| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2009 |
24-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
22,439 |
22,610 |
171 |
0.8% |
22,740 |
| High |
22,700 |
22,690 |
-10 |
0.0% |
23,020 |
| Low |
22,439 |
22,225 |
-214 |
-1.0% |
22,300 |
| Close |
22,700 |
22,384 |
-316 |
-1.4% |
22,350 |
| Range |
261 |
465 |
204 |
78.2% |
720 |
| ATR |
341 |
350 |
10 |
2.8% |
0 |
| Volume |
108 |
104 |
-4 |
-3.7% |
468 |
|
| Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,828 |
23,571 |
22,640 |
|
| R3 |
23,363 |
23,106 |
22,512 |
|
| R2 |
22,898 |
22,898 |
22,469 |
|
| R1 |
22,641 |
22,641 |
22,427 |
22,537 |
| PP |
22,433 |
22,433 |
22,433 |
22,381 |
| S1 |
22,176 |
22,176 |
22,341 |
22,072 |
| S2 |
21,968 |
21,968 |
22,299 |
|
| S3 |
21,503 |
21,711 |
22,256 |
|
| S4 |
21,038 |
21,246 |
22,128 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24,717 |
24,253 |
22,746 |
|
| R3 |
23,997 |
23,533 |
22,548 |
|
| R2 |
23,277 |
23,277 |
22,482 |
|
| R1 |
22,813 |
22,813 |
22,416 |
22,685 |
| PP |
22,557 |
22,557 |
22,557 |
22,493 |
| S1 |
22,093 |
22,093 |
22,284 |
21,965 |
| S2 |
21,837 |
21,837 |
22,218 |
|
| S3 |
21,117 |
21,373 |
22,152 |
|
| S4 |
20,397 |
20,653 |
21,954 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
23,020 |
22,225 |
795 |
3.6% |
327 |
1.5% |
20% |
False |
True |
118 |
| 10 |
23,020 |
22,225 |
795 |
3.6% |
264 |
1.2% |
20% |
False |
True |
82 |
| 20 |
23,020 |
21,035 |
1,985 |
8.9% |
274 |
1.2% |
68% |
False |
False |
86 |
| 40 |
23,020 |
20,151 |
2,869 |
12.8% |
206 |
0.9% |
78% |
False |
False |
54 |
| 60 |
23,020 |
19,300 |
3,720 |
16.6% |
201 |
0.9% |
83% |
False |
False |
42 |
| 80 |
23,020 |
19,300 |
3,720 |
16.6% |
189 |
0.8% |
83% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
24,666 |
|
2.618 |
23,907 |
|
1.618 |
23,442 |
|
1.000 |
23,155 |
|
0.618 |
22,977 |
|
HIGH |
22,690 |
|
0.618 |
22,512 |
|
0.500 |
22,458 |
|
0.382 |
22,403 |
|
LOW |
22,225 |
|
0.618 |
21,938 |
|
1.000 |
21,760 |
|
1.618 |
21,473 |
|
2.618 |
21,008 |
|
4.250 |
20,249 |
|
|