Day Change Summary |
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Previous |
Current |
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27-Nov-2009 |
30-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,743.39 |
1,762.99 |
19.60 |
1.1% |
1,782.92 |
High |
1,779.26 |
1,770.87 |
-8.39 |
-0.5% |
1,801.22 |
Low |
1,742.20 |
1,750.88 |
8.68 |
0.5% |
1,742.20 |
Close |
1,765.46 |
1,767.43 |
1.97 |
0.1% |
1,765.46 |
Range |
37.06 |
19.99 |
-17.07 |
-46.1% |
59.02 |
ATR |
27.00 |
26.50 |
-0.50 |
-1.9% |
0.00 |
Volume |
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Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,823.03 |
1,815.22 |
1,778.42 |
|
R3 |
1,803.04 |
1,795.23 |
1,772.93 |
|
R2 |
1,783.05 |
1,783.05 |
1,771.09 |
|
R1 |
1,775.24 |
1,775.24 |
1,769.26 |
1,779.15 |
PP |
1,763.06 |
1,763.06 |
1,763.06 |
1,765.01 |
S1 |
1,755.25 |
1,755.25 |
1,765.60 |
1,759.16 |
S2 |
1,743.07 |
1,743.07 |
1,763.77 |
|
S3 |
1,723.08 |
1,735.26 |
1,761.93 |
|
S4 |
1,703.09 |
1,715.27 |
1,756.44 |
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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 |
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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 |
1,801.22 |
1,742.20 |
59.02 |
3.3% |
19.97 |
1.1% |
43% |
False |
False |
|
10 |
1,814.25 |
1,742.20 |
72.05 |
4.1% |
19.10 |
1.1% |
35% |
False |
False |
|
20 |
1,814.25 |
1,652.44 |
161.81 |
9.2% |
21.21 |
1.2% |
71% |
False |
False |
|
40 |
1,814.25 |
1,652.44 |
161.81 |
9.2% |
23.26 |
1.3% |
71% |
False |
False |
|
60 |
1,814.25 |
1,606.47 |
207.78 |
11.8% |
23.56 |
1.3% |
77% |
False |
False |
|
80 |
1,814.25 |
1,563.14 |
251.11 |
14.2% |
23.98 |
1.4% |
81% |
False |
False |
|
100 |
1,814.25 |
1,402.19 |
412.06 |
23.3% |
23.99 |
1.4% |
89% |
False |
False |
|
120 |
1,814.25 |
1,394.87 |
419.38 |
23.7% |
24.01 |
1.4% |
89% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,855.83 |
2.618 |
1,823.20 |
1.618 |
1,803.21 |
1.000 |
1,790.86 |
0.618 |
1,783.22 |
HIGH |
1,770.87 |
0.618 |
1,763.23 |
0.500 |
1,760.88 |
0.382 |
1,758.52 |
LOW |
1,750.88 |
0.618 |
1,738.53 |
1.000 |
1,730.89 |
1.618 |
1,718.54 |
2.618 |
1,698.55 |
4.250 |
1,665.92 |
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