| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2009 |
17-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
21,717 |
21,532 |
-185 |
-0.9% |
22,350 |
| High |
21,845 |
21,584 |
-261 |
-1.2% |
22,395 |
| Low |
21,457 |
21,153 |
-304 |
-1.4% |
21,580 |
| Close |
21,573 |
21,278 |
-295 |
-1.4% |
21,809 |
| Range |
388 |
431 |
43 |
11.1% |
815 |
| ATR |
393 |
396 |
3 |
0.7% |
0 |
| Volume |
224 |
204 |
-20 |
-8.9% |
423 |
|
| Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,631 |
22,386 |
21,515 |
|
| R3 |
22,200 |
21,955 |
21,397 |
|
| R2 |
21,769 |
21,769 |
21,357 |
|
| R1 |
21,524 |
21,524 |
21,318 |
21,431 |
| PP |
21,338 |
21,338 |
21,338 |
21,292 |
| S1 |
21,093 |
21,093 |
21,238 |
21,000 |
| S2 |
20,907 |
20,907 |
21,199 |
|
| S3 |
20,476 |
20,662 |
21,159 |
|
| S4 |
20,045 |
20,231 |
21,041 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24,373 |
23,906 |
22,257 |
|
| R3 |
23,558 |
23,091 |
22,033 |
|
| R2 |
22,743 |
22,743 |
21,958 |
|
| R1 |
22,276 |
22,276 |
21,884 |
22,102 |
| PP |
21,928 |
21,928 |
21,928 |
21,841 |
| S1 |
21,461 |
21,461 |
21,734 |
21,287 |
| S2 |
21,113 |
21,113 |
21,660 |
|
| S3 |
20,298 |
20,646 |
21,585 |
|
| S4 |
19,483 |
19,831 |
21,361 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
22,180 |
21,153 |
1,027 |
4.8% |
419 |
2.0% |
12% |
False |
True |
165 |
| 10 |
22,500 |
21,153 |
1,347 |
6.3% |
358 |
1.7% |
9% |
False |
True |
134 |
| 20 |
22,700 |
20,933 |
1,767 |
8.3% |
355 |
1.7% |
20% |
False |
False |
150 |
| 40 |
23,020 |
20,933 |
2,087 |
9.8% |
305 |
1.4% |
17% |
False |
False |
115 |
| 60 |
23,020 |
20,151 |
2,869 |
13.5% |
246 |
1.2% |
39% |
False |
False |
82 |
| 80 |
23,020 |
19,300 |
3,720 |
17.5% |
228 |
1.1% |
53% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,416 |
|
2.618 |
22,712 |
|
1.618 |
22,281 |
|
1.000 |
22,015 |
|
0.618 |
21,850 |
|
HIGH |
21,584 |
|
0.618 |
21,419 |
|
0.500 |
21,369 |
|
0.382 |
21,318 |
|
LOW |
21,153 |
|
0.618 |
20,887 |
|
1.000 |
20,722 |
|
1.618 |
20,456 |
|
2.618 |
20,025 |
|
4.250 |
19,321 |
|
|