| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2009 |
08-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
2,841.0 |
2,882.0 |
41.0 |
1.4% |
2,810.0 |
| High |
2,859.0 |
2,882.0 |
23.0 |
0.8% |
2,896.0 |
| Low |
2,831.0 |
2,850.0 |
19.0 |
0.7% |
2,726.0 |
| Close |
2,841.0 |
2,866.0 |
25.0 |
0.9% |
2,746.0 |
| Range |
28.0 |
32.0 |
4.0 |
14.3% |
170.0 |
| ATR |
53.4 |
52.5 |
-0.9 |
-1.7% |
0.0 |
| Volume |
68 |
1,389 |
1,321 |
1,942.6% |
5,817 |
|
| Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,962.0 |
2,946.0 |
2,883.6 |
|
| R3 |
2,930.0 |
2,914.0 |
2,874.8 |
|
| R2 |
2,898.0 |
2,898.0 |
2,871.9 |
|
| R1 |
2,882.0 |
2,882.0 |
2,868.9 |
2,874.0 |
| PP |
2,866.0 |
2,866.0 |
2,866.0 |
2,862.0 |
| S1 |
2,850.0 |
2,850.0 |
2,863.1 |
2,842.0 |
| S2 |
2,834.0 |
2,834.0 |
2,860.1 |
|
| S3 |
2,802.0 |
2,818.0 |
2,857.2 |
|
| S4 |
2,770.0 |
2,786.0 |
2,848.4 |
|
|
| 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 |
2,882.0 |
2,726.0 |
156.0 |
5.4% |
46.8 |
1.6% |
90% |
True |
False |
510 |
| 10 |
2,896.0 |
2,726.0 |
170.0 |
5.9% |
55.3 |
1.9% |
82% |
False |
False |
872 |
| 20 |
2,896.0 |
2,726.0 |
170.0 |
5.9% |
48.7 |
1.7% |
82% |
False |
False |
6,245 |
| 40 |
2,896.0 |
2,570.0 |
326.0 |
11.4% |
44.0 |
1.5% |
91% |
False |
False |
3,563 |
| 60 |
2,896.0 |
2,451.0 |
445.0 |
15.5% |
39.8 |
1.4% |
93% |
False |
False |
2,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,018.0 |
|
2.618 |
2,965.8 |
|
1.618 |
2,933.8 |
|
1.000 |
2,914.0 |
|
0.618 |
2,901.8 |
|
HIGH |
2,882.0 |
|
0.618 |
2,869.8 |
|
0.500 |
2,866.0 |
|
0.382 |
2,862.2 |
|
LOW |
2,850.0 |
|
0.618 |
2,830.2 |
|
1.000 |
2,818.0 |
|
1.618 |
2,798.2 |
|
2.618 |
2,766.2 |
|
4.250 |
2,714.0 |
|
|