Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2009 |
27-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,790.69 |
1,743.39 |
-47.30 |
-2.6% |
1,782.92 |
High |
1,795.27 |
1,779.26 |
-16.01 |
-0.9% |
1,801.22 |
Low |
1,786.87 |
1,742.20 |
-44.67 |
-2.5% |
1,742.20 |
Close |
1,793.67 |
1,765.46 |
-28.21 |
-1.6% |
1,765.46 |
Range |
8.40 |
37.06 |
28.66 |
341.2% |
59.02 |
ATR |
25.11 |
27.00 |
1.88 |
7.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,873.49 |
1,856.53 |
1,785.84 |
|
R3 |
1,836.43 |
1,819.47 |
1,775.65 |
|
R2 |
1,799.37 |
1,799.37 |
1,772.25 |
|
R1 |
1,782.41 |
1,782.41 |
1,768.86 |
1,790.89 |
PP |
1,762.31 |
1,762.31 |
1,762.31 |
1,766.55 |
S1 |
1,745.35 |
1,745.35 |
1,762.06 |
1,753.83 |
S2 |
1,725.25 |
1,725.25 |
1,758.67 |
|
S3 |
1,688.19 |
1,708.29 |
1,755.27 |
|
S4 |
1,651.13 |
1,671.23 |
1,745.08 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,946.69 |
1,915.09 |
1,797.92 |
|
R3 |
1,887.67 |
1,856.07 |
1,781.69 |
|
R2 |
1,828.65 |
1,828.65 |
1,776.28 |
|
R1 |
1,797.05 |
1,797.05 |
1,770.87 |
1,783.34 |
PP |
1,769.63 |
1,769.63 |
1,769.63 |
1,762.77 |
S1 |
1,738.03 |
1,738.03 |
1,760.05 |
1,724.32 |
S2 |
1,710.61 |
1,710.61 |
1,754.64 |
|
S3 |
1,651.59 |
1,679.01 |
1,749.23 |
|
S4 |
1,592.57 |
1,619.99 |
1,733.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,801.22 |
1,742.20 |
59.02 |
3.3% |
18.04 |
1.0% |
39% |
False |
True |
|
10 |
1,814.25 |
1,742.20 |
72.05 |
4.1% |
19.09 |
1.1% |
32% |
False |
True |
|
20 |
1,814.25 |
1,652.44 |
161.81 |
9.2% |
22.66 |
1.3% |
70% |
False |
False |
|
40 |
1,814.25 |
1,652.44 |
161.81 |
9.2% |
23.25 |
1.3% |
70% |
False |
False |
|
60 |
1,814.25 |
1,585.56 |
228.69 |
13.0% |
23.59 |
1.3% |
79% |
False |
False |
|
80 |
1,814.25 |
1,563.14 |
251.11 |
14.2% |
24.08 |
1.4% |
81% |
False |
False |
|
100 |
1,814.25 |
1,402.19 |
412.06 |
23.3% |
23.93 |
1.4% |
88% |
False |
False |
|
120 |
1,814.25 |
1,394.87 |
419.38 |
23.8% |
24.14 |
1.4% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,936.77 |
2.618 |
1,876.28 |
1.618 |
1,839.22 |
1.000 |
1,816.32 |
0.618 |
1,802.16 |
HIGH |
1,779.26 |
0.618 |
1,765.10 |
0.500 |
1,760.73 |
0.382 |
1,756.36 |
LOW |
1,742.20 |
0.618 |
1,719.30 |
1.000 |
1,705.14 |
1.618 |
1,682.24 |
2.618 |
1,645.18 |
4.250 |
1,584.70 |
|
|