| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2009 |
13-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
2,886.0 |
2,891.0 |
5.0 |
0.2% |
2,744.0 |
| High |
2,911.0 |
2,895.0 |
-16.0 |
-0.5% |
2,883.0 |
| Low |
2,877.0 |
2,853.0 |
-24.0 |
-0.8% |
2,732.0 |
| Close |
2,894.0 |
2,864.0 |
-30.0 |
-1.0% |
2,862.0 |
| Range |
34.0 |
42.0 |
8.0 |
23.5% |
151.0 |
| ATR |
51.0 |
50.4 |
-0.6 |
-1.3% |
0.0 |
| Volume |
278 |
111 |
-167 |
-60.1% |
1,863 |
|
| Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,996.7 |
2,972.3 |
2,887.1 |
|
| R3 |
2,954.7 |
2,930.3 |
2,875.6 |
|
| R2 |
2,912.7 |
2,912.7 |
2,871.7 |
|
| R1 |
2,888.3 |
2,888.3 |
2,867.9 |
2,879.5 |
| PP |
2,870.7 |
2,870.7 |
2,870.7 |
2,866.3 |
| S1 |
2,846.3 |
2,846.3 |
2,860.2 |
2,837.5 |
| S2 |
2,828.7 |
2,828.7 |
2,856.3 |
|
| S3 |
2,786.7 |
2,804.3 |
2,852.5 |
|
| S4 |
2,744.7 |
2,762.3 |
2,840.9 |
|
|
| 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 |
2,831.0 |
80.0 |
2.8% |
34.0 |
1.2% |
41% |
False |
False |
386 |
| 10 |
2,911.0 |
2,726.0 |
185.0 |
6.5% |
49.7 |
1.7% |
75% |
False |
False |
781 |
| 20 |
2,911.0 |
2,726.0 |
185.0 |
6.5% |
47.8 |
1.7% |
75% |
False |
False |
4,759 |
| 40 |
2,911.0 |
2,570.0 |
341.0 |
11.9% |
44.5 |
1.6% |
86% |
False |
False |
3,569 |
| 60 |
2,911.0 |
2,489.0 |
422.0 |
14.7% |
41.0 |
1.4% |
89% |
False |
False |
2,463 |
| 80 |
2,911.0 |
2,250.0 |
661.0 |
23.1% |
39.9 |
1.4% |
93% |
False |
False |
1,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,073.5 |
|
2.618 |
3,005.0 |
|
1.618 |
2,963.0 |
|
1.000 |
2,937.0 |
|
0.618 |
2,921.0 |
|
HIGH |
2,895.0 |
|
0.618 |
2,879.0 |
|
0.500 |
2,874.0 |
|
0.382 |
2,869.0 |
|
LOW |
2,853.0 |
|
0.618 |
2,827.0 |
|
1.000 |
2,811.0 |
|
1.618 |
2,785.0 |
|
2.618 |
2,743.0 |
|
4.250 |
2,674.5 |
|
|