Day Change Summary |
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Previous |
Current |
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29-Dec-2009 |
30-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,879.72 |
1,872.63 |
-7.09 |
-0.4% |
1,833.72 |
High |
1,881.06 |
1,881.15 |
0.09 |
0.0% |
1,869.90 |
Low |
1,871.13 |
1,869.60 |
-1.53 |
-0.1% |
1,832.10 |
Close |
1,872.02 |
1,878.65 |
6.63 |
0.4% |
1,869.84 |
Range |
9.93 |
11.55 |
1.62 |
16.3% |
37.80 |
ATR |
23.39 |
22.55 |
-0.85 |
-3.6% |
0.00 |
Volume |
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Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,911.12 |
1,906.43 |
1,885.00 |
|
R3 |
1,899.57 |
1,894.88 |
1,881.83 |
|
R2 |
1,888.02 |
1,888.02 |
1,880.77 |
|
R1 |
1,883.33 |
1,883.33 |
1,879.71 |
1,885.68 |
PP |
1,876.47 |
1,876.47 |
1,876.47 |
1,877.64 |
S1 |
1,871.78 |
1,871.78 |
1,877.59 |
1,874.13 |
S2 |
1,864.92 |
1,864.92 |
1,876.53 |
|
S3 |
1,853.37 |
1,860.23 |
1,875.47 |
|
S4 |
1,841.82 |
1,848.68 |
1,872.30 |
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Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,970.68 |
1,958.06 |
1,890.63 |
|
R3 |
1,932.88 |
1,920.26 |
1,880.24 |
|
R2 |
1,895.08 |
1,895.08 |
1,876.77 |
|
R1 |
1,882.46 |
1,882.46 |
1,873.31 |
1,888.77 |
PP |
1,857.28 |
1,857.28 |
1,857.28 |
1,860.44 |
S1 |
1,844.66 |
1,844.66 |
1,866.38 |
1,850.97 |
S2 |
1,819.48 |
1,819.48 |
1,862.91 |
|
S3 |
1,781.68 |
1,806.86 |
1,859.45 |
|
S4 |
1,743.88 |
1,769.06 |
1,849.05 |
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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 |
1,881.15 |
1,832.10 |
49.05 |
2.6% |
11.83 |
0.6% |
95% |
True |
False |
|
10 |
1,881.15 |
1,777.08 |
104.07 |
5.5% |
14.72 |
0.8% |
98% |
True |
False |
|
20 |
1,881.15 |
1,750.88 |
130.27 |
6.9% |
19.06 |
1.0% |
98% |
True |
False |
|
40 |
1,881.15 |
1,652.44 |
228.71 |
12.2% |
20.86 |
1.1% |
99% |
True |
False |
|
60 |
1,881.15 |
1,652.44 |
228.71 |
12.2% |
21.85 |
1.2% |
99% |
True |
False |
|
80 |
1,881.15 |
1,585.56 |
295.59 |
15.7% |
22.46 |
1.2% |
99% |
True |
False |
|
100 |
1,881.15 |
1,563.14 |
318.01 |
16.9% |
23.08 |
1.2% |
99% |
True |
False |
|
120 |
1,881.15 |
1,402.19 |
478.96 |
25.5% |
23.12 |
1.2% |
99% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,930.24 |
2.618 |
1,911.39 |
1.618 |
1,899.84 |
1.000 |
1,892.70 |
0.618 |
1,888.29 |
HIGH |
1,881.15 |
0.618 |
1,876.74 |
0.500 |
1,875.38 |
0.382 |
1,874.01 |
LOW |
1,869.60 |
0.618 |
1,862.46 |
1.000 |
1,858.05 |
1.618 |
1,850.91 |
2.618 |
1,839.36 |
4.250 |
1,820.51 |
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