| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2009 |
21-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
3,076 |
3,116 |
40 |
1.3% |
3,068 |
| High |
3,151 |
3,138 |
-13 |
-0.4% |
3,163 |
| Low |
3,050 |
3,055 |
5 |
0.2% |
2,950 |
| Close |
3,133 |
3,096 |
-37 |
-1.2% |
3,133 |
| Range |
101 |
83 |
-18 |
-17.8% |
213 |
| ATR |
85 |
85 |
0 |
-0.2% |
0 |
| Volume |
1,079 |
1,306 |
227 |
21.0% |
7,363 |
|
| Daily Pivots for day following 21-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,345 |
3,304 |
3,142 |
|
| R3 |
3,262 |
3,221 |
3,119 |
|
| R2 |
3,179 |
3,179 |
3,111 |
|
| R1 |
3,138 |
3,138 |
3,104 |
3,117 |
| PP |
3,096 |
3,096 |
3,096 |
3,086 |
| S1 |
3,055 |
3,055 |
3,088 |
3,034 |
| S2 |
3,013 |
3,013 |
3,081 |
|
| S3 |
2,930 |
2,972 |
3,073 |
|
| S4 |
2,847 |
2,889 |
3,050 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,721 |
3,640 |
3,250 |
|
| R3 |
3,508 |
3,427 |
3,192 |
|
| R2 |
3,295 |
3,295 |
3,172 |
|
| R1 |
3,214 |
3,214 |
3,153 |
3,255 |
| PP |
3,082 |
3,082 |
3,082 |
3,102 |
| S1 |
3,001 |
3,001 |
3,113 |
3,042 |
| S2 |
2,869 |
2,869 |
3,094 |
|
| S3 |
2,656 |
2,788 |
3,074 |
|
| S4 |
2,443 |
2,575 |
3,016 |
|
|
| 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% |
98 |
3.2% |
69% |
False |
False |
1,549 |
| 10 |
3,163 |
2,942 |
221 |
7.1% |
75 |
2.4% |
70% |
False |
False |
1,227 |
| 20 |
3,163 |
2,784 |
379 |
12.2% |
79 |
2.6% |
82% |
False |
False |
1,108 |
| 40 |
3,163 |
2,725 |
438 |
14.1% |
79 |
2.6% |
85% |
False |
False |
1,110 |
| 60 |
3,163 |
2,466 |
697 |
22.5% |
74 |
2.4% |
90% |
False |
False |
960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,491 |
|
2.618 |
3,355 |
|
1.618 |
3,272 |
|
1.000 |
3,221 |
|
0.618 |
3,189 |
|
HIGH |
3,138 |
|
0.618 |
3,106 |
|
0.500 |
3,097 |
|
0.382 |
3,087 |
|
LOW |
3,055 |
|
0.618 |
3,004 |
|
1.000 |
2,972 |
|
1.618 |
2,921 |
|
2.618 |
2,838 |
|
4.250 |
2,702 |
|
|