Day Change Summary |
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Previous |
Current |
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14-Dec-2009 |
15-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,107.84 |
1,114.11 |
6.27 |
0.6% |
1,105.52 |
High |
1,114.76 |
1,114.11 |
-0.65 |
-0.1% |
1,110.72 |
Low |
1,107.84 |
1,105.35 |
-2.49 |
-0.2% |
1,085.89 |
Close |
1,114.11 |
1,107.93 |
-6.18 |
-0.6% |
1,106.41 |
Range |
6.92 |
8.76 |
1.84 |
26.6% |
24.83 |
ATR |
13.77 |
13.41 |
-0.36 |
-2.6% |
0.00 |
Volume |
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Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,135.41 |
1,130.43 |
1,112.75 |
|
R3 |
1,126.65 |
1,121.67 |
1,110.34 |
|
R2 |
1,117.89 |
1,117.89 |
1,109.54 |
|
R1 |
1,112.91 |
1,112.91 |
1,108.73 |
1,111.02 |
PP |
1,109.13 |
1,109.13 |
1,109.13 |
1,108.19 |
S1 |
1,104.15 |
1,104.15 |
1,107.13 |
1,102.26 |
S2 |
1,100.37 |
1,100.37 |
1,106.32 |
|
S3 |
1,091.61 |
1,095.39 |
1,105.52 |
|
S4 |
1,082.85 |
1,086.63 |
1,103.11 |
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Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,175.50 |
1,165.78 |
1,120.07 |
|
R3 |
1,150.67 |
1,140.95 |
1,113.24 |
|
R2 |
1,125.84 |
1,125.84 |
1,110.96 |
|
R1 |
1,116.12 |
1,116.12 |
1,108.69 |
1,120.98 |
PP |
1,101.01 |
1,101.01 |
1,101.01 |
1,103.44 |
S1 |
1,091.29 |
1,091.29 |
1,104.13 |
1,096.15 |
S2 |
1,076.18 |
1,076.18 |
1,101.86 |
|
S3 |
1,051.35 |
1,066.46 |
1,099.58 |
|
S4 |
1,026.52 |
1,041.63 |
1,092.75 |
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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 |
1,114.76 |
1,085.89 |
28.87 |
2.6% |
8.31 |
0.8% |
76% |
False |
False |
|
10 |
1,119.13 |
1,085.89 |
33.24 |
3.0% |
11.73 |
1.1% |
66% |
False |
False |
|
20 |
1,119.13 |
1,083.74 |
35.39 |
3.2% |
12.00 |
1.1% |
68% |
False |
False |
|
40 |
1,119.13 |
1,029.38 |
89.75 |
8.1% |
15.05 |
1.4% |
88% |
False |
False |
|
60 |
1,119.13 |
1,019.95 |
99.18 |
9.0% |
14.61 |
1.3% |
89% |
False |
False |
|
80 |
1,119.13 |
991.97 |
127.16 |
11.5% |
14.28 |
1.3% |
91% |
False |
False |
|
100 |
1,119.13 |
968.65 |
150.48 |
13.6% |
14.28 |
1.3% |
93% |
False |
False |
|
120 |
1,119.13 |
869.32 |
249.81 |
22.5% |
14.41 |
1.3% |
96% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,151.34 |
2.618 |
1,137.04 |
1.618 |
1,128.28 |
1.000 |
1,122.87 |
0.618 |
1,119.52 |
HIGH |
1,114.11 |
0.618 |
1,110.76 |
0.500 |
1,109.73 |
0.382 |
1,108.70 |
LOW |
1,105.35 |
0.618 |
1,099.94 |
1.000 |
1,096.59 |
1.618 |
1,091.18 |
2.618 |
1,082.42 |
4.250 |
1,068.12 |
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