| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2009 |
22-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1,058.5 |
1,061.4 |
2.9 |
0.3% |
1,056.2 |
| High |
1,067.7 |
1,064.8 |
-2.9 |
-0.3% |
1,073.3 |
| Low |
1,050.2 |
1,054.0 |
3.8 |
0.4% |
1,046.8 |
| Close |
1,066.6 |
1,060.7 |
-5.9 |
-0.6% |
1,053.8 |
| Range |
17.5 |
10.8 |
-6.7 |
-38.3% |
26.5 |
| ATR |
15.4 |
15.2 |
-0.2 |
-1.3% |
0.0 |
| Volume |
1,491 |
1,293 |
-198 |
-13.3% |
5,969 |
|
| Daily Pivots for day following 22-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,092.2 |
1,087.3 |
1,066.6 |
|
| R3 |
1,081.4 |
1,076.5 |
1,063.7 |
|
| R2 |
1,070.6 |
1,070.6 |
1,062.7 |
|
| R1 |
1,065.7 |
1,065.7 |
1,061.7 |
1,062.8 |
| PP |
1,059.8 |
1,059.8 |
1,059.8 |
1,058.4 |
| S1 |
1,054.9 |
1,054.9 |
1,059.7 |
1,052.0 |
| S2 |
1,049.0 |
1,049.0 |
1,058.7 |
|
| S3 |
1,038.2 |
1,044.1 |
1,057.7 |
|
| S4 |
1,027.4 |
1,033.3 |
1,054.8 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,137.5 |
1,122.1 |
1,068.4 |
|
| R3 |
1,111.0 |
1,095.6 |
1,061.1 |
|
| R2 |
1,084.5 |
1,084.5 |
1,058.7 |
|
| R1 |
1,069.1 |
1,069.1 |
1,056.2 |
1,063.6 |
| PP |
1,058.0 |
1,058.0 |
1,058.0 |
1,055.2 |
| S1 |
1,042.6 |
1,042.6 |
1,051.4 |
1,037.1 |
| S2 |
1,031.5 |
1,031.5 |
1,048.9 |
|
| S3 |
1,005.0 |
1,016.1 |
1,046.5 |
|
| S4 |
978.5 |
989.6 |
1,039.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,070.4 |
1,046.8 |
23.6 |
2.2% |
14.8 |
1.4% |
59% |
False |
False |
1,665 |
| 10 |
1,073.3 |
1,046.8 |
26.5 |
2.5% |
14.4 |
1.4% |
52% |
False |
False |
1,423 |
| 20 |
1,073.3 |
989.3 |
84.0 |
7.9% |
14.9 |
1.4% |
85% |
False |
False |
1,546 |
| 40 |
1,073.3 |
945.5 |
127.8 |
12.0% |
14.9 |
1.4% |
90% |
False |
False |
1,353 |
| 60 |
1,073.3 |
934.0 |
139.3 |
13.1% |
13.6 |
1.3% |
91% |
False |
False |
1,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,110.7 |
|
2.618 |
1,093.1 |
|
1.618 |
1,082.3 |
|
1.000 |
1,075.6 |
|
0.618 |
1,071.5 |
|
HIGH |
1,064.8 |
|
0.618 |
1,060.7 |
|
0.500 |
1,059.4 |
|
0.382 |
1,058.1 |
|
LOW |
1,054.0 |
|
0.618 |
1,047.3 |
|
1.000 |
1,043.2 |
|
1.618 |
1,036.5 |
|
2.618 |
1,025.7 |
|
4.250 |
1,008.1 |
|
|