| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
2,939.0 |
2,935.0 |
-4.0 |
-0.1% |
2,886.0 |
| High |
2,941.0 |
2,946.0 |
5.0 |
0.2% |
2,946.0 |
| Low |
2,912.0 |
2,870.0 |
-42.0 |
-1.4% |
2,853.0 |
| Close |
2,922.0 |
2,885.0 |
-37.0 |
-1.3% |
2,885.0 |
| Range |
29.0 |
76.0 |
47.0 |
162.1% |
93.0 |
| ATR |
50.7 |
52.5 |
1.8 |
3.6% |
0.0 |
| Volume |
264 |
130 |
-134 |
-50.8% |
2,101 |
|
| Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,128.3 |
3,082.7 |
2,926.8 |
|
| R3 |
3,052.3 |
3,006.7 |
2,905.9 |
|
| R2 |
2,976.3 |
2,976.3 |
2,898.9 |
|
| R1 |
2,930.7 |
2,930.7 |
2,892.0 |
2,915.5 |
| PP |
2,900.3 |
2,900.3 |
2,900.3 |
2,892.8 |
| S1 |
2,854.7 |
2,854.7 |
2,878.0 |
2,839.5 |
| S2 |
2,824.3 |
2,824.3 |
2,871.1 |
|
| S3 |
2,748.3 |
2,778.7 |
2,864.1 |
|
| S4 |
2,672.3 |
2,702.7 |
2,843.2 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,173.7 |
3,122.3 |
2,936.2 |
|
| R3 |
3,080.7 |
3,029.3 |
2,910.6 |
|
| R2 |
2,987.7 |
2,987.7 |
2,902.1 |
|
| R1 |
2,936.3 |
2,936.3 |
2,893.5 |
2,915.5 |
| PP |
2,894.7 |
2,894.7 |
2,894.7 |
2,884.3 |
| S1 |
2,843.3 |
2,843.3 |
2,876.5 |
2,822.5 |
| S2 |
2,801.7 |
2,801.7 |
2,868.0 |
|
| S3 |
2,708.7 |
2,750.3 |
2,859.4 |
|
| S4 |
2,615.7 |
2,657.3 |
2,833.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,946.0 |
2,853.0 |
93.0 |
3.2% |
45.6 |
1.6% |
34% |
True |
False |
420 |
| 10 |
2,946.0 |
2,732.0 |
214.0 |
7.4% |
44.9 |
1.6% |
71% |
True |
False |
396 |
| 20 |
2,946.0 |
2,726.0 |
220.0 |
7.6% |
49.8 |
1.7% |
72% |
True |
False |
613 |
| 40 |
2,946.0 |
2,668.0 |
278.0 |
9.6% |
43.6 |
1.5% |
78% |
True |
False |
3,594 |
| 60 |
2,946.0 |
2,558.0 |
388.0 |
13.4% |
41.3 |
1.4% |
84% |
True |
False |
2,486 |
| 80 |
2,946.0 |
2,250.0 |
696.0 |
24.1% |
40.0 |
1.4% |
91% |
True |
False |
1,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,269.0 |
|
2.618 |
3,145.0 |
|
1.618 |
3,069.0 |
|
1.000 |
3,022.0 |
|
0.618 |
2,993.0 |
|
HIGH |
2,946.0 |
|
0.618 |
2,917.0 |
|
0.500 |
2,908.0 |
|
0.382 |
2,899.0 |
|
LOW |
2,870.0 |
|
0.618 |
2,823.0 |
|
1.000 |
2,794.0 |
|
1.618 |
2,747.0 |
|
2.618 |
2,671.0 |
|
4.250 |
2,547.0 |
|
|