| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2009 |
21-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
2,826.0 |
2,820.0 |
-6.0 |
-0.2% |
2,826.0 |
| High |
2,850.0 |
2,867.0 |
17.0 |
0.6% |
2,902.0 |
| Low |
2,794.0 |
2,809.0 |
15.0 |
0.5% |
2,789.0 |
| Close |
2,802.0 |
2,852.0 |
50.0 |
1.8% |
2,802.0 |
| Range |
56.0 |
58.0 |
2.0 |
3.6% |
113.0 |
| ATR |
52.4 |
53.3 |
0.9 |
1.7% |
0.0 |
| Volume |
14,805 |
85 |
-14,720 |
-99.4% |
90,984 |
|
| Daily Pivots for day following 21-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,016.7 |
2,992.3 |
2,883.9 |
|
| R3 |
2,958.7 |
2,934.3 |
2,868.0 |
|
| R2 |
2,900.7 |
2,900.7 |
2,862.6 |
|
| R1 |
2,876.3 |
2,876.3 |
2,857.3 |
2,888.5 |
| PP |
2,842.7 |
2,842.7 |
2,842.7 |
2,848.8 |
| S1 |
2,818.3 |
2,818.3 |
2,846.7 |
2,830.5 |
| S2 |
2,784.7 |
2,784.7 |
2,841.4 |
|
| S3 |
2,726.7 |
2,760.3 |
2,836.1 |
|
| S4 |
2,668.7 |
2,702.3 |
2,820.1 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,170.0 |
3,099.0 |
2,864.2 |
|
| R3 |
3,057.0 |
2,986.0 |
2,833.1 |
|
| R2 |
2,944.0 |
2,944.0 |
2,822.7 |
|
| R1 |
2,873.0 |
2,873.0 |
2,812.4 |
2,852.0 |
| PP |
2,831.0 |
2,831.0 |
2,831.0 |
2,820.5 |
| S1 |
2,760.0 |
2,760.0 |
2,791.6 |
2,739.0 |
| S2 |
2,718.0 |
2,718.0 |
2,781.3 |
|
| S3 |
2,605.0 |
2,647.0 |
2,770.9 |
|
| S4 |
2,492.0 |
2,534.0 |
2,739.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,902.0 |
2,789.0 |
113.0 |
4.0% |
52.8 |
1.9% |
56% |
False |
False |
17,306 |
| 10 |
2,902.0 |
2,730.0 |
172.0 |
6.0% |
47.4 |
1.7% |
71% |
False |
False |
11,538 |
| 20 |
2,902.0 |
2,670.0 |
232.0 |
8.1% |
48.7 |
1.7% |
78% |
False |
False |
6,447 |
| 40 |
2,902.0 |
2,617.0 |
285.0 |
10.0% |
45.8 |
1.6% |
82% |
False |
False |
3,451 |
| 60 |
2,902.0 |
2,617.0 |
285.0 |
10.0% |
45.8 |
1.6% |
82% |
False |
False |
2,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,113.5 |
|
2.618 |
3,018.8 |
|
1.618 |
2,960.8 |
|
1.000 |
2,925.0 |
|
0.618 |
2,902.8 |
|
HIGH |
2,867.0 |
|
0.618 |
2,844.8 |
|
0.500 |
2,838.0 |
|
0.382 |
2,831.2 |
|
LOW |
2,809.0 |
|
0.618 |
2,773.2 |
|
1.000 |
2,751.0 |
|
1.618 |
2,715.2 |
|
2.618 |
2,657.2 |
|
4.250 |
2,562.5 |
|
|