Day Change Summary |
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Previous |
Current |
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23-Dec-2009 |
24-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,842.65 |
1,856.06 |
13.41 |
0.7% |
1,802.28 |
High |
1,853.15 |
1,869.90 |
16.75 |
0.9% |
1,814.49 |
Low |
1,839.12 |
1,855.78 |
16.66 |
0.9% |
1,777.08 |
Close |
1,851.99 |
1,869.84 |
17.85 |
1.0% |
1,807.36 |
Range |
14.03 |
14.12 |
0.09 |
0.6% |
37.41 |
ATR |
24.82 |
24.33 |
-0.49 |
-2.0% |
0.00 |
Volume |
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Daily Pivots for day following 24-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,907.53 |
1,902.81 |
1,877.61 |
|
R3 |
1,893.41 |
1,888.69 |
1,873.72 |
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R2 |
1,879.29 |
1,879.29 |
1,872.43 |
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R1 |
1,874.57 |
1,874.57 |
1,871.13 |
1,876.93 |
PP |
1,865.17 |
1,865.17 |
1,865.17 |
1,866.36 |
S1 |
1,860.45 |
1,860.45 |
1,868.55 |
1,862.81 |
S2 |
1,851.05 |
1,851.05 |
1,867.25 |
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S3 |
1,836.93 |
1,846.33 |
1,865.96 |
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S4 |
1,822.81 |
1,832.21 |
1,862.07 |
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Weekly Pivots for week ending 18-Dec-2009 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,911.87 |
1,897.03 |
1,827.94 |
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R3 |
1,874.46 |
1,859.62 |
1,817.65 |
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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 |
1,869.90 |
1,777.08 |
92.82 |
5.0% |
14.70 |
0.8% |
100% |
True |
False |
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10 |
1,869.90 |
1,777.08 |
92.82 |
5.0% |
16.24 |
0.9% |
100% |
True |
False |
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20 |
1,869.90 |
1,742.20 |
127.70 |
6.8% |
20.26 |
1.1% |
100% |
True |
False |
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40 |
1,869.90 |
1,652.44 |
217.46 |
11.6% |
21.98 |
1.2% |
100% |
True |
False |
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60 |
1,869.90 |
1,652.44 |
217.46 |
11.6% |
22.91 |
1.2% |
100% |
True |
False |
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80 |
1,869.90 |
1,585.56 |
284.34 |
15.2% |
23.11 |
1.2% |
100% |
True |
False |
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100 |
1,869.90 |
1,563.14 |
306.76 |
16.4% |
23.31 |
1.2% |
100% |
True |
False |
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120 |
1,869.90 |
1,394.87 |
475.03 |
25.4% |
23.46 |
1.3% |
100% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,929.91 |
2.618 |
1,906.87 |
1.618 |
1,892.75 |
1.000 |
1,884.02 |
0.618 |
1,878.63 |
HIGH |
1,869.90 |
0.618 |
1,864.51 |
0.500 |
1,862.84 |
0.382 |
1,861.17 |
LOW |
1,855.78 |
0.618 |
1,847.05 |
1.000 |
1,841.66 |
1.618 |
1,832.93 |
2.618 |
1,818.81 |
4.250 |
1,795.77 |
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