Day Change Summary |
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Previous |
Current |
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30-Nov-2009 |
01-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,762.99 |
1,782.85 |
19.86 |
1.1% |
1,782.92 |
High |
1,770.87 |
1,798.48 |
27.61 |
1.6% |
1,801.22 |
Low |
1,750.88 |
1,782.85 |
31.97 |
1.8% |
1,742.20 |
Close |
1,767.43 |
1,787.71 |
20.28 |
1.1% |
1,765.46 |
Range |
19.99 |
15.63 |
-4.36 |
-21.8% |
59.02 |
ATR |
26.50 |
26.82 |
0.33 |
1.2% |
0.00 |
Volume |
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Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,836.57 |
1,827.77 |
1,796.31 |
|
R3 |
1,820.94 |
1,812.14 |
1,792.01 |
|
R2 |
1,805.31 |
1,805.31 |
1,790.58 |
|
R1 |
1,796.51 |
1,796.51 |
1,789.14 |
1,800.91 |
PP |
1,789.68 |
1,789.68 |
1,789.68 |
1,791.88 |
S1 |
1,780.88 |
1,780.88 |
1,786.28 |
1,785.28 |
S2 |
1,774.05 |
1,774.05 |
1,784.84 |
|
S3 |
1,758.42 |
1,765.25 |
1,783.41 |
|
S4 |
1,742.79 |
1,749.62 |
1,779.11 |
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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 |
1,798.48 |
1,742.20 |
56.28 |
3.1% |
19.43 |
1.1% |
81% |
True |
False |
|
10 |
1,812.21 |
1,742.20 |
70.01 |
3.9% |
18.61 |
1.0% |
65% |
False |
False |
|
20 |
1,814.25 |
1,660.10 |
154.15 |
8.6% |
20.14 |
1.1% |
83% |
False |
False |
|
40 |
1,814.25 |
1,652.44 |
161.81 |
9.1% |
23.09 |
1.3% |
84% |
False |
False |
|
60 |
1,814.25 |
1,643.44 |
170.81 |
9.6% |
23.27 |
1.3% |
84% |
False |
False |
|
80 |
1,814.25 |
1,563.14 |
251.11 |
14.0% |
23.94 |
1.3% |
89% |
False |
False |
|
100 |
1,814.25 |
1,402.19 |
412.06 |
23.0% |
23.92 |
1.3% |
94% |
False |
False |
|
120 |
1,814.25 |
1,394.87 |
419.38 |
23.5% |
23.99 |
1.3% |
94% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,864.91 |
2.618 |
1,839.40 |
1.618 |
1,823.77 |
1.000 |
1,814.11 |
0.618 |
1,808.14 |
HIGH |
1,798.48 |
0.618 |
1,792.51 |
0.500 |
1,790.67 |
0.382 |
1,788.82 |
LOW |
1,782.85 |
0.618 |
1,773.19 |
1.000 |
1,767.22 |
1.618 |
1,757.56 |
2.618 |
1,741.93 |
4.250 |
1,716.42 |
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