| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2009 |
23-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
2,883.0 |
2,919.0 |
36.0 |
1.2% |
2,893.0 |
| High |
2,915.0 |
2,926.0 |
11.0 |
0.4% |
2,948.0 |
| Low |
2,864.0 |
2,860.0 |
-4.0 |
-0.1% |
2,860.0 |
| Close |
2,889.0 |
2,875.0 |
-14.0 |
-0.5% |
2,875.0 |
| Range |
51.0 |
66.0 |
15.0 |
29.4% |
88.0 |
| ATR |
53.8 |
54.7 |
0.9 |
1.6% |
0.0 |
| Volume |
270 |
341 |
71 |
26.3% |
1,449 |
|
| Daily Pivots for day following 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,085.0 |
3,046.0 |
2,911.3 |
|
| R3 |
3,019.0 |
2,980.0 |
2,893.2 |
|
| R2 |
2,953.0 |
2,953.0 |
2,887.1 |
|
| R1 |
2,914.0 |
2,914.0 |
2,881.1 |
2,900.5 |
| PP |
2,887.0 |
2,887.0 |
2,887.0 |
2,880.3 |
| S1 |
2,848.0 |
2,848.0 |
2,869.0 |
2,834.5 |
| S2 |
2,821.0 |
2,821.0 |
2,862.9 |
|
| S3 |
2,755.0 |
2,782.0 |
2,856.9 |
|
| S4 |
2,689.0 |
2,716.0 |
2,838.7 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,158.3 |
3,104.7 |
2,923.4 |
|
| R3 |
3,070.3 |
3,016.7 |
2,899.2 |
|
| R2 |
2,982.3 |
2,982.3 |
2,891.1 |
|
| R1 |
2,928.7 |
2,928.7 |
2,883.1 |
2,911.5 |
| PP |
2,894.3 |
2,894.3 |
2,894.3 |
2,885.8 |
| S1 |
2,840.7 |
2,840.7 |
2,866.9 |
2,823.5 |
| S2 |
2,806.3 |
2,806.3 |
2,858.9 |
|
| S3 |
2,718.3 |
2,752.7 |
2,850.8 |
|
| S4 |
2,630.3 |
2,664.7 |
2,826.6 |
|
|
| 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 |
2,860.0 |
88.0 |
3.1% |
55.4 |
1.9% |
17% |
False |
True |
289 |
| 10 |
2,948.0 |
2,853.0 |
95.0 |
3.3% |
50.5 |
1.8% |
23% |
False |
False |
355 |
| 20 |
2,948.0 |
2,726.0 |
222.0 |
7.7% |
53.2 |
1.8% |
67% |
False |
False |
561 |
| 40 |
2,948.0 |
2,668.0 |
280.0 |
9.7% |
46.0 |
1.6% |
74% |
False |
False |
3,613 |
| 60 |
2,948.0 |
2,570.0 |
378.0 |
13.1% |
44.1 |
1.5% |
81% |
False |
False |
2,491 |
| 80 |
2,948.0 |
2,250.0 |
698.0 |
24.3% |
40.6 |
1.4% |
90% |
False |
False |
1,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,206.5 |
|
2.618 |
3,098.8 |
|
1.618 |
3,032.8 |
|
1.000 |
2,992.0 |
|
0.618 |
2,966.8 |
|
HIGH |
2,926.0 |
|
0.618 |
2,900.8 |
|
0.500 |
2,893.0 |
|
0.382 |
2,885.2 |
|
LOW |
2,860.0 |
|
0.618 |
2,819.2 |
|
1.000 |
2,794.0 |
|
1.618 |
2,753.2 |
|
2.618 |
2,687.2 |
|
4.250 |
2,579.5 |
|
|