Day Change Summary |
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Previous |
Current |
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22-Dec-2009 |
23-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,833.72 |
1,842.65 |
8.93 |
0.5% |
1,802.28 |
High |
1,841.64 |
1,853.15 |
11.51 |
0.6% |
1,814.49 |
Low |
1,832.10 |
1,839.12 |
7.02 |
0.4% |
1,777.08 |
Close |
1,839.51 |
1,851.99 |
12.48 |
0.7% |
1,807.36 |
Range |
9.54 |
14.03 |
4.49 |
47.1% |
37.41 |
ATR |
25.66 |
24.82 |
-0.83 |
-3.2% |
0.00 |
Volume |
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Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,890.18 |
1,885.11 |
1,859.71 |
|
R3 |
1,876.15 |
1,871.08 |
1,855.85 |
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R2 |
1,862.12 |
1,862.12 |
1,854.56 |
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R1 |
1,857.05 |
1,857.05 |
1,853.28 |
1,859.59 |
PP |
1,848.09 |
1,848.09 |
1,848.09 |
1,849.35 |
S1 |
1,843.02 |
1,843.02 |
1,850.70 |
1,845.56 |
S2 |
1,834.06 |
1,834.06 |
1,849.42 |
|
S3 |
1,820.03 |
1,828.99 |
1,848.13 |
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S4 |
1,806.00 |
1,814.96 |
1,844.27 |
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Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,911.87 |
1,897.03 |
1,827.94 |
|
R3 |
1,874.46 |
1,859.62 |
1,817.65 |
|
R2 |
1,837.05 |
1,837.05 |
1,814.22 |
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R1 |
1,822.21 |
1,822.21 |
1,810.79 |
1,829.63 |
PP |
1,799.64 |
1,799.64 |
1,799.64 |
1,803.36 |
S1 |
1,784.80 |
1,784.80 |
1,803.93 |
1,792.22 |
S2 |
1,762.23 |
1,762.23 |
1,800.50 |
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S3 |
1,724.82 |
1,747.39 |
1,797.07 |
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S4 |
1,687.41 |
1,709.98 |
1,786.78 |
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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 |
1,853.15 |
1,777.08 |
76.07 |
4.1% |
15.07 |
0.8% |
98% |
True |
False |
|
10 |
1,853.15 |
1,759.34 |
93.81 |
5.1% |
18.01 |
1.0% |
99% |
True |
False |
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20 |
1,853.15 |
1,742.20 |
110.95 |
6.0% |
20.36 |
1.1% |
99% |
True |
False |
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40 |
1,853.15 |
1,652.44 |
200.71 |
10.8% |
22.54 |
1.2% |
99% |
True |
False |
|
60 |
1,853.15 |
1,652.44 |
200.71 |
10.8% |
23.06 |
1.2% |
99% |
True |
False |
|
80 |
1,853.15 |
1,585.56 |
267.59 |
14.4% |
23.13 |
1.2% |
100% |
True |
False |
|
100 |
1,853.15 |
1,563.14 |
290.01 |
15.7% |
23.33 |
1.3% |
100% |
True |
False |
|
120 |
1,853.15 |
1,394.87 |
458.28 |
24.7% |
23.50 |
1.3% |
100% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,912.78 |
2.618 |
1,889.88 |
1.618 |
1,875.85 |
1.000 |
1,867.18 |
0.618 |
1,861.82 |
HIGH |
1,853.15 |
0.618 |
1,847.79 |
0.500 |
1,846.14 |
0.382 |
1,844.48 |
LOW |
1,839.12 |
0.618 |
1,830.45 |
1.000 |
1,825.09 |
1.618 |
1,816.42 |
2.618 |
1,802.39 |
4.250 |
1,779.49 |
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