| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2009 |
07-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,808.60 |
1,791.35 |
-17.25 |
-1.0% |
1,762.99 |
| High |
1,815.60 |
1,797.63 |
-17.97 |
-1.0% |
1,815.60 |
| Low |
1,773.31 |
1,779.47 |
6.16 |
0.3% |
1,750.88 |
| Close |
1,791.91 |
1,783.65 |
-8.26 |
-0.5% |
1,791.91 |
| Range |
42.29 |
18.16 |
-24.13 |
-57.1% |
64.72 |
| ATR |
27.34 |
26.69 |
-0.66 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,841.40 |
1,830.68 |
1,793.64 |
|
| R3 |
1,823.24 |
1,812.52 |
1,788.64 |
|
| R2 |
1,805.08 |
1,805.08 |
1,786.98 |
|
| R1 |
1,794.36 |
1,794.36 |
1,785.31 |
1,790.64 |
| PP |
1,786.92 |
1,786.92 |
1,786.92 |
1,785.06 |
| S1 |
1,776.20 |
1,776.20 |
1,781.99 |
1,772.48 |
| S2 |
1,768.76 |
1,768.76 |
1,780.32 |
|
| S3 |
1,750.60 |
1,758.04 |
1,778.66 |
|
| S4 |
1,732.44 |
1,739.88 |
1,773.66 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,980.29 |
1,950.82 |
1,827.51 |
|
| R3 |
1,915.57 |
1,886.10 |
1,809.71 |
|
| R2 |
1,850.85 |
1,850.85 |
1,803.78 |
|
| R1 |
1,821.38 |
1,821.38 |
1,797.84 |
1,836.12 |
| PP |
1,786.13 |
1,786.13 |
1,786.13 |
1,793.50 |
| S1 |
1,756.66 |
1,756.66 |
1,785.98 |
1,771.40 |
| S2 |
1,721.41 |
1,721.41 |
1,780.04 |
|
| S3 |
1,656.69 |
1,691.94 |
1,774.11 |
|
| S4 |
1,591.97 |
1,627.22 |
1,756.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,815.60 |
1,773.31 |
42.29 |
2.4% |
24.08 |
1.4% |
24% |
False |
False |
|
| 10 |
1,815.60 |
1,742.20 |
73.40 |
4.1% |
22.03 |
1.2% |
56% |
False |
False |
|
| 20 |
1,815.60 |
1,742.20 |
73.40 |
4.1% |
20.81 |
1.2% |
56% |
False |
False |
|
| 40 |
1,815.60 |
1,652.44 |
163.16 |
9.1% |
23.77 |
1.3% |
80% |
False |
False |
|
| 60 |
1,815.60 |
1,652.44 |
163.16 |
9.1% |
23.75 |
1.3% |
80% |
False |
False |
|
| 80 |
1,815.60 |
1,563.14 |
252.46 |
14.2% |
24.02 |
1.3% |
87% |
False |
False |
|
| 100 |
1,815.60 |
1,511.61 |
303.99 |
17.0% |
23.77 |
1.3% |
89% |
False |
False |
|
| 120 |
1,815.60 |
1,394.87 |
420.73 |
23.6% |
23.99 |
1.3% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,874.81 |
|
2.618 |
1,845.17 |
|
1.618 |
1,827.01 |
|
1.000 |
1,815.79 |
|
0.618 |
1,808.85 |
|
HIGH |
1,797.63 |
|
0.618 |
1,790.69 |
|
0.500 |
1,788.55 |
|
0.382 |
1,786.41 |
|
LOW |
1,779.47 |
|
0.618 |
1,768.25 |
|
1.000 |
1,761.31 |
|
1.618 |
1,750.09 |
|
2.618 |
1,731.93 |
|
4.250 |
1,702.29 |
|
|