| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,799.85 |
1,808.84 |
8.99 |
0.5% |
1,791.35 |
| High |
1,808.23 |
1,810.31 |
2.08 |
0.1% |
1,810.31 |
| Low |
1,797.03 |
1,784.82 |
-12.21 |
-0.7% |
1,759.34 |
| Close |
1,799.37 |
1,792.06 |
-7.31 |
-0.4% |
1,792.06 |
| Range |
11.20 |
25.49 |
14.29 |
127.6% |
50.97 |
| ATR |
26.35 |
26.29 |
-0.06 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,872.20 |
1,857.62 |
1,806.08 |
|
| R3 |
1,846.71 |
1,832.13 |
1,799.07 |
|
| R2 |
1,821.22 |
1,821.22 |
1,796.73 |
|
| R1 |
1,806.64 |
1,806.64 |
1,794.40 |
1,801.19 |
| PP |
1,795.73 |
1,795.73 |
1,795.73 |
1,793.00 |
| S1 |
1,781.15 |
1,781.15 |
1,789.72 |
1,775.70 |
| S2 |
1,770.24 |
1,770.24 |
1,787.39 |
|
| S3 |
1,744.75 |
1,755.66 |
1,785.05 |
|
| S4 |
1,719.26 |
1,730.17 |
1,778.04 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,940.15 |
1,917.07 |
1,820.09 |
|
| R3 |
1,889.18 |
1,866.10 |
1,806.08 |
|
| R2 |
1,838.21 |
1,838.21 |
1,801.40 |
|
| R1 |
1,815.13 |
1,815.13 |
1,796.73 |
1,826.67 |
| PP |
1,787.24 |
1,787.24 |
1,787.24 |
1,793.01 |
| S1 |
1,764.16 |
1,764.16 |
1,787.39 |
1,775.70 |
| S2 |
1,736.27 |
1,736.27 |
1,782.72 |
|
| S3 |
1,685.30 |
1,713.19 |
1,778.04 |
|
| S4 |
1,634.33 |
1,662.22 |
1,764.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,810.31 |
1,759.34 |
50.97 |
2.8% |
22.36 |
1.2% |
64% |
True |
False |
|
| 10 |
1,815.60 |
1,750.88 |
64.72 |
3.6% |
23.41 |
1.3% |
64% |
False |
False |
|
| 20 |
1,815.60 |
1,742.20 |
73.40 |
4.1% |
21.25 |
1.2% |
68% |
False |
False |
|
| 40 |
1,815.60 |
1,652.44 |
163.16 |
9.1% |
24.55 |
1.4% |
86% |
False |
False |
|
| 60 |
1,815.60 |
1,652.44 |
163.16 |
9.1% |
24.00 |
1.3% |
86% |
False |
False |
|
| 80 |
1,815.60 |
1,585.56 |
230.04 |
12.8% |
23.93 |
1.3% |
90% |
False |
False |
|
| 100 |
1,815.60 |
1,561.54 |
254.06 |
14.2% |
23.96 |
1.3% |
91% |
False |
False |
|
| 120 |
1,815.60 |
1,394.87 |
420.73 |
23.5% |
24.01 |
1.3% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,918.64 |
|
2.618 |
1,877.04 |
|
1.618 |
1,851.55 |
|
1.000 |
1,835.80 |
|
0.618 |
1,826.06 |
|
HIGH |
1,810.31 |
|
0.618 |
1,800.57 |
|
0.500 |
1,797.57 |
|
0.382 |
1,794.56 |
|
LOW |
1,784.82 |
|
0.618 |
1,769.07 |
|
1.000 |
1,759.33 |
|
1.618 |
1,743.58 |
|
2.618 |
1,718.09 |
|
4.250 |
1,676.49 |
|
|