| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2009 |
22-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
2,910.0 |
2,883.0 |
-27.0 |
-0.9% |
2,886.0 |
| High |
2,934.0 |
2,915.0 |
-19.0 |
-0.6% |
2,946.0 |
| Low |
2,869.0 |
2,864.0 |
-5.0 |
-0.2% |
2,853.0 |
| Close |
2,925.0 |
2,889.0 |
-36.0 |
-1.2% |
2,885.0 |
| Range |
65.0 |
51.0 |
-14.0 |
-21.5% |
93.0 |
| ATR |
53.3 |
53.8 |
0.6 |
1.0% |
0.0 |
| Volume |
449 |
270 |
-179 |
-39.9% |
2,101 |
|
| Daily Pivots for day following 22-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,042.3 |
3,016.7 |
2,917.1 |
|
| R3 |
2,991.3 |
2,965.7 |
2,903.0 |
|
| R2 |
2,940.3 |
2,940.3 |
2,898.4 |
|
| R1 |
2,914.7 |
2,914.7 |
2,893.7 |
2,927.5 |
| PP |
2,889.3 |
2,889.3 |
2,889.3 |
2,895.8 |
| S1 |
2,863.7 |
2,863.7 |
2,884.3 |
2,876.5 |
| S2 |
2,838.3 |
2,838.3 |
2,879.7 |
|
| S3 |
2,787.3 |
2,812.7 |
2,875.0 |
|
| S4 |
2,736.3 |
2,761.7 |
2,861.0 |
|
|
| 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 |
2,948.0 |
2,864.0 |
84.0 |
2.9% |
57.4 |
2.0% |
30% |
False |
True |
247 |
| 10 |
2,948.0 |
2,849.0 |
99.0 |
3.4% |
47.3 |
1.6% |
40% |
False |
False |
329 |
| 20 |
2,948.0 |
2,726.0 |
222.0 |
7.7% |
51.3 |
1.8% |
73% |
False |
False |
601 |
| 40 |
2,948.0 |
2,668.0 |
280.0 |
9.7% |
45.1 |
1.6% |
79% |
False |
False |
3,608 |
| 60 |
2,948.0 |
2,570.0 |
378.0 |
13.1% |
43.5 |
1.5% |
84% |
False |
False |
2,494 |
| 80 |
2,948.0 |
2,250.0 |
698.0 |
24.2% |
40.1 |
1.4% |
92% |
False |
False |
1,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,131.8 |
|
2.618 |
3,048.5 |
|
1.618 |
2,997.5 |
|
1.000 |
2,966.0 |
|
0.618 |
2,946.5 |
|
HIGH |
2,915.0 |
|
0.618 |
2,895.5 |
|
0.500 |
2,889.5 |
|
0.382 |
2,883.5 |
|
LOW |
2,864.0 |
|
0.618 |
2,832.5 |
|
1.000 |
2,813.0 |
|
1.618 |
2,781.5 |
|
2.618 |
2,730.5 |
|
4.250 |
2,647.3 |
|
|