 |
| High |
2,848.0 |
2,859.0 |
11.0 |
0.4% |
2,896.0 |
| Low |
2,780.0 |
2,831.0 |
51.0 |
1.8% |
2,726.0 |
| Close |
2,844.0 |
2,841.0 |
-3.0 |
-0.1% |
2,746.0 |
| Range |
68.0 |
28.0 |
-40.0 |
-58.8% |
170.0 |
| ATR |
55.3 |
53.4 |
-2.0 |
-3.5% |
0.0 |
| Volume |
180 |
68 |
-112 |
-62.2% |
5,817 |
|
| Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,927.7 |
2,912.3 |
2,856.4 |
|
| R3 |
2,899.7 |
2,884.3 |
2,848.7 |
|
| R2 |
2,871.7 |
2,871.7 |
2,846.1 |
|
| R1 |
2,856.3 |
2,856.3 |
2,843.6 |
2,855.0 |
| PP |
2,843.7 |
2,843.7 |
2,843.7 |
2,843.0 |
| S1 |
2,828.3 |
2,828.3 |
2,838.4 |
2,827.0 |
| S2 |
2,815.7 |
2,815.7 |
2,835.9 |
|
| S3 |
2,787.7 |
2,800.3 |
2,833.3 |
|
| S4 |
2,759.7 |
2,772.3 |
2,825.6 |
|
|
| 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 |
2,871.0 |
2,726.0 |
145.0 |
5.1% |
59.4 |
2.1% |
79% |
False |
False |
1,133 |
| 10 |
2,896.0 |
2,726.0 |
170.0 |
6.0% |
60.1 |
2.1% |
68% |
False |
False |
750 |
| 20 |
2,896.0 |
2,726.0 |
170.0 |
6.0% |
49.6 |
1.7% |
68% |
False |
False |
6,470 |
| 40 |
2,896.0 |
2,570.0 |
326.0 |
11.5% |
44.3 |
1.6% |
83% |
False |
False |
3,540 |
| 60 |
2,896.0 |
2,426.0 |
470.0 |
16.5% |
39.6 |
1.4% |
88% |
False |
False |
2,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,978.0 |
|
2.618 |
2,932.3 |
|
1.618 |
2,904.3 |
|
1.000 |
2,887.0 |
|
0.618 |
2,876.3 |
|
HIGH |
2,859.0 |
|
0.618 |
2,848.3 |
|
0.500 |
2,845.0 |
|
0.382 |
2,841.7 |
|
LOW |
2,831.0 |
|
0.618 |
2,813.7 |
|
1.000 |
2,803.0 |
|
1.618 |
2,785.7 |
|
2.618 |
2,757.7 |
|
4.250 |
2,712.0 |
|
|