| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2009 |
15-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,802.28 |
1,801.58 |
-0.70 |
0.0% |
1,791.35 |
| High |
1,810.75 |
1,813.38 |
2.63 |
0.1% |
1,810.31 |
| Low |
1,794.30 |
1,793.60 |
-0.70 |
0.0% |
1,759.34 |
| Close |
1,809.09 |
1,798.21 |
-10.88 |
-0.6% |
1,792.06 |
| Range |
16.45 |
19.78 |
3.33 |
20.2% |
50.97 |
| ATR |
25.75 |
25.32 |
-0.43 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,861.07 |
1,849.42 |
1,809.09 |
|
| R3 |
1,841.29 |
1,829.64 |
1,803.65 |
|
| R2 |
1,821.51 |
1,821.51 |
1,801.84 |
|
| R1 |
1,809.86 |
1,809.86 |
1,800.02 |
1,805.80 |
| PP |
1,801.73 |
1,801.73 |
1,801.73 |
1,799.70 |
| S1 |
1,790.08 |
1,790.08 |
1,796.40 |
1,786.02 |
| S2 |
1,781.95 |
1,781.95 |
1,794.58 |
|
| S3 |
1,762.17 |
1,770.30 |
1,792.77 |
|
| S4 |
1,742.39 |
1,750.52 |
1,787.33 |
|
|
| 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 |
1,813.38 |
1,759.34 |
54.04 |
3.0% |
20.94 |
1.2% |
72% |
True |
False |
|
| 10 |
1,815.60 |
1,759.34 |
56.26 |
3.1% |
23.47 |
1.3% |
69% |
False |
False |
|
| 20 |
1,815.60 |
1,742.20 |
73.40 |
4.1% |
21.04 |
1.2% |
76% |
False |
False |
|
| 40 |
1,815.60 |
1,652.44 |
163.16 |
9.1% |
24.30 |
1.4% |
89% |
False |
False |
|
| 60 |
1,815.60 |
1,652.44 |
163.16 |
9.1% |
23.99 |
1.3% |
89% |
False |
False |
|
| 80 |
1,815.60 |
1,585.56 |
230.04 |
12.8% |
23.77 |
1.3% |
92% |
False |
False |
|
| 100 |
1,815.60 |
1,563.14 |
252.46 |
14.0% |
23.66 |
1.3% |
93% |
False |
False |
|
| 120 |
1,815.60 |
1,394.87 |
420.73 |
23.4% |
23.76 |
1.3% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,897.45 |
|
2.618 |
1,865.16 |
|
1.618 |
1,845.38 |
|
1.000 |
1,833.16 |
|
0.618 |
1,825.60 |
|
HIGH |
1,813.38 |
|
0.618 |
1,805.82 |
|
0.500 |
1,803.49 |
|
0.382 |
1,801.16 |
|
LOW |
1,793.60 |
|
0.618 |
1,781.38 |
|
1.000 |
1,773.82 |
|
1.618 |
1,761.60 |
|
2.618 |
1,741.82 |
|
4.250 |
1,709.54 |
|
|