| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2009 |
21-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
2,932.0 |
2,910.0 |
-22.0 |
-0.8% |
2,886.0 |
| High |
2,948.0 |
2,934.0 |
-14.0 |
-0.5% |
2,946.0 |
| Low |
2,893.0 |
2,869.0 |
-24.0 |
-0.8% |
2,853.0 |
| Close |
2,913.0 |
2,925.0 |
12.0 |
0.4% |
2,885.0 |
| Range |
55.0 |
65.0 |
10.0 |
18.2% |
93.0 |
| ATR |
52.4 |
53.3 |
0.9 |
1.7% |
0.0 |
| Volume |
228 |
449 |
221 |
96.9% |
2,101 |
|
| Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,104.3 |
3,079.7 |
2,960.8 |
|
| R3 |
3,039.3 |
3,014.7 |
2,942.9 |
|
| R2 |
2,974.3 |
2,974.3 |
2,936.9 |
|
| R1 |
2,949.7 |
2,949.7 |
2,931.0 |
2,962.0 |
| PP |
2,909.3 |
2,909.3 |
2,909.3 |
2,915.5 |
| S1 |
2,884.7 |
2,884.7 |
2,919.0 |
2,897.0 |
| S2 |
2,844.3 |
2,844.3 |
2,913.1 |
|
| S3 |
2,779.3 |
2,819.7 |
2,907.1 |
|
| S4 |
2,714.3 |
2,754.7 |
2,889.3 |
|
|
| 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 |
2,869.0 |
79.0 |
2.7% |
53.0 |
1.8% |
71% |
False |
True |
246 |
| 10 |
2,948.0 |
2,849.0 |
99.0 |
3.4% |
45.4 |
1.6% |
77% |
False |
False |
441 |
| 20 |
2,948.0 |
2,726.0 |
222.0 |
7.6% |
52.8 |
1.8% |
90% |
False |
False |
595 |
| 40 |
2,948.0 |
2,668.0 |
280.0 |
9.6% |
44.7 |
1.5% |
92% |
False |
False |
3,605 |
| 60 |
2,948.0 |
2,570.0 |
378.0 |
12.9% |
43.2 |
1.5% |
94% |
False |
False |
2,490 |
| 80 |
2,948.0 |
2,250.0 |
698.0 |
23.9% |
40.2 |
1.4% |
97% |
False |
False |
1,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,210.3 |
|
2.618 |
3,104.2 |
|
1.618 |
3,039.2 |
|
1.000 |
2,999.0 |
|
0.618 |
2,974.2 |
|
HIGH |
2,934.0 |
|
0.618 |
2,909.2 |
|
0.500 |
2,901.5 |
|
0.382 |
2,893.8 |
|
LOW |
2,869.0 |
|
0.618 |
2,828.8 |
|
1.000 |
2,804.0 |
|
1.618 |
2,763.8 |
|
2.618 |
2,698.8 |
|
4.250 |
2,592.8 |
|
|