| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2009 |
09-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
21,752 |
21,950 |
198 |
0.9% |
21,058 |
| High |
21,840 |
22,110 |
270 |
1.2% |
21,840 |
| Low |
21,685 |
21,853 |
168 |
0.8% |
21,035 |
| Close |
21,760 |
22,050 |
290 |
1.3% |
21,760 |
| Range |
155 |
257 |
102 |
65.8% |
805 |
| ATR |
381 |
379 |
-2 |
-0.6% |
0 |
| Volume |
61 |
134 |
73 |
119.7% |
366 |
|
| Daily Pivots for day following 09-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,775 |
22,670 |
22,191 |
|
| R3 |
22,518 |
22,413 |
22,121 |
|
| R2 |
22,261 |
22,261 |
22,097 |
|
| R1 |
22,156 |
22,156 |
22,074 |
22,209 |
| PP |
22,004 |
22,004 |
22,004 |
22,031 |
| S1 |
21,899 |
21,899 |
22,026 |
21,952 |
| S2 |
21,747 |
21,747 |
22,003 |
|
| S3 |
21,490 |
21,642 |
21,979 |
|
| S4 |
21,233 |
21,385 |
21,909 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,960 |
23,665 |
22,203 |
|
| R3 |
23,155 |
22,860 |
21,981 |
|
| R2 |
22,350 |
22,350 |
21,908 |
|
| R1 |
22,055 |
22,055 |
21,834 |
22,203 |
| PP |
21,545 |
21,545 |
21,545 |
21,619 |
| S1 |
21,250 |
21,250 |
21,686 |
21,398 |
| S2 |
20,740 |
20,740 |
21,612 |
|
| S3 |
19,935 |
20,445 |
21,539 |
|
| S4 |
19,130 |
19,640 |
21,317 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
22,110 |
21,058 |
1,052 |
4.8% |
259 |
1.2% |
94% |
True |
False |
80 |
| 10 |
22,155 |
21,035 |
1,120 |
5.1% |
269 |
1.2% |
91% |
False |
False |
79 |
| 20 |
22,500 |
21,035 |
1,465 |
6.6% |
190 |
0.9% |
69% |
False |
False |
52 |
| 40 |
22,500 |
20,151 |
2,349 |
10.7% |
186 |
0.8% |
81% |
False |
False |
35 |
| 60 |
22,500 |
19,300 |
3,200 |
14.5% |
171 |
0.8% |
86% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,202 |
|
2.618 |
22,783 |
|
1.618 |
22,526 |
|
1.000 |
22,367 |
|
0.618 |
22,269 |
|
HIGH |
22,110 |
|
0.618 |
22,012 |
|
0.500 |
21,982 |
|
0.382 |
21,951 |
|
LOW |
21,853 |
|
0.618 |
21,694 |
|
1.000 |
21,596 |
|
1.618 |
21,437 |
|
2.618 |
21,180 |
|
4.250 |
20,761 |
|
|