| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2009 |
23-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
3,118 |
3,198 |
80 |
2.6% |
3,068 |
| High |
3,190 |
3,236 |
46 |
1.4% |
3,163 |
| Low |
3,118 |
3,167 |
49 |
1.6% |
2,950 |
| Close |
3,188 |
3,175 |
-13 |
-0.4% |
3,133 |
| Range |
72 |
69 |
-3 |
-4.2% |
213 |
| ATR |
86 |
84 |
-1 |
-1.4% |
0 |
| Volume |
753 |
1,100 |
347 |
46.1% |
7,363 |
|
| Daily Pivots for day following 23-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,400 |
3,356 |
3,213 |
|
| R3 |
3,331 |
3,287 |
3,194 |
|
| R2 |
3,262 |
3,262 |
3,188 |
|
| R1 |
3,218 |
3,218 |
3,181 |
3,206 |
| PP |
3,193 |
3,193 |
3,193 |
3,186 |
| S1 |
3,149 |
3,149 |
3,169 |
3,137 |
| S2 |
3,124 |
3,124 |
3,162 |
|
| S3 |
3,055 |
3,080 |
3,156 |
|
| S4 |
2,986 |
3,011 |
3,137 |
|
|
| 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 |
3,236 |
3,050 |
186 |
5.9% |
73 |
2.3% |
67% |
True |
False |
1,289 |
| 10 |
3,236 |
2,950 |
286 |
9.0% |
79 |
2.5% |
79% |
True |
False |
1,289 |
| 20 |
3,236 |
2,784 |
452 |
14.2% |
81 |
2.6% |
87% |
True |
False |
1,137 |
| 40 |
3,236 |
2,725 |
511 |
16.1% |
79 |
2.5% |
88% |
True |
False |
1,114 |
| 60 |
3,236 |
2,488 |
748 |
23.6% |
73 |
2.3% |
92% |
True |
False |
972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,529 |
|
2.618 |
3,417 |
|
1.618 |
3,348 |
|
1.000 |
3,305 |
|
0.618 |
3,279 |
|
HIGH |
3,236 |
|
0.618 |
3,210 |
|
0.500 |
3,202 |
|
0.382 |
3,193 |
|
LOW |
3,167 |
|
0.618 |
3,124 |
|
1.000 |
3,098 |
|
1.618 |
3,055 |
|
2.618 |
2,986 |
|
4.250 |
2,874 |
|
|