Day Change Summary |
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Previous |
Current |
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18-Nov-2009 |
19-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,109.43 |
1,106.43 |
-3.00 |
-0.3% |
1,072.31 |
High |
1,111.10 |
1,106.44 |
-4.66 |
-0.4% |
1,105.37 |
Low |
1,102.70 |
1,088.40 |
-14.30 |
-1.3% |
1,072.31 |
Close |
1,109.80 |
1,094.90 |
-14.90 |
-1.3% |
1,093.48 |
Range |
8.40 |
18.04 |
9.64 |
114.8% |
33.06 |
ATR |
15.68 |
16.09 |
0.41 |
2.6% |
0.00 |
Volume |
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Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,150.70 |
1,140.84 |
1,104.82 |
|
R3 |
1,132.66 |
1,122.80 |
1,099.86 |
|
R2 |
1,114.62 |
1,114.62 |
1,098.21 |
|
R1 |
1,104.76 |
1,104.76 |
1,096.55 |
1,100.67 |
PP |
1,096.58 |
1,096.58 |
1,096.58 |
1,094.54 |
S1 |
1,086.72 |
1,086.72 |
1,093.25 |
1,082.63 |
S2 |
1,078.54 |
1,078.54 |
1,091.59 |
|
S3 |
1,060.50 |
1,068.68 |
1,089.94 |
|
S4 |
1,042.46 |
1,050.64 |
1,084.98 |
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Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,189.57 |
1,174.58 |
1,111.66 |
|
R3 |
1,156.51 |
1,141.52 |
1,102.57 |
|
R2 |
1,123.45 |
1,123.45 |
1,099.54 |
|
R1 |
1,108.46 |
1,108.46 |
1,096.51 |
1,115.96 |
PP |
1,090.39 |
1,090.39 |
1,090.39 |
1,094.13 |
S1 |
1,075.40 |
1,075.40 |
1,090.45 |
1,082.90 |
S2 |
1,057.33 |
1,057.33 |
1,087.42 |
|
S3 |
1,024.27 |
1,042.34 |
1,084.39 |
|
S4 |
991.21 |
1,009.28 |
1,075.30 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,113.69 |
1,085.33 |
28.36 |
2.6% |
13.36 |
1.2% |
34% |
False |
False |
|
10 |
1,113.69 |
1,059.32 |
54.37 |
5.0% |
13.75 |
1.3% |
65% |
False |
False |
|
20 |
1,113.69 |
1,029.38 |
84.31 |
7.7% |
17.14 |
1.6% |
78% |
False |
False |
|
40 |
1,113.69 |
1,019.95 |
93.74 |
8.6% |
15.60 |
1.4% |
80% |
False |
False |
|
60 |
1,113.69 |
991.97 |
121.72 |
11.1% |
15.03 |
1.4% |
85% |
False |
False |
|
80 |
1,113.69 |
976.01 |
137.68 |
12.6% |
14.89 |
1.4% |
86% |
False |
False |
|
100 |
1,113.69 |
869.32 |
244.37 |
22.3% |
14.86 |
1.4% |
92% |
False |
False |
|
120 |
1,113.69 |
869.32 |
244.37 |
22.3% |
15.06 |
1.4% |
92% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,183.11 |
2.618 |
1,153.67 |
1.618 |
1,135.63 |
1.000 |
1,124.48 |
0.618 |
1,117.59 |
HIGH |
1,106.44 |
0.618 |
1,099.55 |
0.500 |
1,097.42 |
0.382 |
1,095.29 |
LOW |
1,088.40 |
0.618 |
1,077.25 |
1.000 |
1,070.36 |
1.618 |
1,059.21 |
2.618 |
1,041.17 |
4.250 |
1,011.73 |
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