| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2009 |
28-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
21,995 |
22,000 |
5 |
0.0% |
22,123 |
| High |
22,155 |
22,000 |
-155 |
-0.7% |
22,500 |
| Low |
21,995 |
21,578 |
-417 |
-1.9% |
21,919 |
| Close |
22,084 |
21,578 |
-506 |
-2.3% |
22,491 |
| Range |
160 |
422 |
262 |
163.8% |
581 |
| ATR |
309 |
323 |
14 |
4.6% |
0 |
| Volume |
65 |
34 |
-31 |
-47.7% |
164 |
|
| Daily Pivots for day following 28-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,985 |
22,703 |
21,810 |
|
| R3 |
22,563 |
22,281 |
21,694 |
|
| R2 |
22,141 |
22,141 |
21,655 |
|
| R1 |
21,859 |
21,859 |
21,617 |
21,789 |
| PP |
21,719 |
21,719 |
21,719 |
21,684 |
| S1 |
21,437 |
21,437 |
21,539 |
21,367 |
| S2 |
21,297 |
21,297 |
21,501 |
|
| S3 |
20,875 |
21,015 |
21,462 |
|
| S4 |
20,453 |
20,593 |
21,346 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24,046 |
23,850 |
22,811 |
|
| R3 |
23,465 |
23,269 |
22,651 |
|
| R2 |
22,884 |
22,884 |
22,598 |
|
| R1 |
22,688 |
22,688 |
22,544 |
22,786 |
| PP |
22,303 |
22,303 |
22,303 |
22,353 |
| S1 |
22,107 |
22,107 |
22,438 |
22,205 |
| S2 |
21,722 |
21,722 |
22,384 |
|
| S3 |
21,141 |
21,526 |
22,331 |
|
| S4 |
20,560 |
20,945 |
22,171 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
22,500 |
21,578 |
922 |
4.3% |
225 |
1.0% |
0% |
False |
True |
48 |
| 10 |
22,500 |
21,578 |
922 |
4.3% |
163 |
0.8% |
0% |
False |
True |
34 |
| 20 |
22,500 |
20,151 |
2,349 |
10.9% |
146 |
0.7% |
61% |
False |
False |
23 |
| 40 |
22,500 |
19,300 |
3,200 |
14.8% |
175 |
0.8% |
71% |
False |
False |
21 |
| 60 |
22,500 |
19,300 |
3,200 |
14.8% |
168 |
0.8% |
71% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,794 |
|
2.618 |
23,105 |
|
1.618 |
22,683 |
|
1.000 |
22,422 |
|
0.618 |
22,261 |
|
HIGH |
22,000 |
|
0.618 |
21,839 |
|
0.500 |
21,789 |
|
0.382 |
21,739 |
|
LOW |
21,578 |
|
0.618 |
21,317 |
|
1.000 |
21,156 |
|
1.618 |
20,895 |
|
2.618 |
20,473 |
|
4.250 |
19,785 |
|
|