| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2009 |
20-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
2,893.0 |
2,932.0 |
39.0 |
1.3% |
2,886.0 |
| High |
2,933.0 |
2,948.0 |
15.0 |
0.5% |
2,946.0 |
| Low |
2,893.0 |
2,893.0 |
0.0 |
0.0% |
2,853.0 |
| Close |
2,933.0 |
2,913.0 |
-20.0 |
-0.7% |
2,885.0 |
| Range |
40.0 |
55.0 |
15.0 |
37.5% |
93.0 |
| ATR |
52.2 |
52.4 |
0.2 |
0.4% |
0.0 |
| Volume |
161 |
228 |
67 |
41.6% |
2,101 |
|
| Daily Pivots for day following 20-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,083.0 |
3,053.0 |
2,943.3 |
|
| R3 |
3,028.0 |
2,998.0 |
2,928.1 |
|
| R2 |
2,973.0 |
2,973.0 |
2,923.1 |
|
| R1 |
2,943.0 |
2,943.0 |
2,918.0 |
2,930.5 |
| PP |
2,918.0 |
2,918.0 |
2,918.0 |
2,911.8 |
| S1 |
2,888.0 |
2,888.0 |
2,908.0 |
2,875.5 |
| S2 |
2,863.0 |
2,863.0 |
2,902.9 |
|
| S3 |
2,808.0 |
2,833.0 |
2,897.9 |
|
| S4 |
2,753.0 |
2,778.0 |
2,882.8 |
|
|
| 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 |
2,948.0 |
2,870.0 |
78.0 |
2.7% |
49.4 |
1.7% |
55% |
True |
False |
420 |
| 10 |
2,948.0 |
2,831.0 |
117.0 |
4.0% |
41.7 |
1.4% |
70% |
True |
False |
403 |
| 20 |
2,948.0 |
2,726.0 |
222.0 |
7.6% |
51.3 |
1.8% |
84% |
True |
False |
581 |
| 40 |
2,948.0 |
2,668.0 |
280.0 |
9.6% |
43.7 |
1.5% |
88% |
True |
False |
3,597 |
| 60 |
2,948.0 |
2,570.0 |
378.0 |
13.0% |
42.5 |
1.5% |
91% |
True |
False |
2,492 |
| 80 |
2,948.0 |
2,250.0 |
698.0 |
24.0% |
40.0 |
1.4% |
95% |
True |
False |
1,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,181.8 |
|
2.618 |
3,092.0 |
|
1.618 |
3,037.0 |
|
1.000 |
3,003.0 |
|
0.618 |
2,982.0 |
|
HIGH |
2,948.0 |
|
0.618 |
2,927.0 |
|
0.500 |
2,920.5 |
|
0.382 |
2,914.0 |
|
LOW |
2,893.0 |
|
0.618 |
2,859.0 |
|
1.000 |
2,838.0 |
|
1.618 |
2,804.0 |
|
2.618 |
2,749.0 |
|
4.250 |
2,659.3 |
|
|