| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2009 |
30-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
20,798 |
20,875 |
77 |
0.4% |
21,416 |
| High |
20,940 |
20,875 |
-65 |
-0.3% |
21,616 |
| Low |
20,798 |
20,784 |
-14 |
-0.1% |
20,767 |
| Close |
20,840 |
20,815 |
-25 |
-0.1% |
20,848 |
| Range |
142 |
91 |
-51 |
-35.9% |
849 |
| ATR |
324 |
307 |
-17 |
-5.1% |
0 |
| Volume |
25 |
15 |
-10 |
-40.0% |
131 |
|
| Daily Pivots for day following 30-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,098 |
21,047 |
20,865 |
|
| R3 |
21,007 |
20,956 |
20,840 |
|
| R2 |
20,916 |
20,916 |
20,832 |
|
| R1 |
20,865 |
20,865 |
20,823 |
20,845 |
| PP |
20,825 |
20,825 |
20,825 |
20,815 |
| S1 |
20,774 |
20,774 |
20,807 |
20,754 |
| S2 |
20,734 |
20,734 |
20,798 |
|
| S3 |
20,643 |
20,683 |
20,790 |
|
| S4 |
20,552 |
20,592 |
20,765 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,624 |
23,085 |
21,315 |
|
| R3 |
22,775 |
22,236 |
21,081 |
|
| R2 |
21,926 |
21,926 |
21,004 |
|
| R1 |
21,387 |
21,387 |
20,926 |
21,232 |
| PP |
21,077 |
21,077 |
21,077 |
21,000 |
| S1 |
20,538 |
20,538 |
20,770 |
20,383 |
| S2 |
20,228 |
20,228 |
20,692 |
|
| S3 |
19,379 |
19,689 |
20,615 |
|
| S4 |
18,530 |
18,840 |
20,381 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
21,020 |
20,430 |
590 |
2.8% |
147 |
0.7% |
65% |
False |
False |
15 |
| 10 |
21,800 |
20,430 |
1,370 |
6.6% |
171 |
0.8% |
28% |
False |
False |
22 |
| 20 |
21,800 |
19,455 |
2,345 |
11.3% |
207 |
1.0% |
58% |
False |
False |
21 |
| 40 |
21,800 |
19,300 |
2,500 |
12.0% |
176 |
0.8% |
61% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,262 |
|
2.618 |
21,113 |
|
1.618 |
21,022 |
|
1.000 |
20,966 |
|
0.618 |
20,931 |
|
HIGH |
20,875 |
|
0.618 |
20,840 |
|
0.500 |
20,830 |
|
0.382 |
20,819 |
|
LOW |
20,784 |
|
0.618 |
20,728 |
|
1.000 |
20,693 |
|
1.618 |
20,637 |
|
2.618 |
20,546 |
|
4.250 |
20,397 |
|
|