Day Change Summary |
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Previous |
Current |
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16-Nov-2009 |
17-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,794.88 |
1,802.04 |
7.16 |
0.4% |
1,743.55 |
High |
1,814.25 |
1,812.21 |
-2.04 |
-0.1% |
1,794.12 |
Low |
1,793.63 |
1,797.74 |
4.11 |
0.2% |
1,742.97 |
Close |
1,807.56 |
1,812.21 |
4.65 |
0.3% |
1,788.61 |
Range |
20.62 |
14.47 |
-6.15 |
-29.8% |
51.15 |
ATR |
27.36 |
26.44 |
-0.92 |
-3.4% |
0.00 |
Volume |
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Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,850.80 |
1,845.97 |
1,820.17 |
|
R3 |
1,836.33 |
1,831.50 |
1,816.19 |
|
R2 |
1,821.86 |
1,821.86 |
1,814.86 |
|
R1 |
1,817.03 |
1,817.03 |
1,813.54 |
1,819.45 |
PP |
1,807.39 |
1,807.39 |
1,807.39 |
1,808.59 |
S1 |
1,802.56 |
1,802.56 |
1,810.88 |
1,804.98 |
S2 |
1,792.92 |
1,792.92 |
1,809.56 |
|
S3 |
1,778.45 |
1,788.09 |
1,808.23 |
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S4 |
1,763.98 |
1,773.62 |
1,804.25 |
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Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,928.68 |
1,909.80 |
1,816.74 |
|
R3 |
1,877.53 |
1,858.65 |
1,802.68 |
|
R2 |
1,826.38 |
1,826.38 |
1,797.99 |
|
R1 |
1,807.50 |
1,807.50 |
1,793.30 |
1,816.94 |
PP |
1,775.23 |
1,775.23 |
1,775.23 |
1,779.96 |
S1 |
1,756.35 |
1,756.35 |
1,783.92 |
1,765.79 |
S2 |
1,724.08 |
1,724.08 |
1,779.23 |
|
S3 |
1,672.93 |
1,705.20 |
1,774.54 |
|
S4 |
1,621.78 |
1,654.05 |
1,760.48 |
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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 |
1,814.25 |
1,769.64 |
44.61 |
2.5% |
20.10 |
1.1% |
95% |
False |
False |
|
10 |
1,814.25 |
1,678.17 |
136.08 |
7.5% |
21.20 |
1.2% |
99% |
False |
False |
|
20 |
1,814.25 |
1,652.44 |
161.81 |
8.9% |
27.24 |
1.5% |
99% |
False |
False |
|
40 |
1,814.25 |
1,652.44 |
161.81 |
8.9% |
25.52 |
1.4% |
99% |
False |
False |
|
60 |
1,814.25 |
1,585.56 |
228.69 |
12.6% |
24.61 |
1.4% |
99% |
False |
False |
|
80 |
1,814.25 |
1,563.14 |
251.11 |
13.9% |
24.22 |
1.3% |
99% |
False |
False |
|
100 |
1,814.25 |
1,394.87 |
419.38 |
23.1% |
24.28 |
1.3% |
100% |
False |
False |
|
120 |
1,814.25 |
1,394.87 |
419.38 |
23.1% |
24.49 |
1.4% |
100% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,873.71 |
2.618 |
1,850.09 |
1.618 |
1,835.62 |
1.000 |
1,826.68 |
0.618 |
1,821.15 |
HIGH |
1,812.21 |
0.618 |
1,806.68 |
0.500 |
1,804.98 |
0.382 |
1,803.27 |
LOW |
1,797.74 |
0.618 |
1,788.80 |
1.000 |
1,783.27 |
1.618 |
1,774.33 |
2.618 |
1,759.86 |
4.250 |
1,736.24 |
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