Day Change Summary |
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Previous |
Current |
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|
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11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5,216.0 |
5,285.0 |
69.0 |
1.3% |
5,260.0 |
High |
5,268.5 |
5,292.0 |
23.5 |
0.4% |
5,288.0 |
Low |
5,212.0 |
5,257.0 |
45.0 |
0.9% |
5,135.0 |
Close |
5,216.5 |
5,269.0 |
52.5 |
1.0% |
5,216.5 |
Range |
56.5 |
35.0 |
-21.5 |
-38.1% |
153.0 |
ATR |
81.8 |
81.3 |
-0.4 |
-0.6% |
0.0 |
Volume |
31,415 |
30,966 |
-449 |
-1.4% |
65,103 |
|
Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,377.5 |
5,358.5 |
5,288.0 |
|
R3 |
5,342.5 |
5,323.5 |
5,278.5 |
|
R2 |
5,307.5 |
5,307.5 |
5,275.5 |
|
R1 |
5,288.5 |
5,288.5 |
5,272.0 |
5,280.5 |
PP |
5,272.5 |
5,272.5 |
5,272.5 |
5,269.0 |
S1 |
5,253.5 |
5,253.5 |
5,266.0 |
5,245.5 |
S2 |
5,237.5 |
5,237.5 |
5,262.5 |
|
S3 |
5,202.5 |
5,218.5 |
5,259.5 |
|
S4 |
5,167.5 |
5,183.5 |
5,250.0 |
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|
Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,672.0 |
5,597.5 |
5,300.5 |
|
R3 |
5,519.0 |
5,444.5 |
5,258.5 |
|
R2 |
5,366.0 |
5,366.0 |
5,244.5 |
|
R1 |
5,291.5 |
5,291.5 |
5,230.5 |
5,252.0 |
PP |
5,213.0 |
5,213.0 |
5,213.0 |
5,193.5 |
S1 |
5,138.5 |
5,138.5 |
5,202.5 |
5,099.0 |
S2 |
5,060.0 |
5,060.0 |
5,188.5 |
|
S3 |
4,907.0 |
4,985.5 |
5,174.5 |
|
S4 |
4,754.0 |
4,832.5 |
5,132.5 |
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|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,292.0 |
5,135.0 |
157.0 |
3.0% |
66.5 |
1.3% |
85% |
True |
False |
19,041 |
10 |
5,330.0 |
5,135.0 |
195.0 |
3.7% |
73.5 |
1.4% |
69% |
False |
False |
10,191 |
20 |
5,330.0 |
5,061.0 |
269.0 |
5.1% |
74.0 |
1.4% |
77% |
False |
False |
5,646 |
40 |
5,339.5 |
4,915.0 |
424.5 |
8.1% |
71.0 |
1.3% |
83% |
False |
False |
3,233 |
60 |
5,339.5 |
4,884.5 |
455.0 |
8.6% |
62.5 |
1.2% |
85% |
False |
False |
2,230 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,441.0 |
2.618 |
5,383.5 |
1.618 |
5,348.5 |
1.000 |
5,327.0 |
0.618 |
5,313.5 |
HIGH |
5,292.0 |
0.618 |
5,278.5 |
0.500 |
5,274.5 |
0.382 |
5,270.5 |
LOW |
5,257.0 |
0.618 |
5,235.5 |
1.000 |
5,222.0 |
1.618 |
5,200.5 |
2.618 |
5,165.5 |
4.250 |
5,108.0 |
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