| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
2,874.0 |
2,886.0 |
12.0 |
0.4% |
2,744.0 |
| High |
2,883.0 |
2,911.0 |
28.0 |
1.0% |
2,883.0 |
| Low |
2,849.0 |
2,877.0 |
28.0 |
1.0% |
2,732.0 |
| Close |
2,862.0 |
2,894.0 |
32.0 |
1.1% |
2,862.0 |
| Range |
34.0 |
34.0 |
0.0 |
0.0% |
151.0 |
| ATR |
51.2 |
51.0 |
-0.2 |
-0.3% |
0.0 |
| Volume |
85 |
278 |
193 |
227.1% |
1,863 |
|
| Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,996.0 |
2,979.0 |
2,912.7 |
|
| R3 |
2,962.0 |
2,945.0 |
2,903.4 |
|
| R2 |
2,928.0 |
2,928.0 |
2,900.2 |
|
| R1 |
2,911.0 |
2,911.0 |
2,897.1 |
2,919.5 |
| PP |
2,894.0 |
2,894.0 |
2,894.0 |
2,898.3 |
| S1 |
2,877.0 |
2,877.0 |
2,890.9 |
2,885.5 |
| S2 |
2,860.0 |
2,860.0 |
2,887.8 |
|
| S3 |
2,826.0 |
2,843.0 |
2,884.7 |
|
| S4 |
2,792.0 |
2,809.0 |
2,875.3 |
|
|
| 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 |
2,911.0 |
2,780.0 |
131.0 |
4.5% |
39.2 |
1.4% |
87% |
True |
False |
400 |
| 10 |
2,911.0 |
2,726.0 |
185.0 |
6.4% |
48.9 |
1.7% |
91% |
True |
False |
784 |
| 20 |
2,911.0 |
2,726.0 |
185.0 |
6.4% |
47.7 |
1.6% |
91% |
True |
False |
5,646 |
| 40 |
2,911.0 |
2,570.0 |
341.0 |
11.8% |
44.1 |
1.5% |
95% |
True |
False |
3,568 |
| 60 |
2,911.0 |
2,489.0 |
422.0 |
14.6% |
40.7 |
1.4% |
96% |
True |
False |
2,461 |
| 80 |
2,911.0 |
2,250.0 |
661.0 |
22.8% |
39.6 |
1.4% |
97% |
True |
False |
1,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,055.5 |
|
2.618 |
3,000.0 |
|
1.618 |
2,966.0 |
|
1.000 |
2,945.0 |
|
0.618 |
2,932.0 |
|
HIGH |
2,911.0 |
|
0.618 |
2,898.0 |
|
0.500 |
2,894.0 |
|
0.382 |
2,890.0 |
|
LOW |
2,877.0 |
|
0.618 |
2,856.0 |
|
1.000 |
2,843.0 |
|
1.618 |
2,822.0 |
|
2.618 |
2,788.0 |
|
4.250 |
2,732.5 |
|
|