| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
22,338 |
22,740 |
402 |
1.8% |
21,950 |
| High |
22,445 |
22,850 |
405 |
1.8% |
22,621 |
| Low |
22,300 |
22,740 |
440 |
2.0% |
21,853 |
| Close |
22,416 |
22,771 |
355 |
1.6% |
22,416 |
| Range |
145 |
110 |
-35 |
-24.1% |
768 |
| ATR |
360 |
365 |
5 |
1.5% |
0 |
| Volume |
31 |
39 |
8 |
25.8% |
453 |
|
| Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,117 |
23,054 |
22,832 |
|
| R3 |
23,007 |
22,944 |
22,801 |
|
| R2 |
22,897 |
22,897 |
22,791 |
|
| R1 |
22,834 |
22,834 |
22,781 |
22,866 |
| PP |
22,787 |
22,787 |
22,787 |
22,803 |
| S1 |
22,724 |
22,724 |
22,761 |
22,756 |
| S2 |
22,677 |
22,677 |
22,751 |
|
| S3 |
22,567 |
22,614 |
22,741 |
|
| S4 |
22,457 |
22,504 |
22,711 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24,601 |
24,276 |
22,838 |
|
| R3 |
23,833 |
23,508 |
22,627 |
|
| R2 |
23,065 |
23,065 |
22,557 |
|
| R1 |
22,740 |
22,740 |
22,486 |
22,903 |
| PP |
22,297 |
22,297 |
22,297 |
22,378 |
| S1 |
21,972 |
21,972 |
22,346 |
22,135 |
| S2 |
21,529 |
21,529 |
22,275 |
|
| S3 |
20,761 |
21,204 |
22,205 |
|
| S4 |
19,993 |
20,436 |
21,994 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
22,850 |
22,123 |
727 |
3.2% |
230 |
1.0% |
89% |
True |
False |
71 |
| 10 |
22,850 |
21,058 |
1,792 |
7.9% |
245 |
1.1% |
96% |
True |
False |
75 |
| 20 |
22,850 |
21,035 |
1,815 |
8.0% |
223 |
1.0% |
96% |
True |
False |
65 |
| 40 |
22,850 |
20,151 |
2,699 |
11.9% |
184 |
0.8% |
97% |
True |
False |
42 |
| 60 |
22,850 |
19,300 |
3,550 |
15.6% |
176 |
0.8% |
98% |
True |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,318 |
|
2.618 |
23,138 |
|
1.618 |
23,028 |
|
1.000 |
22,960 |
|
0.618 |
22,918 |
|
HIGH |
22,850 |
|
0.618 |
22,808 |
|
0.500 |
22,795 |
|
0.382 |
22,782 |
|
LOW |
22,740 |
|
0.618 |
22,672 |
|
1.000 |
22,630 |
|
1.618 |
22,562 |
|
2.618 |
22,452 |
|
4.250 |
22,273 |
|
|