Day Change Summary |
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Previous |
Current |
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02-Dec-2009 |
03-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,109.03 |
1,110.59 |
1.56 |
0.1% |
1,094.86 |
High |
1,115.58 |
1,117.28 |
1.70 |
0.2% |
1,112.38 |
Low |
1,105.29 |
1,098.74 |
-6.55 |
-0.6% |
1,083.74 |
Close |
1,109.24 |
1,099.92 |
-9.32 |
-0.8% |
1,091.49 |
Range |
10.29 |
18.54 |
8.25 |
80.2% |
28.64 |
ATR |
15.08 |
15.33 |
0.25 |
1.6% |
0.00 |
Volume |
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Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,160.93 |
1,148.97 |
1,110.12 |
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R3 |
1,142.39 |
1,130.43 |
1,105.02 |
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R2 |
1,123.85 |
1,123.85 |
1,103.32 |
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R1 |
1,111.89 |
1,111.89 |
1,101.62 |
1,108.60 |
PP |
1,105.31 |
1,105.31 |
1,105.31 |
1,103.67 |
S1 |
1,093.35 |
1,093.35 |
1,098.22 |
1,090.06 |
S2 |
1,086.77 |
1,086.77 |
1,096.52 |
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S3 |
1,068.23 |
1,074.81 |
1,094.82 |
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S4 |
1,049.69 |
1,056.27 |
1,089.72 |
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Weekly Pivots for week ending 27-Nov-2009 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,181.79 |
1,165.28 |
1,107.24 |
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R3 |
1,153.15 |
1,136.64 |
1,099.37 |
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R2 |
1,124.51 |
1,124.51 |
1,096.74 |
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R1 |
1,108.00 |
1,108.00 |
1,094.12 |
1,101.94 |
PP |
1,095.87 |
1,095.87 |
1,095.87 |
1,092.84 |
S1 |
1,079.36 |
1,079.36 |
1,088.86 |
1,073.30 |
S2 |
1,067.23 |
1,067.23 |
1,086.24 |
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S3 |
1,038.59 |
1,050.72 |
1,083.61 |
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S4 |
1,009.95 |
1,022.08 |
1,075.74 |
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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 |
1,117.28 |
1,083.74 |
33.54 |
3.0% |
14.99 |
1.4% |
48% |
True |
False |
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10 |
1,117.28 |
1,083.74 |
33.54 |
3.0% |
13.47 |
1.2% |
48% |
True |
False |
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20 |
1,117.28 |
1,047.30 |
69.98 |
6.4% |
13.68 |
1.2% |
75% |
True |
False |
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40 |
1,117.28 |
1,029.38 |
87.90 |
8.0% |
15.01 |
1.4% |
80% |
True |
False |
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60 |
1,117.28 |
1,019.95 |
97.33 |
8.8% |
14.80 |
1.3% |
82% |
True |
False |
|
80 |
1,117.28 |
978.51 |
138.77 |
12.6% |
14.80 |
1.3% |
87% |
True |
False |
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100 |
1,117.28 |
910.15 |
207.13 |
18.8% |
14.63 |
1.3% |
92% |
True |
False |
|
120 |
1,117.28 |
869.32 |
247.96 |
22.5% |
14.77 |
1.3% |
93% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,196.08 |
2.618 |
1,165.82 |
1.618 |
1,147.28 |
1.000 |
1,135.82 |
0.618 |
1,128.74 |
HIGH |
1,117.28 |
0.618 |
1,110.20 |
0.500 |
1,108.01 |
0.382 |
1,105.82 |
LOW |
1,098.74 |
0.618 |
1,087.28 |
1.000 |
1,080.20 |
1.618 |
1,068.74 |
2.618 |
1,050.20 |
4.250 |
1,019.95 |
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