| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
3,147 |
3,100 |
-47 |
-1.5% |
3,000 |
| High |
3,163 |
3,128 |
-35 |
-1.1% |
3,125 |
| Low |
2,950 |
3,090 |
140 |
4.7% |
2,993 |
| Close |
3,098 |
3,099 |
1 |
0.0% |
3,098 |
| Range |
213 |
38 |
-175 |
-82.2% |
132 |
| ATR |
87 |
84 |
-4 |
-4.0% |
0 |
| Volume |
1,832 |
2,209 |
377 |
20.6% |
2,897 |
|
| Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,220 |
3,197 |
3,120 |
|
| R3 |
3,182 |
3,159 |
3,109 |
|
| R2 |
3,144 |
3,144 |
3,106 |
|
| R1 |
3,121 |
3,121 |
3,102 |
3,114 |
| PP |
3,106 |
3,106 |
3,106 |
3,102 |
| S1 |
3,083 |
3,083 |
3,096 |
3,076 |
| S2 |
3,068 |
3,068 |
3,092 |
|
| S3 |
3,030 |
3,045 |
3,089 |
|
| S4 |
2,992 |
3,007 |
3,078 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,468 |
3,415 |
3,171 |
|
| R3 |
3,336 |
3,283 |
3,134 |
|
| R2 |
3,204 |
3,204 |
3,122 |
|
| R1 |
3,151 |
3,151 |
3,110 |
3,178 |
| PP |
3,072 |
3,072 |
3,072 |
3,085 |
| S1 |
3,019 |
3,019 |
3,086 |
3,046 |
| S2 |
2,940 |
2,940 |
3,074 |
|
| S3 |
2,808 |
2,887 |
3,062 |
|
| S4 |
2,676 |
2,755 |
3,025 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,163 |
2,950 |
213 |
6.9% |
77 |
2.5% |
70% |
False |
False |
1,473 |
| 10 |
3,163 |
2,848 |
315 |
10.2% |
75 |
2.4% |
80% |
False |
False |
1,315 |
| 20 |
3,163 |
2,731 |
432 |
13.9% |
83 |
2.7% |
85% |
False |
False |
1,120 |
| 40 |
3,163 |
2,725 |
438 |
14.1% |
81 |
2.6% |
85% |
False |
False |
1,091 |
| 60 |
3,163 |
2,466 |
697 |
22.5% |
73 |
2.3% |
91% |
False |
False |
949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,290 |
|
2.618 |
3,227 |
|
1.618 |
3,189 |
|
1.000 |
3,166 |
|
0.618 |
3,151 |
|
HIGH |
3,128 |
|
0.618 |
3,113 |
|
0.500 |
3,109 |
|
0.382 |
3,105 |
|
LOW |
3,090 |
|
0.618 |
3,067 |
|
1.000 |
3,052 |
|
1.618 |
3,029 |
|
2.618 |
2,991 |
|
4.250 |
2,929 |
|
|