| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
2,777.0 |
2,763.0 |
-14.0 |
-0.5% |
2,770.0 |
| High |
2,786.0 |
2,787.0 |
1.0 |
0.0% |
2,856.0 |
| Low |
2,730.0 |
2,763.0 |
33.0 |
1.2% |
2,723.0 |
| Close |
2,749.0 |
2,777.0 |
28.0 |
1.0% |
2,839.0 |
| Range |
56.0 |
24.0 |
-32.0 |
-57.1% |
133.0 |
| ATR |
54.8 |
53.6 |
-1.2 |
-2.2% |
0.0 |
| Volume |
5,595 |
787 |
-4,808 |
-85.9% |
4,045 |
|
| Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,847.7 |
2,836.3 |
2,790.2 |
|
| R3 |
2,823.7 |
2,812.3 |
2,783.6 |
|
| R2 |
2,799.7 |
2,799.7 |
2,781.4 |
|
| R1 |
2,788.3 |
2,788.3 |
2,779.2 |
2,794.0 |
| PP |
2,775.7 |
2,775.7 |
2,775.7 |
2,778.5 |
| S1 |
2,764.3 |
2,764.3 |
2,774.8 |
2,770.0 |
| S2 |
2,751.7 |
2,751.7 |
2,772.6 |
|
| S3 |
2,727.7 |
2,740.3 |
2,770.4 |
|
| S4 |
2,703.7 |
2,716.3 |
2,763.8 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,205.0 |
3,155.0 |
2,912.2 |
|
| R3 |
3,072.0 |
3,022.0 |
2,875.6 |
|
| R2 |
2,939.0 |
2,939.0 |
2,863.4 |
|
| R1 |
2,889.0 |
2,889.0 |
2,851.2 |
2,914.0 |
| PP |
2,806.0 |
2,806.0 |
2,806.0 |
2,818.5 |
| S1 |
2,756.0 |
2,756.0 |
2,826.8 |
2,781.0 |
| S2 |
2,673.0 |
2,673.0 |
2,814.6 |
|
| S3 |
2,540.0 |
2,623.0 |
2,802.4 |
|
| S4 |
2,407.0 |
2,490.0 |
2,765.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,856.0 |
2,730.0 |
126.0 |
4.5% |
49.8 |
1.8% |
37% |
False |
False |
3,685 |
| 10 |
2,856.0 |
2,670.0 |
186.0 |
6.7% |
51.4 |
1.9% |
58% |
False |
False |
2,019 |
| 20 |
2,859.0 |
2,670.0 |
189.0 |
6.8% |
39.8 |
1.4% |
57% |
False |
False |
1,358 |
| 40 |
2,888.0 |
2,617.0 |
271.0 |
9.8% |
48.4 |
1.7% |
59% |
False |
False |
962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,889.0 |
|
2.618 |
2,849.8 |
|
1.618 |
2,825.8 |
|
1.000 |
2,811.0 |
|
0.618 |
2,801.8 |
|
HIGH |
2,787.0 |
|
0.618 |
2,777.8 |
|
0.500 |
2,775.0 |
|
0.382 |
2,772.2 |
|
LOW |
2,763.0 |
|
0.618 |
2,748.2 |
|
1.000 |
2,739.0 |
|
1.618 |
2,724.2 |
|
2.618 |
2,700.2 |
|
4.250 |
2,661.0 |
|
|