| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2009 |
31-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,871.00 |
1,876.00 |
5.00 |
0.3% |
1,806.00 |
| High |
1,880.25 |
1,882.00 |
1.75 |
0.1% |
1,869.50 |
| Low |
1,862.25 |
1,858.75 |
-3.50 |
-0.2% |
1,803.00 |
| Close |
1,876.75 |
1,858.75 |
-18.00 |
-1.0% |
1,868.00 |
| Range |
18.00 |
23.25 |
5.25 |
29.2% |
66.50 |
| ATR |
23.91 |
23.87 |
-0.05 |
-0.2% |
0.00 |
| Volume |
103,211 |
128,388 |
25,177 |
24.4% |
809,928 |
|
| Daily Pivots for day following 31-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,936.25 |
1,920.75 |
1,871.50 |
|
| R3 |
1,913.00 |
1,897.50 |
1,865.25 |
|
| R2 |
1,889.75 |
1,889.75 |
1,863.00 |
|
| R1 |
1,874.25 |
1,874.25 |
1,861.00 |
1,870.50 |
| PP |
1,866.50 |
1,866.50 |
1,866.50 |
1,864.50 |
| S1 |
1,851.00 |
1,851.00 |
1,856.50 |
1,847.00 |
| S2 |
1,843.25 |
1,843.25 |
1,854.50 |
|
| S3 |
1,820.00 |
1,827.75 |
1,852.25 |
|
| S4 |
1,796.75 |
1,804.50 |
1,846.00 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,046.25 |
2,023.75 |
1,904.50 |
|
| R3 |
1,979.75 |
1,957.25 |
1,886.25 |
|
| R2 |
1,913.25 |
1,913.25 |
1,880.25 |
|
| R1 |
1,890.75 |
1,890.75 |
1,874.00 |
1,902.00 |
| PP |
1,846.75 |
1,846.75 |
1,846.75 |
1,852.50 |
| S1 |
1,824.25 |
1,824.25 |
1,862.00 |
1,835.50 |
| S2 |
1,780.25 |
1,780.25 |
1,855.75 |
|
| S3 |
1,713.75 |
1,757.75 |
1,849.75 |
|
| S4 |
1,647.25 |
1,691.25 |
1,831.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,882.00 |
1,850.75 |
31.25 |
1.7% |
18.25 |
1.0% |
26% |
True |
False |
110,803 |
| 10 |
1,882.00 |
1,774.00 |
108.00 |
5.8% |
20.50 |
1.1% |
78% |
True |
False |
178,047 |
| 20 |
1,882.00 |
1,756.75 |
125.25 |
6.7% |
24.25 |
1.3% |
81% |
True |
False |
138,847 |
| 40 |
1,882.00 |
1,670.00 |
212.00 |
11.4% |
26.25 |
1.4% |
89% |
True |
False |
69,712 |
| 60 |
1,882.00 |
1,648.50 |
233.50 |
12.6% |
27.25 |
1.5% |
90% |
True |
False |
46,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,980.75 |
|
2.618 |
1,942.75 |
|
1.618 |
1,919.50 |
|
1.000 |
1,905.25 |
|
0.618 |
1,896.25 |
|
HIGH |
1,882.00 |
|
0.618 |
1,873.00 |
|
0.500 |
1,870.50 |
|
0.382 |
1,867.75 |
|
LOW |
1,858.75 |
|
0.618 |
1,844.50 |
|
1.000 |
1,835.50 |
|
1.618 |
1,821.25 |
|
2.618 |
1,798.00 |
|
4.250 |
1,760.00 |
|
|