Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2009 |
24-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,782.92 |
1,791.54 |
8.62 |
0.5% |
1,794.88 |
High |
1,801.22 |
1,792.18 |
-9.04 |
-0.5% |
1,814.25 |
Low |
1,782.91 |
1,776.10 |
-6.81 |
-0.4% |
1,758.00 |
Close |
1,792.94 |
1,786.25 |
-6.69 |
-0.4% |
1,764.39 |
Range |
18.31 |
16.08 |
-2.23 |
-12.2% |
56.25 |
ATR |
27.08 |
26.35 |
-0.73 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,833.08 |
1,825.75 |
1,795.09 |
|
R3 |
1,817.00 |
1,809.67 |
1,790.67 |
|
R2 |
1,800.92 |
1,800.92 |
1,789.20 |
|
R1 |
1,793.59 |
1,793.59 |
1,787.72 |
1,789.22 |
PP |
1,784.84 |
1,784.84 |
1,784.84 |
1,782.66 |
S1 |
1,777.51 |
1,777.51 |
1,784.78 |
1,773.14 |
S2 |
1,768.76 |
1,768.76 |
1,783.30 |
|
S3 |
1,752.68 |
1,761.43 |
1,781.83 |
|
S4 |
1,736.60 |
1,745.35 |
1,777.41 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,807.53 |
1,758.00 |
49.53 |
2.8% |
18.10 |
1.0% |
57% |
False |
False |
|
10 |
1,814.25 |
1,758.00 |
56.25 |
3.1% |
19.10 |
1.1% |
50% |
False |
False |
|
20 |
1,814.25 |
1,652.44 |
161.81 |
9.1% |
23.69 |
1.3% |
83% |
False |
False |
|
40 |
1,814.25 |
1,652.44 |
161.81 |
9.1% |
24.24 |
1.4% |
83% |
False |
False |
|
60 |
1,814.25 |
1,585.56 |
228.69 |
12.8% |
24.06 |
1.3% |
88% |
False |
False |
|
80 |
1,814.25 |
1,563.14 |
251.11 |
14.1% |
24.07 |
1.3% |
89% |
False |
False |
|
100 |
1,814.25 |
1,394.87 |
419.38 |
23.5% |
24.10 |
1.3% |
93% |
False |
False |
|
120 |
1,814.25 |
1,394.87 |
419.38 |
23.5% |
24.21 |
1.4% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,860.52 |
2.618 |
1,834.28 |
1.618 |
1,818.20 |
1.000 |
1,808.26 |
0.618 |
1,802.12 |
HIGH |
1,792.18 |
0.618 |
1,786.04 |
0.500 |
1,784.14 |
0.382 |
1,782.24 |
LOW |
1,776.10 |
0.618 |
1,766.16 |
1.000 |
1,760.02 |
1.618 |
1,750.08 |
2.618 |
1,734.00 |
4.250 |
1,707.76 |
|
|