Day Change Summary |
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Previous |
Current |
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|
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25-Nov-2009 |
26-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5,834.0 |
5,782.5 |
-51.5 |
-0.9% |
5,733.0 |
High |
5,836.5 |
5,782.5 |
-54.0 |
-0.9% |
5,850.0 |
Low |
5,775.0 |
5,613.0 |
-162.0 |
-2.8% |
5,646.0 |
Close |
5,808.5 |
5,635.0 |
-173.5 |
-3.0% |
5,668.5 |
Range |
61.5 |
169.5 |
108.0 |
175.6% |
204.0 |
ATR |
101.9 |
108.6 |
6.7 |
6.6% |
0.0 |
Volume |
385 |
450 |
65 |
16.9% |
1,181 |
|
Daily Pivots for day following 26-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,185.3 |
6,079.7 |
5,728.2 |
|
R3 |
6,015.8 |
5,910.2 |
5,681.6 |
|
R2 |
5,846.3 |
5,846.3 |
5,666.1 |
|
R1 |
5,740.7 |
5,740.7 |
5,650.5 |
5,708.8 |
PP |
5,676.8 |
5,676.8 |
5,676.8 |
5,660.9 |
S1 |
5,571.2 |
5,571.2 |
5,619.5 |
5,539.3 |
S2 |
5,507.3 |
5,507.3 |
5,603.9 |
|
S3 |
5,337.8 |
5,401.7 |
5,588.4 |
|
S4 |
5,168.3 |
5,232.2 |
5,541.8 |
|
|
Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,333.5 |
6,205.0 |
5,780.7 |
|
R3 |
6,129.5 |
6,001.0 |
5,724.6 |
|
R2 |
5,925.5 |
5,925.5 |
5,705.9 |
|
R1 |
5,797.0 |
5,797.0 |
5,687.2 |
5,759.3 |
PP |
5,721.5 |
5,721.5 |
5,721.5 |
5,702.6 |
S1 |
5,593.0 |
5,593.0 |
5,649.8 |
5,555.3 |
S2 |
5,517.5 |
5,517.5 |
5,631.1 |
|
S3 |
5,313.5 |
5,389.0 |
5,612.4 |
|
S4 |
5,109.5 |
5,185.0 |
5,556.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,836.5 |
5,613.0 |
223.5 |
4.0% |
102.0 |
1.8% |
10% |
False |
True |
969 |
10 |
5,850.0 |
5,613.0 |
237.0 |
4.2% |
89.9 |
1.6% |
9% |
False |
True |
914 |
20 |
5,850.0 |
5,324.0 |
526.0 |
9.3% |
97.9 |
1.7% |
59% |
False |
False |
852 |
40 |
5,895.0 |
5,324.0 |
571.0 |
10.1% |
99.3 |
1.8% |
54% |
False |
False |
771 |
60 |
5,895.0 |
5,324.0 |
571.0 |
10.1% |
96.3 |
1.7% |
54% |
False |
False |
1,218 |
80 |
5,895.0 |
5,171.0 |
724.0 |
12.8% |
97.3 |
1.7% |
64% |
False |
False |
977 |
100 |
5,895.0 |
4,558.0 |
1,337.0 |
23.7% |
96.9 |
1.7% |
81% |
False |
False |
814 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,502.9 |
2.618 |
6,226.3 |
1.618 |
6,056.8 |
1.000 |
5,952.0 |
0.618 |
5,887.3 |
HIGH |
5,782.5 |
0.618 |
5,717.8 |
0.500 |
5,697.8 |
0.382 |
5,677.7 |
LOW |
5,613.0 |
0.618 |
5,508.2 |
1.000 |
5,443.5 |
1.618 |
5,338.7 |
2.618 |
5,169.2 |
4.250 |
4,892.6 |
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