Day Change Summary |
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Previous |
Current |
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18-Dec-2009 |
21-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,097.86 |
1,105.31 |
7.45 |
0.7% |
1,107.84 |
High |
1,103.74 |
1,117.68 |
13.94 |
1.3% |
1,116.21 |
Low |
1,093.88 |
1,105.31 |
11.43 |
1.0% |
1,093.88 |
Close |
1,102.47 |
1,114.05 |
11.58 |
1.1% |
1,102.47 |
Range |
9.86 |
12.37 |
2.51 |
25.5% |
22.33 |
ATR |
12.83 |
13.00 |
0.17 |
1.3% |
0.00 |
Volume |
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Daily Pivots for day following 21-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,149.46 |
1,144.12 |
1,120.85 |
|
R3 |
1,137.09 |
1,131.75 |
1,117.45 |
|
R2 |
1,124.72 |
1,124.72 |
1,116.32 |
|
R1 |
1,119.38 |
1,119.38 |
1,115.18 |
1,122.05 |
PP |
1,112.35 |
1,112.35 |
1,112.35 |
1,113.68 |
S1 |
1,107.01 |
1,107.01 |
1,112.92 |
1,109.68 |
S2 |
1,099.98 |
1,099.98 |
1,111.78 |
|
S3 |
1,087.61 |
1,094.64 |
1,110.65 |
|
S4 |
1,075.24 |
1,082.27 |
1,107.25 |
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Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,171.18 |
1,159.15 |
1,114.75 |
|
R3 |
1,148.85 |
1,136.82 |
1,108.61 |
|
R2 |
1,126.52 |
1,126.52 |
1,106.56 |
|
R1 |
1,114.49 |
1,114.49 |
1,104.52 |
1,109.34 |
PP |
1,104.19 |
1,104.19 |
1,104.19 |
1,101.61 |
S1 |
1,092.16 |
1,092.16 |
1,100.42 |
1,087.01 |
S2 |
1,081.86 |
1,081.86 |
1,098.38 |
|
S3 |
1,059.53 |
1,069.83 |
1,096.33 |
|
S4 |
1,037.20 |
1,047.50 |
1,090.19 |
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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 |
1,117.68 |
1,093.88 |
23.80 |
2.1% |
9.94 |
0.9% |
85% |
True |
False |
|
10 |
1,117.68 |
1,085.89 |
31.79 |
2.9% |
9.70 |
0.9% |
89% |
True |
False |
|
20 |
1,119.13 |
1,083.74 |
35.39 |
3.2% |
11.91 |
1.1% |
86% |
False |
False |
|
40 |
1,119.13 |
1,029.38 |
89.75 |
8.1% |
14.22 |
1.3% |
94% |
False |
False |
|
60 |
1,119.13 |
1,019.95 |
99.18 |
8.9% |
14.29 |
1.3% |
95% |
False |
False |
|
80 |
1,119.13 |
991.97 |
127.16 |
11.4% |
14.13 |
1.3% |
96% |
False |
False |
|
100 |
1,119.13 |
978.51 |
140.62 |
12.6% |
14.16 |
1.3% |
96% |
False |
False |
|
120 |
1,119.13 |
869.32 |
249.81 |
22.4% |
14.35 |
1.3% |
98% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,170.25 |
2.618 |
1,150.06 |
1.618 |
1,137.69 |
1.000 |
1,130.05 |
0.618 |
1,125.32 |
HIGH |
1,117.68 |
0.618 |
1,112.95 |
0.500 |
1,111.50 |
0.382 |
1,110.04 |
LOW |
1,105.31 |
0.618 |
1,097.67 |
1.000 |
1,092.94 |
1.618 |
1,085.30 |
2.618 |
1,072.93 |
4.250 |
1,052.74 |
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