Day Change Summary |
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Previous |
Current |
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17-Nov-2009 |
18-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,802.04 |
1,807.11 |
5.07 |
0.3% |
1,743.55 |
High |
1,812.21 |
1,807.53 |
-4.68 |
-0.3% |
1,794.12 |
Low |
1,797.74 |
1,789.66 |
-8.08 |
-0.4% |
1,742.97 |
Close |
1,812.21 |
1,801.74 |
-10.47 |
-0.6% |
1,788.61 |
Range |
14.47 |
17.87 |
3.40 |
23.5% |
51.15 |
ATR |
26.44 |
26.16 |
-0.28 |
-1.0% |
0.00 |
Volume |
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Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,853.25 |
1,845.37 |
1,811.57 |
|
R3 |
1,835.38 |
1,827.50 |
1,806.65 |
|
R2 |
1,817.51 |
1,817.51 |
1,805.02 |
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R1 |
1,809.63 |
1,809.63 |
1,803.38 |
1,804.64 |
PP |
1,799.64 |
1,799.64 |
1,799.64 |
1,797.15 |
S1 |
1,791.76 |
1,791.76 |
1,800.10 |
1,786.77 |
S2 |
1,781.77 |
1,781.77 |
1,798.46 |
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S3 |
1,763.90 |
1,773.89 |
1,796.83 |
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S4 |
1,746.03 |
1,756.02 |
1,791.91 |
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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 |
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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% |
19.46 |
1.1% |
72% |
False |
False |
|
10 |
1,814.25 |
1,697.94 |
116.31 |
6.5% |
20.66 |
1.1% |
89% |
False |
False |
|
20 |
1,814.25 |
1,652.44 |
161.81 |
9.0% |
26.64 |
1.5% |
92% |
False |
False |
|
40 |
1,814.25 |
1,652.44 |
161.81 |
9.0% |
25.17 |
1.4% |
92% |
False |
False |
|
60 |
1,814.25 |
1,585.56 |
228.69 |
12.7% |
24.58 |
1.4% |
95% |
False |
False |
|
80 |
1,814.25 |
1,563.14 |
251.11 |
13.9% |
24.12 |
1.3% |
95% |
False |
False |
|
100 |
1,814.25 |
1,394.87 |
419.38 |
23.3% |
24.21 |
1.3% |
97% |
False |
False |
|
120 |
1,814.25 |
1,394.87 |
419.38 |
23.3% |
24.34 |
1.4% |
97% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,883.48 |
2.618 |
1,854.31 |
1.618 |
1,836.44 |
1.000 |
1,825.40 |
0.618 |
1,818.57 |
HIGH |
1,807.53 |
0.618 |
1,800.70 |
0.500 |
1,798.60 |
0.382 |
1,796.49 |
LOW |
1,789.66 |
0.618 |
1,778.62 |
1.000 |
1,771.79 |
1.618 |
1,760.75 |
2.618 |
1,742.88 |
4.250 |
1,713.71 |
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