Day Change Summary |
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Previous |
Current |
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|
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10-Dec-2008 |
11-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
3,581.0 |
3,636.0 |
55.0 |
1.5% |
3,687.0 |
High |
3,638.0 |
3,646.0 |
8.0 |
0.2% |
3,687.0 |
Low |
3,531.0 |
3,528.0 |
-3.0 |
-0.1% |
3,450.0 |
Close |
3,590.0 |
3,553.0 |
-37.0 |
-1.0% |
3,490.0 |
Range |
107.0 |
118.0 |
11.0 |
10.3% |
237.0 |
ATR |
115.8 |
116.0 |
0.2 |
0.1% |
0.0 |
Volume |
1,524 |
1,658 |
134 |
8.8% |
583 |
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Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,929.7 |
3,859.3 |
3,617.9 |
|
R3 |
3,811.7 |
3,741.3 |
3,585.5 |
|
R2 |
3,693.7 |
3,693.7 |
3,574.6 |
|
R1 |
3,623.3 |
3,623.3 |
3,563.8 |
3,599.5 |
PP |
3,575.7 |
3,575.7 |
3,575.7 |
3,563.8 |
S1 |
3,505.3 |
3,505.3 |
3,542.2 |
3,481.5 |
S2 |
3,457.7 |
3,457.7 |
3,531.4 |
|
S3 |
3,339.7 |
3,387.3 |
3,520.6 |
|
S4 |
3,221.7 |
3,269.3 |
3,488.1 |
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Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,253.3 |
4,108.7 |
3,620.4 |
|
R3 |
4,016.3 |
3,871.7 |
3,555.2 |
|
R2 |
3,779.3 |
3,779.3 |
3,533.5 |
|
R1 |
3,634.7 |
3,634.7 |
3,511.7 |
3,588.5 |
PP |
3,542.3 |
3,542.3 |
3,542.3 |
3,519.3 |
S1 |
3,397.7 |
3,397.7 |
3,468.3 |
3,351.5 |
S2 |
3,305.3 |
3,305.3 |
3,446.6 |
|
S3 |
3,068.3 |
3,160.7 |
3,424.8 |
|
S4 |
2,831.3 |
2,923.7 |
3,359.7 |
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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 |
3,653.0 |
3,450.0 |
203.0 |
5.7% |
98.6 |
2.8% |
51% |
False |
False |
1,087 |
10 |
3,719.0 |
3,450.0 |
269.0 |
7.6% |
85.4 |
2.4% |
38% |
False |
False |
609 |
20 |
3,800.0 |
3,229.0 |
571.0 |
16.1% |
71.0 |
2.0% |
57% |
False |
False |
1,569 |
40 |
4,326.0 |
3,229.0 |
1,097.0 |
30.9% |
50.1 |
1.4% |
30% |
False |
False |
2,999 |
60 |
5,073.0 |
3,229.0 |
1,844.0 |
51.9% |
47.0 |
1.3% |
18% |
False |
False |
2,025 |
|
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Fibonacci Retracements and Extensions |
4.250 |
4,147.5 |
2.618 |
3,954.9 |
1.618 |
3,836.9 |
1.000 |
3,764.0 |
0.618 |
3,718.9 |
HIGH |
3,646.0 |
0.618 |
3,600.9 |
0.500 |
3,587.0 |
0.382 |
3,573.1 |
LOW |
3,528.0 |
0.618 |
3,455.1 |
1.000 |
3,410.0 |
1.618 |
3,337.1 |
2.618 |
3,219.1 |
4.250 |
3,026.5 |
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