| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2009 |
20-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1,788.75 |
1,760.54 |
-28.21 |
-1.6% |
1,794.88 |
| High |
1,789.00 |
1,768.35 |
-20.65 |
-1.2% |
1,814.25 |
| Low |
1,761.11 |
1,758.00 |
-3.11 |
-0.2% |
1,758.00 |
| Close |
1,773.19 |
1,764.39 |
-8.80 |
-0.5% |
1,764.39 |
| Range |
27.89 |
10.35 |
-17.54 |
-62.9% |
56.25 |
| ATR |
27.19 |
26.33 |
-0.86 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,794.63 |
1,789.86 |
1,770.08 |
|
| R3 |
1,784.28 |
1,779.51 |
1,767.24 |
|
| R2 |
1,773.93 |
1,773.93 |
1,766.29 |
|
| R1 |
1,769.16 |
1,769.16 |
1,765.34 |
1,771.55 |
| PP |
1,763.58 |
1,763.58 |
1,763.58 |
1,764.77 |
| S1 |
1,758.81 |
1,758.81 |
1,763.44 |
1,761.20 |
| S2 |
1,753.23 |
1,753.23 |
1,762.49 |
|
| S3 |
1,742.88 |
1,748.46 |
1,761.54 |
|
| S4 |
1,732.53 |
1,738.11 |
1,758.70 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,947.63 |
1,912.26 |
1,795.33 |
|
| R3 |
1,891.38 |
1,856.01 |
1,779.86 |
|
| R2 |
1,835.13 |
1,835.13 |
1,774.70 |
|
| R1 |
1,799.76 |
1,799.76 |
1,769.55 |
1,789.32 |
| PP |
1,778.88 |
1,778.88 |
1,778.88 |
1,773.66 |
| S1 |
1,743.51 |
1,743.51 |
1,759.23 |
1,733.07 |
| S2 |
1,722.63 |
1,722.63 |
1,754.08 |
|
| S3 |
1,666.38 |
1,687.26 |
1,748.92 |
|
| S4 |
1,610.13 |
1,631.01 |
1,733.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,814.25 |
1,758.00 |
56.25 |
3.2% |
18.24 |
1.0% |
11% |
False |
True |
|
| 10 |
1,814.25 |
1,742.97 |
71.28 |
4.0% |
19.60 |
1.1% |
30% |
False |
False |
|
| 20 |
1,814.25 |
1,652.44 |
161.81 |
9.2% |
25.72 |
1.5% |
69% |
False |
False |
|
| 40 |
1,814.25 |
1,652.44 |
161.81 |
9.2% |
24.73 |
1.4% |
69% |
False |
False |
|
| 60 |
1,814.25 |
1,585.56 |
228.69 |
13.0% |
24.35 |
1.4% |
78% |
False |
False |
|
| 80 |
1,814.25 |
1,563.14 |
251.11 |
14.2% |
24.06 |
1.4% |
80% |
False |
False |
|
| 100 |
1,814.25 |
1,394.87 |
419.38 |
23.8% |
24.16 |
1.4% |
88% |
False |
False |
|
| 120 |
1,814.25 |
1,394.87 |
419.38 |
23.8% |
24.29 |
1.4% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,812.34 |
|
2.618 |
1,795.45 |
|
1.618 |
1,785.10 |
|
1.000 |
1,778.70 |
|
0.618 |
1,774.75 |
|
HIGH |
1,768.35 |
|
0.618 |
1,764.40 |
|
0.500 |
1,763.18 |
|
0.382 |
1,761.95 |
|
LOW |
1,758.00 |
|
0.618 |
1,751.60 |
|
1.000 |
1,747.65 |
|
1.618 |
1,741.25 |
|
2.618 |
1,730.90 |
|
4.250 |
1,714.01 |
|
|