| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2009 |
19-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
2,935.0 |
2,893.0 |
-42.0 |
-1.4% |
2,886.0 |
| High |
2,946.0 |
2,933.0 |
-13.0 |
-0.4% |
2,946.0 |
| Low |
2,870.0 |
2,893.0 |
23.0 |
0.8% |
2,853.0 |
| Close |
2,885.0 |
2,933.0 |
48.0 |
1.7% |
2,885.0 |
| Range |
76.0 |
40.0 |
-36.0 |
-47.4% |
93.0 |
| ATR |
52.5 |
52.2 |
-0.3 |
-0.6% |
0.0 |
| Volume |
130 |
161 |
31 |
23.8% |
2,101 |
|
| Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,039.7 |
3,026.3 |
2,955.0 |
|
| R3 |
2,999.7 |
2,986.3 |
2,944.0 |
|
| R2 |
2,959.7 |
2,959.7 |
2,940.3 |
|
| R1 |
2,946.3 |
2,946.3 |
2,936.7 |
2,953.0 |
| PP |
2,919.7 |
2,919.7 |
2,919.7 |
2,923.0 |
| S1 |
2,906.3 |
2,906.3 |
2,929.3 |
2,913.0 |
| S2 |
2,879.7 |
2,879.7 |
2,925.7 |
|
| S3 |
2,839.7 |
2,866.3 |
2,922.0 |
|
| S4 |
2,799.7 |
2,826.3 |
2,911.0 |
|
|
| 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% |
46.8 |
1.6% |
86% |
False |
False |
396 |
| 10 |
2,946.0 |
2,780.0 |
166.0 |
5.7% |
43.0 |
1.5% |
92% |
False |
False |
398 |
| 20 |
2,946.0 |
2,726.0 |
220.0 |
7.5% |
50.0 |
1.7% |
94% |
False |
False |
579 |
| 40 |
2,946.0 |
2,668.0 |
278.0 |
9.5% |
44.0 |
1.5% |
95% |
False |
False |
3,598 |
| 60 |
2,946.0 |
2,558.0 |
388.0 |
13.2% |
42.0 |
1.4% |
97% |
False |
False |
2,488 |
| 80 |
2,946.0 |
2,250.0 |
696.0 |
23.7% |
39.9 |
1.4% |
98% |
False |
False |
1,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,103.0 |
|
2.618 |
3,037.7 |
|
1.618 |
2,997.7 |
|
1.000 |
2,973.0 |
|
0.618 |
2,957.7 |
|
HIGH |
2,933.0 |
|
0.618 |
2,917.7 |
|
0.500 |
2,913.0 |
|
0.382 |
2,908.3 |
|
LOW |
2,893.0 |
|
0.618 |
2,868.3 |
|
1.000 |
2,853.0 |
|
1.618 |
2,828.3 |
|
2.618 |
2,788.3 |
|
4.250 |
2,723.0 |
|
|