| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2009 |
06-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
20,270 |
20,412 |
142 |
0.7% |
20,672 |
| High |
20,300 |
20,693 |
393 |
1.9% |
20,940 |
| Low |
20,270 |
20,412 |
142 |
0.7% |
20,151 |
| Close |
20,294 |
20,724 |
430 |
2.1% |
20,151 |
| Range |
30 |
281 |
251 |
836.7% |
789 |
| ATR |
319 |
325 |
6 |
1.8% |
0 |
| Volume |
13 |
6 |
-7 |
-53.8% |
83 |
|
| Daily Pivots for day following 06-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,453 |
21,369 |
20,879 |
|
| R3 |
21,172 |
21,088 |
20,801 |
|
| R2 |
20,891 |
20,891 |
20,776 |
|
| R1 |
20,807 |
20,807 |
20,750 |
20,849 |
| PP |
20,610 |
20,610 |
20,610 |
20,631 |
| S1 |
20,526 |
20,526 |
20,698 |
20,568 |
| S2 |
20,329 |
20,329 |
20,672 |
|
| S3 |
20,048 |
20,245 |
20,647 |
|
| S4 |
19,767 |
19,964 |
20,569 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,781 |
22,255 |
20,585 |
|
| R3 |
21,992 |
21,466 |
20,368 |
|
| R2 |
21,203 |
21,203 |
20,296 |
|
| R1 |
20,677 |
20,677 |
20,223 |
20,546 |
| PP |
20,414 |
20,414 |
20,414 |
20,348 |
| S1 |
19,888 |
19,888 |
20,079 |
19,757 |
| S2 |
19,625 |
19,625 |
20,006 |
|
| S3 |
18,836 |
19,099 |
19,934 |
|
| S4 |
18,047 |
18,310 |
19,717 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,940 |
20,151 |
789 |
3.8% |
138 |
0.7% |
73% |
False |
False |
15 |
| 10 |
21,610 |
20,151 |
1,459 |
7.0% |
147 |
0.7% |
39% |
False |
False |
14 |
| 20 |
21,800 |
20,151 |
1,649 |
8.0% |
194 |
0.9% |
35% |
False |
False |
21 |
| 40 |
21,800 |
19,300 |
2,500 |
12.1% |
163 |
0.8% |
57% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,887 |
|
2.618 |
21,429 |
|
1.618 |
21,148 |
|
1.000 |
20,974 |
|
0.618 |
20,867 |
|
HIGH |
20,693 |
|
0.618 |
20,586 |
|
0.500 |
20,553 |
|
0.382 |
20,519 |
|
LOW |
20,412 |
|
0.618 |
20,238 |
|
1.000 |
20,131 |
|
1.618 |
19,957 |
|
2.618 |
19,676 |
|
4.250 |
19,218 |
|
|