| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2009 |
21-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
5,880.0 |
5,904.5 |
24.5 |
0.4% |
5,850.0 |
| High |
5,918.5 |
5,956.5 |
38.0 |
0.6% |
5,931.5 |
| Low |
5,835.0 |
5,880.5 |
45.5 |
0.8% |
5,787.0 |
| Close |
5,849.5 |
5,938.0 |
88.5 |
1.5% |
5,849.5 |
| Range |
83.5 |
76.0 |
-7.5 |
-9.0% |
144.5 |
| ATR |
93.0 |
94.0 |
1.0 |
1.1% |
0.0 |
| Volume |
2,100 |
146 |
-1,954 |
-93.0% |
17,542 |
|
| Daily Pivots for day following 21-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,153.0 |
6,121.5 |
5,979.8 |
|
| R3 |
6,077.0 |
6,045.5 |
5,958.9 |
|
| R2 |
6,001.0 |
6,001.0 |
5,951.9 |
|
| R1 |
5,969.5 |
5,969.5 |
5,945.0 |
5,985.3 |
| PP |
5,925.0 |
5,925.0 |
5,925.0 |
5,932.9 |
| S1 |
5,893.5 |
5,893.5 |
5,931.0 |
5,909.3 |
| S2 |
5,849.0 |
5,849.0 |
5,924.1 |
|
| S3 |
5,773.0 |
5,817.5 |
5,917.1 |
|
| S4 |
5,697.0 |
5,741.5 |
5,896.2 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,289.5 |
6,214.0 |
5,929.0 |
|
| R3 |
6,145.0 |
6,069.5 |
5,889.2 |
|
| R2 |
6,000.5 |
6,000.5 |
5,876.0 |
|
| R1 |
5,925.0 |
5,925.0 |
5,862.7 |
5,890.5 |
| PP |
5,856.0 |
5,856.0 |
5,856.0 |
5,838.8 |
| S1 |
5,780.5 |
5,780.5 |
5,836.3 |
5,746.0 |
| S2 |
5,711.5 |
5,711.5 |
5,823.0 |
|
| S3 |
5,567.0 |
5,636.0 |
5,809.8 |
|
| S4 |
5,422.5 |
5,491.5 |
5,770.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,956.5 |
5,787.0 |
169.5 |
2.9% |
73.9 |
1.2% |
89% |
True |
False |
2,426 |
| 10 |
5,956.5 |
5,600.0 |
356.5 |
6.0% |
86.7 |
1.5% |
95% |
True |
False |
2,190 |
| 20 |
5,956.5 |
5,524.5 |
432.0 |
7.3% |
83.5 |
1.4% |
96% |
True |
False |
1,230 |
| 40 |
5,956.5 |
5,330.5 |
626.0 |
10.5% |
79.4 |
1.3% |
97% |
True |
False |
664 |
| 60 |
5,956.5 |
5,330.5 |
626.0 |
10.5% |
75.1 |
1.3% |
97% |
True |
False |
509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,279.5 |
|
2.618 |
6,155.5 |
|
1.618 |
6,079.5 |
|
1.000 |
6,032.5 |
|
0.618 |
6,003.5 |
|
HIGH |
5,956.5 |
|
0.618 |
5,927.5 |
|
0.500 |
5,918.5 |
|
0.382 |
5,909.5 |
|
LOW |
5,880.5 |
|
0.618 |
5,833.5 |
|
1.000 |
5,804.5 |
|
1.618 |
5,757.5 |
|
2.618 |
5,681.5 |
|
4.250 |
5,557.5 |
|
|