Day Change Summary |
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Previous |
Current |
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15-Dec-2009 |
16-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,801.58 |
1,805.53 |
3.95 |
0.2% |
1,791.35 |
High |
1,813.38 |
1,814.49 |
1.11 |
0.1% |
1,810.31 |
Low |
1,793.60 |
1,798.52 |
4.92 |
0.3% |
1,759.34 |
Close |
1,798.21 |
1,800.82 |
2.61 |
0.1% |
1,792.06 |
Range |
19.78 |
15.97 |
-3.81 |
-19.3% |
50.97 |
ATR |
25.32 |
24.67 |
-0.65 |
-2.6% |
0.00 |
Volume |
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Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,852.52 |
1,842.64 |
1,809.60 |
|
R3 |
1,836.55 |
1,826.67 |
1,805.21 |
|
R2 |
1,820.58 |
1,820.58 |
1,803.75 |
|
R1 |
1,810.70 |
1,810.70 |
1,802.28 |
1,807.66 |
PP |
1,804.61 |
1,804.61 |
1,804.61 |
1,803.09 |
S1 |
1,794.73 |
1,794.73 |
1,799.36 |
1,791.69 |
S2 |
1,788.64 |
1,788.64 |
1,797.89 |
|
S3 |
1,772.67 |
1,778.76 |
1,796.43 |
|
S4 |
1,756.70 |
1,762.79 |
1,792.04 |
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Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,940.15 |
1,917.07 |
1,820.09 |
|
R3 |
1,889.18 |
1,866.10 |
1,806.08 |
|
R2 |
1,838.21 |
1,838.21 |
1,801.40 |
|
R1 |
1,815.13 |
1,815.13 |
1,796.73 |
1,826.67 |
PP |
1,787.24 |
1,787.24 |
1,787.24 |
1,793.01 |
S1 |
1,764.16 |
1,764.16 |
1,787.39 |
1,775.70 |
S2 |
1,736.27 |
1,736.27 |
1,782.72 |
|
S3 |
1,685.30 |
1,713.19 |
1,778.04 |
|
S4 |
1,634.33 |
1,662.22 |
1,764.03 |
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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 |
1,814.49 |
1,784.82 |
29.67 |
1.6% |
17.78 |
1.0% |
54% |
True |
False |
|
10 |
1,815.60 |
1,759.34 |
56.26 |
3.1% |
23.09 |
1.3% |
74% |
False |
False |
|
20 |
1,815.60 |
1,742.20 |
73.40 |
4.1% |
21.11 |
1.2% |
80% |
False |
False |
|
40 |
1,815.60 |
1,652.44 |
163.16 |
9.1% |
24.18 |
1.3% |
91% |
False |
False |
|
60 |
1,815.60 |
1,652.44 |
163.16 |
9.1% |
24.05 |
1.3% |
91% |
False |
False |
|
80 |
1,815.60 |
1,585.56 |
230.04 |
12.8% |
23.74 |
1.3% |
94% |
False |
False |
|
100 |
1,815.60 |
1,563.14 |
252.46 |
14.0% |
23.60 |
1.3% |
94% |
False |
False |
|
120 |
1,815.60 |
1,394.87 |
420.73 |
23.4% |
23.75 |
1.3% |
96% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,882.36 |
2.618 |
1,856.30 |
1.618 |
1,840.33 |
1.000 |
1,830.46 |
0.618 |
1,824.36 |
HIGH |
1,814.49 |
0.618 |
1,808.39 |
0.500 |
1,806.51 |
0.382 |
1,804.62 |
LOW |
1,798.52 |
0.618 |
1,788.65 |
1.000 |
1,782.55 |
1.618 |
1,772.68 |
2.618 |
1,756.71 |
4.250 |
1,730.65 |
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