| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2009 |
31-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,872.63 |
1,881.71 |
9.08 |
0.5% |
1,833.72 |
| High |
1,881.15 |
1,882.46 |
1.31 |
0.1% |
1,869.90 |
| Low |
1,869.60 |
1,860.31 |
-9.29 |
-0.5% |
1,832.10 |
| Close |
1,878.65 |
1,860.31 |
-18.34 |
-1.0% |
1,869.84 |
| Range |
11.55 |
22.15 |
10.60 |
91.8% |
37.80 |
| ATR |
22.55 |
22.52 |
-0.03 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,934.14 |
1,919.38 |
1,872.49 |
|
| R3 |
1,911.99 |
1,897.23 |
1,866.40 |
|
| R2 |
1,889.84 |
1,889.84 |
1,864.37 |
|
| R1 |
1,875.08 |
1,875.08 |
1,862.34 |
1,871.39 |
| PP |
1,867.69 |
1,867.69 |
1,867.69 |
1,865.85 |
| S1 |
1,852.93 |
1,852.93 |
1,858.28 |
1,849.24 |
| S2 |
1,845.54 |
1,845.54 |
1,856.25 |
|
| S3 |
1,823.39 |
1,830.78 |
1,854.22 |
|
| S4 |
1,801.24 |
1,808.63 |
1,848.13 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,970.68 |
1,958.06 |
1,890.63 |
|
| R3 |
1,932.88 |
1,920.26 |
1,880.24 |
|
| R2 |
1,895.08 |
1,895.08 |
1,876.77 |
|
| R1 |
1,882.46 |
1,882.46 |
1,873.31 |
1,888.77 |
| PP |
1,857.28 |
1,857.28 |
1,857.28 |
1,860.44 |
| S1 |
1,844.66 |
1,844.66 |
1,866.38 |
1,850.97 |
| S2 |
1,819.48 |
1,819.48 |
1,862.91 |
|
| S3 |
1,781.68 |
1,806.86 |
1,859.45 |
|
| S4 |
1,743.88 |
1,769.06 |
1,849.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,882.46 |
1,839.12 |
43.34 |
2.3% |
14.36 |
0.8% |
49% |
True |
False |
|
| 10 |
1,882.46 |
1,777.08 |
105.38 |
5.7% |
15.29 |
0.8% |
79% |
True |
False |
|
| 20 |
1,882.46 |
1,759.34 |
123.12 |
6.6% |
19.17 |
1.0% |
82% |
True |
False |
|
| 40 |
1,882.46 |
1,652.44 |
230.02 |
12.4% |
20.19 |
1.1% |
90% |
True |
False |
|
| 60 |
1,882.46 |
1,652.44 |
230.02 |
12.4% |
21.90 |
1.2% |
90% |
True |
False |
|
| 80 |
1,882.46 |
1,606.47 |
275.99 |
14.8% |
22.46 |
1.2% |
92% |
True |
False |
|
| 100 |
1,882.46 |
1,563.14 |
319.32 |
17.2% |
23.02 |
1.2% |
93% |
True |
False |
|
| 120 |
1,882.46 |
1,402.19 |
480.27 |
25.8% |
23.18 |
1.2% |
95% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,976.60 |
|
2.618 |
1,940.45 |
|
1.618 |
1,918.30 |
|
1.000 |
1,904.61 |
|
0.618 |
1,896.15 |
|
HIGH |
1,882.46 |
|
0.618 |
1,874.00 |
|
0.500 |
1,871.39 |
|
0.382 |
1,868.77 |
|
LOW |
1,860.31 |
|
0.618 |
1,846.62 |
|
1.000 |
1,838.16 |
|
1.618 |
1,824.47 |
|
2.618 |
1,802.32 |
|
4.250 |
1,766.17 |
|
|