| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2009 |
09-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
2,882.0 |
2,874.0 |
-8.0 |
-0.3% |
2,744.0 |
| High |
2,882.0 |
2,883.0 |
1.0 |
0.0% |
2,883.0 |
| Low |
2,850.0 |
2,849.0 |
-1.0 |
0.0% |
2,732.0 |
| Close |
2,866.0 |
2,862.0 |
-4.0 |
-0.1% |
2,862.0 |
| Range |
32.0 |
34.0 |
2.0 |
6.3% |
151.0 |
| ATR |
52.5 |
51.2 |
-1.3 |
-2.5% |
0.0 |
| Volume |
1,389 |
85 |
-1,304 |
-93.9% |
1,863 |
|
| Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,966.7 |
2,948.3 |
2,880.7 |
|
| R3 |
2,932.7 |
2,914.3 |
2,871.4 |
|
| R2 |
2,898.7 |
2,898.7 |
2,868.2 |
|
| R1 |
2,880.3 |
2,880.3 |
2,865.1 |
2,872.5 |
| PP |
2,864.7 |
2,864.7 |
2,864.7 |
2,860.8 |
| S1 |
2,846.3 |
2,846.3 |
2,858.9 |
2,838.5 |
| S2 |
2,830.7 |
2,830.7 |
2,855.8 |
|
| S3 |
2,796.7 |
2,812.3 |
2,852.7 |
|
| S4 |
2,762.7 |
2,778.3 |
2,843.3 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,278.7 |
3,221.3 |
2,945.1 |
|
| R3 |
3,127.7 |
3,070.3 |
2,903.5 |
|
| R2 |
2,976.7 |
2,976.7 |
2,889.7 |
|
| R1 |
2,919.3 |
2,919.3 |
2,875.8 |
2,948.0 |
| PP |
2,825.7 |
2,825.7 |
2,825.7 |
2,840.0 |
| S1 |
2,768.3 |
2,768.3 |
2,848.2 |
2,797.0 |
| S2 |
2,674.7 |
2,674.7 |
2,834.3 |
|
| S3 |
2,523.7 |
2,617.3 |
2,820.5 |
|
| S4 |
2,372.7 |
2,466.3 |
2,779.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,883.0 |
2,732.0 |
151.0 |
5.3% |
44.2 |
1.5% |
86% |
True |
False |
372 |
| 10 |
2,896.0 |
2,726.0 |
170.0 |
5.9% |
55.8 |
1.9% |
80% |
False |
False |
768 |
| 20 |
2,896.0 |
2,726.0 |
170.0 |
5.9% |
48.9 |
1.7% |
80% |
False |
False |
6,072 |
| 40 |
2,896.0 |
2,570.0 |
326.0 |
11.4% |
43.5 |
1.5% |
90% |
False |
False |
3,564 |
| 60 |
2,896.0 |
2,483.0 |
413.0 |
14.4% |
40.1 |
1.4% |
92% |
False |
False |
2,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,027.5 |
|
2.618 |
2,972.0 |
|
1.618 |
2,938.0 |
|
1.000 |
2,917.0 |
|
0.618 |
2,904.0 |
|
HIGH |
2,883.0 |
|
0.618 |
2,870.0 |
|
0.500 |
2,866.0 |
|
0.382 |
2,862.0 |
|
LOW |
2,849.0 |
|
0.618 |
2,828.0 |
|
1.000 |
2,815.0 |
|
1.618 |
2,794.0 |
|
2.618 |
2,760.0 |
|
4.250 |
2,704.5 |
|
|