Day Change Summary |
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Previous |
Current |
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20-Nov-2009 |
23-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,760.54 |
1,782.92 |
22.38 |
1.3% |
1,794.88 |
High |
1,768.35 |
1,801.22 |
32.87 |
1.9% |
1,814.25 |
Low |
1,758.00 |
1,782.91 |
24.91 |
1.4% |
1,758.00 |
Close |
1,764.39 |
1,792.94 |
28.55 |
1.6% |
1,764.39 |
Range |
10.35 |
18.31 |
7.96 |
76.9% |
56.25 |
ATR |
26.33 |
27.08 |
0.75 |
2.8% |
0.00 |
Volume |
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Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,847.29 |
1,838.42 |
1,803.01 |
|
R3 |
1,828.98 |
1,820.11 |
1,797.98 |
|
R2 |
1,810.67 |
1,810.67 |
1,796.30 |
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R1 |
1,801.80 |
1,801.80 |
1,794.62 |
1,806.24 |
PP |
1,792.36 |
1,792.36 |
1,792.36 |
1,794.57 |
S1 |
1,783.49 |
1,783.49 |
1,791.26 |
1,787.93 |
S2 |
1,774.05 |
1,774.05 |
1,789.58 |
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S3 |
1,755.74 |
1,765.18 |
1,787.90 |
|
S4 |
1,737.43 |
1,746.87 |
1,782.87 |
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Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,947.63 |
1,912.26 |
1,795.33 |
|
R3 |
1,891.38 |
1,856.01 |
1,779.86 |
|
R2 |
1,835.13 |
1,835.13 |
1,774.70 |
|
R1 |
1,799.76 |
1,799.76 |
1,769.55 |
1,789.32 |
PP |
1,778.88 |
1,778.88 |
1,778.88 |
1,773.66 |
S1 |
1,743.51 |
1,743.51 |
1,759.23 |
1,733.07 |
S2 |
1,722.63 |
1,722.63 |
1,754.08 |
|
S3 |
1,666.38 |
1,687.26 |
1,748.92 |
|
S4 |
1,610.13 |
1,631.01 |
1,733.45 |
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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 |
1,812.21 |
1,758.00 |
54.21 |
3.0% |
17.78 |
1.0% |
64% |
False |
False |
|
10 |
1,814.25 |
1,758.00 |
56.25 |
3.1% |
18.89 |
1.1% |
62% |
False |
False |
|
20 |
1,814.25 |
1,652.44 |
161.81 |
9.0% |
24.71 |
1.4% |
87% |
False |
False |
|
40 |
1,814.25 |
1,652.44 |
161.81 |
9.0% |
24.41 |
1.4% |
87% |
False |
False |
|
60 |
1,814.25 |
1,585.56 |
228.69 |
12.8% |
24.05 |
1.3% |
91% |
False |
False |
|
80 |
1,814.25 |
1,563.14 |
251.11 |
14.0% |
24.07 |
1.3% |
92% |
False |
False |
|
100 |
1,814.25 |
1,394.87 |
419.38 |
23.4% |
24.13 |
1.3% |
95% |
False |
False |
|
120 |
1,814.25 |
1,394.87 |
419.38 |
23.4% |
24.29 |
1.4% |
95% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,879.04 |
2.618 |
1,849.16 |
1.618 |
1,830.85 |
1.000 |
1,819.53 |
0.618 |
1,812.54 |
HIGH |
1,801.22 |
0.618 |
1,794.23 |
0.500 |
1,792.07 |
0.382 |
1,789.90 |
LOW |
1,782.91 |
0.618 |
1,771.59 |
1.000 |
1,764.60 |
1.618 |
1,753.28 |
2.618 |
1,734.97 |
4.250 |
1,705.09 |
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