Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2009 |
03-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,791.61 |
1,795.25 |
3.64 |
0.2% |
1,782.92 |
High |
1,805.97 |
1,806.35 |
0.38 |
0.0% |
1,801.22 |
Low |
1,786.23 |
1,781.76 |
-4.47 |
-0.3% |
1,742.20 |
Close |
1,790.82 |
1,782.91 |
-7.91 |
-0.4% |
1,765.46 |
Range |
19.74 |
24.59 |
4.85 |
24.6% |
59.02 |
ATR |
26.32 |
26.19 |
-0.12 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,864.11 |
1,848.10 |
1,796.43 |
|
R3 |
1,839.52 |
1,823.51 |
1,789.67 |
|
R2 |
1,814.93 |
1,814.93 |
1,787.42 |
|
R1 |
1,798.92 |
1,798.92 |
1,785.16 |
1,794.63 |
PP |
1,790.34 |
1,790.34 |
1,790.34 |
1,788.20 |
S1 |
1,774.33 |
1,774.33 |
1,780.66 |
1,770.04 |
S2 |
1,765.75 |
1,765.75 |
1,778.40 |
|
S3 |
1,741.16 |
1,749.74 |
1,776.15 |
|
S4 |
1,716.57 |
1,725.15 |
1,769.39 |
|
|
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 |
1,806.35 |
1,742.20 |
64.15 |
3.6% |
23.40 |
1.3% |
63% |
True |
False |
|
10 |
1,806.35 |
1,742.20 |
64.15 |
3.6% |
19.80 |
1.1% |
63% |
True |
False |
|
20 |
1,814.25 |
1,697.94 |
116.31 |
6.5% |
20.23 |
1.1% |
73% |
False |
False |
|
40 |
1,814.25 |
1,652.44 |
161.81 |
9.1% |
23.19 |
1.3% |
81% |
False |
False |
|
60 |
1,814.25 |
1,652.44 |
161.81 |
9.1% |
23.35 |
1.3% |
81% |
False |
False |
|
80 |
1,814.25 |
1,563.14 |
251.11 |
14.1% |
24.02 |
1.3% |
88% |
False |
False |
|
100 |
1,814.25 |
1,470.09 |
344.16 |
19.3% |
23.75 |
1.3% |
91% |
False |
False |
|
120 |
1,814.25 |
1,394.87 |
419.38 |
23.5% |
23.96 |
1.3% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,910.86 |
2.618 |
1,870.73 |
1.618 |
1,846.14 |
1.000 |
1,830.94 |
0.618 |
1,821.55 |
HIGH |
1,806.35 |
0.618 |
1,796.96 |
0.500 |
1,794.06 |
0.382 |
1,791.15 |
LOW |
1,781.76 |
0.618 |
1,766.56 |
1.000 |
1,757.17 |
1.618 |
1,741.97 |
2.618 |
1,717.38 |
4.250 |
1,677.25 |
|
|