| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
2,919.0 |
2,885.0 |
-34.0 |
-1.2% |
2,893.0 |
| High |
2,926.0 |
2,892.0 |
-34.0 |
-1.2% |
2,948.0 |
| Low |
2,860.0 |
2,812.0 |
-48.0 |
-1.7% |
2,860.0 |
| Close |
2,875.0 |
2,821.0 |
-54.0 |
-1.9% |
2,875.0 |
| Range |
66.0 |
80.0 |
14.0 |
21.2% |
88.0 |
| ATR |
54.7 |
56.5 |
1.8 |
3.3% |
0.0 |
| Volume |
341 |
383 |
42 |
12.3% |
1,449 |
|
| Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,081.7 |
3,031.3 |
2,865.0 |
|
| R3 |
3,001.7 |
2,951.3 |
2,843.0 |
|
| R2 |
2,921.7 |
2,921.7 |
2,835.7 |
|
| R1 |
2,871.3 |
2,871.3 |
2,828.3 |
2,856.5 |
| PP |
2,841.7 |
2,841.7 |
2,841.7 |
2,834.3 |
| S1 |
2,791.3 |
2,791.3 |
2,813.7 |
2,776.5 |
| S2 |
2,761.7 |
2,761.7 |
2,806.3 |
|
| S3 |
2,681.7 |
2,711.3 |
2,799.0 |
|
| S4 |
2,601.7 |
2,631.3 |
2,777.0 |
|
|
| 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 |
2,812.0 |
136.0 |
4.8% |
63.4 |
2.2% |
7% |
False |
True |
334 |
| 10 |
2,948.0 |
2,812.0 |
136.0 |
4.8% |
55.1 |
2.0% |
7% |
False |
True |
365 |
| 20 |
2,948.0 |
2,726.0 |
222.0 |
7.9% |
52.0 |
1.8% |
43% |
False |
False |
575 |
| 40 |
2,948.0 |
2,668.0 |
280.0 |
9.9% |
47.3 |
1.7% |
55% |
False |
False |
3,618 |
| 60 |
2,948.0 |
2,570.0 |
378.0 |
13.4% |
45.2 |
1.6% |
66% |
False |
False |
2,480 |
| 80 |
2,948.0 |
2,250.0 |
698.0 |
24.7% |
41.4 |
1.5% |
82% |
False |
False |
1,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,232.0 |
|
2.618 |
3,101.4 |
|
1.618 |
3,021.4 |
|
1.000 |
2,972.0 |
|
0.618 |
2,941.4 |
|
HIGH |
2,892.0 |
|
0.618 |
2,861.4 |
|
0.500 |
2,852.0 |
|
0.382 |
2,842.6 |
|
LOW |
2,812.0 |
|
0.618 |
2,762.6 |
|
1.000 |
2,732.0 |
|
1.618 |
2,682.6 |
|
2.618 |
2,602.6 |
|
4.250 |
2,472.0 |
|
|