| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2009 |
23-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
2,865.0 |
2,903.0 |
38.0 |
1.3% |
2,826.0 |
| High |
2,891.0 |
2,908.0 |
17.0 |
0.6% |
2,902.0 |
| Low |
2,865.0 |
2,878.0 |
13.0 |
0.5% |
2,789.0 |
| Close |
2,876.0 |
2,884.0 |
8.0 |
0.3% |
2,802.0 |
| Range |
26.0 |
30.0 |
4.0 |
15.4% |
113.0 |
| ATR |
52.3 |
50.8 |
-1.4 |
-2.8% |
0.0 |
| Volume |
380 |
660 |
280 |
73.7% |
90,984 |
|
| Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,980.0 |
2,962.0 |
2,900.5 |
|
| R3 |
2,950.0 |
2,932.0 |
2,892.3 |
|
| R2 |
2,920.0 |
2,920.0 |
2,889.5 |
|
| R1 |
2,902.0 |
2,902.0 |
2,886.8 |
2,896.0 |
| PP |
2,890.0 |
2,890.0 |
2,890.0 |
2,887.0 |
| S1 |
2,872.0 |
2,872.0 |
2,881.3 |
2,866.0 |
| S2 |
2,860.0 |
2,860.0 |
2,878.5 |
|
| S3 |
2,830.0 |
2,842.0 |
2,875.8 |
|
| S4 |
2,800.0 |
2,812.0 |
2,867.5 |
|
|
| 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 |
2,908.0 |
2,794.0 |
114.0 |
4.0% |
41.6 |
1.4% |
79% |
True |
False |
10,530 |
| 10 |
2,908.0 |
2,763.0 |
145.0 |
5.0% |
40.0 |
1.4% |
83% |
True |
False |
10,509 |
| 20 |
2,908.0 |
2,670.0 |
238.0 |
8.3% |
48.3 |
1.7% |
90% |
True |
False |
6,354 |
| 40 |
2,908.0 |
2,617.0 |
291.0 |
10.1% |
44.9 |
1.6% |
92% |
True |
False |
3,463 |
| 60 |
2,908.0 |
2,617.0 |
291.0 |
10.1% |
45.6 |
1.6% |
92% |
True |
False |
2,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,035.5 |
|
2.618 |
2,986.5 |
|
1.618 |
2,956.5 |
|
1.000 |
2,938.0 |
|
0.618 |
2,926.5 |
|
HIGH |
2,908.0 |
|
0.618 |
2,896.5 |
|
0.500 |
2,893.0 |
|
0.382 |
2,889.5 |
|
LOW |
2,878.0 |
|
0.618 |
2,859.5 |
|
1.000 |
2,848.0 |
|
1.618 |
2,829.5 |
|
2.618 |
2,799.5 |
|
4.250 |
2,750.5 |
|
|