| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,808.84 |
1,802.28 |
-6.56 |
-0.4% |
1,791.35 |
| High |
1,810.31 |
1,810.75 |
0.44 |
0.0% |
1,810.31 |
| Low |
1,784.82 |
1,794.30 |
9.48 |
0.5% |
1,759.34 |
| Close |
1,792.06 |
1,809.09 |
17.03 |
1.0% |
1,792.06 |
| Range |
25.49 |
16.45 |
-9.04 |
-35.5% |
50.97 |
| ATR |
26.29 |
25.75 |
-0.54 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,854.06 |
1,848.03 |
1,818.14 |
|
| R3 |
1,837.61 |
1,831.58 |
1,813.61 |
|
| R2 |
1,821.16 |
1,821.16 |
1,812.11 |
|
| R1 |
1,815.13 |
1,815.13 |
1,810.60 |
1,818.15 |
| PP |
1,804.71 |
1,804.71 |
1,804.71 |
1,806.22 |
| S1 |
1,798.68 |
1,798.68 |
1,807.58 |
1,801.70 |
| S2 |
1,788.26 |
1,788.26 |
1,806.07 |
|
| S3 |
1,771.81 |
1,782.23 |
1,804.57 |
|
| S4 |
1,755.36 |
1,765.78 |
1,800.04 |
|
|
| 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 |
1,810.75 |
1,759.34 |
51.41 |
2.8% |
22.02 |
1.2% |
97% |
True |
False |
|
| 10 |
1,815.60 |
1,759.34 |
56.26 |
3.1% |
23.05 |
1.3% |
88% |
False |
False |
|
| 20 |
1,815.60 |
1,742.20 |
73.40 |
4.1% |
21.08 |
1.2% |
91% |
False |
False |
|
| 40 |
1,815.60 |
1,652.44 |
163.16 |
9.0% |
24.47 |
1.4% |
96% |
False |
False |
|
| 60 |
1,815.60 |
1,652.44 |
163.16 |
9.0% |
24.02 |
1.3% |
96% |
False |
False |
|
| 80 |
1,815.60 |
1,585.56 |
230.04 |
12.7% |
23.82 |
1.3% |
97% |
False |
False |
|
| 100 |
1,815.60 |
1,563.14 |
252.46 |
14.0% |
23.69 |
1.3% |
97% |
False |
False |
|
| 120 |
1,815.60 |
1,394.87 |
420.73 |
23.3% |
23.96 |
1.3% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,880.66 |
|
2.618 |
1,853.82 |
|
1.618 |
1,837.37 |
|
1.000 |
1,827.20 |
|
0.618 |
1,820.92 |
|
HIGH |
1,810.75 |
|
0.618 |
1,804.47 |
|
0.500 |
1,802.53 |
|
0.382 |
1,800.58 |
|
LOW |
1,794.30 |
|
0.618 |
1,784.13 |
|
1.000 |
1,777.85 |
|
1.618 |
1,767.68 |
|
2.618 |
1,751.23 |
|
4.250 |
1,724.39 |
|
|