| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2009 |
22-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,794.12 |
1,833.72 |
39.60 |
2.2% |
1,802.28 |
| High |
1,808.26 |
1,841.64 |
33.38 |
1.8% |
1,814.49 |
| Low |
1,790.14 |
1,832.10 |
41.96 |
2.3% |
1,777.08 |
| Close |
1,807.36 |
1,839.51 |
32.15 |
1.8% |
1,807.36 |
| Range |
18.12 |
9.54 |
-8.58 |
-47.4% |
37.41 |
| ATR |
24.99 |
25.66 |
0.66 |
2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,866.37 |
1,862.48 |
1,844.76 |
|
| R3 |
1,856.83 |
1,852.94 |
1,842.13 |
|
| R2 |
1,847.29 |
1,847.29 |
1,841.26 |
|
| R1 |
1,843.40 |
1,843.40 |
1,840.38 |
1,845.35 |
| PP |
1,837.75 |
1,837.75 |
1,837.75 |
1,838.72 |
| S1 |
1,833.86 |
1,833.86 |
1,838.64 |
1,835.81 |
| S2 |
1,828.21 |
1,828.21 |
1,837.76 |
|
| S3 |
1,818.67 |
1,824.32 |
1,836.89 |
|
| S4 |
1,809.13 |
1,814.78 |
1,834.26 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,911.87 |
1,897.03 |
1,827.94 |
|
| R3 |
1,874.46 |
1,859.62 |
1,817.65 |
|
| R2 |
1,837.05 |
1,837.05 |
1,814.22 |
|
| R1 |
1,822.21 |
1,822.21 |
1,810.79 |
1,829.63 |
| PP |
1,799.64 |
1,799.64 |
1,799.64 |
1,803.36 |
| S1 |
1,784.80 |
1,784.80 |
1,803.93 |
1,792.22 |
| S2 |
1,762.23 |
1,762.23 |
1,800.50 |
|
| S3 |
1,724.82 |
1,747.39 |
1,797.07 |
|
| S4 |
1,687.41 |
1,709.98 |
1,786.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,841.64 |
1,777.08 |
64.56 |
3.5% |
16.22 |
0.9% |
97% |
True |
False |
|
| 10 |
1,841.64 |
1,759.34 |
82.30 |
4.5% |
19.12 |
1.0% |
97% |
True |
False |
|
| 20 |
1,841.64 |
1,742.20 |
99.44 |
5.4% |
20.57 |
1.1% |
98% |
True |
False |
|
| 40 |
1,841.64 |
1,652.44 |
189.20 |
10.3% |
23.15 |
1.3% |
99% |
True |
False |
|
| 60 |
1,841.64 |
1,652.44 |
189.20 |
10.3% |
23.35 |
1.3% |
99% |
True |
False |
|
| 80 |
1,841.64 |
1,585.56 |
256.08 |
13.9% |
23.41 |
1.3% |
99% |
True |
False |
|
| 100 |
1,841.64 |
1,563.14 |
278.50 |
15.1% |
23.37 |
1.3% |
99% |
True |
False |
|
| 120 |
1,841.64 |
1,394.87 |
446.77 |
24.3% |
23.56 |
1.3% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,882.19 |
|
2.618 |
1,866.62 |
|
1.618 |
1,857.08 |
|
1.000 |
1,851.18 |
|
0.618 |
1,847.54 |
|
HIGH |
1,841.64 |
|
0.618 |
1,838.00 |
|
0.500 |
1,836.87 |
|
0.382 |
1,835.74 |
|
LOW |
1,832.10 |
|
0.618 |
1,826.20 |
|
1.000 |
1,822.56 |
|
1.618 |
1,816.66 |
|
2.618 |
1,807.12 |
|
4.250 |
1,791.56 |
|
|