Day Change Summary |
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Previous |
Current |
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|
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27-Nov-2009 |
30-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5,573.0 |
5,697.5 |
124.5 |
2.2% |
5,717.0 |
High |
5,722.5 |
5,725.0 |
2.5 |
0.0% |
5,836.5 |
Low |
5,519.0 |
5,620.0 |
101.0 |
1.8% |
5,519.0 |
Close |
5,700.5 |
5,642.0 |
-58.5 |
-1.0% |
5,700.5 |
Range |
203.5 |
105.0 |
-98.5 |
-48.4% |
317.5 |
ATR |
115.4 |
114.6 |
-0.7 |
-0.6% |
0.0 |
Volume |
594 |
585 |
-9 |
-1.5% |
5,315 |
|
Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,977.3 |
5,914.7 |
5,699.8 |
|
R3 |
5,872.3 |
5,809.7 |
5,670.9 |
|
R2 |
5,767.3 |
5,767.3 |
5,661.3 |
|
R1 |
5,704.7 |
5,704.7 |
5,651.6 |
5,683.5 |
PP |
5,662.3 |
5,662.3 |
5,662.3 |
5,651.8 |
S1 |
5,599.7 |
5,599.7 |
5,632.4 |
5,578.5 |
S2 |
5,557.3 |
5,557.3 |
5,622.8 |
|
S3 |
5,452.3 |
5,494.7 |
5,613.1 |
|
S4 |
5,347.3 |
5,389.7 |
5,584.3 |
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|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,637.8 |
6,486.7 |
5,875.1 |
|
R3 |
6,320.3 |
6,169.2 |
5,787.8 |
|
R2 |
6,002.8 |
6,002.8 |
5,758.7 |
|
R1 |
5,851.7 |
5,851.7 |
5,729.6 |
5,768.5 |
PP |
5,685.3 |
5,685.3 |
5,685.3 |
5,643.8 |
S1 |
5,534.2 |
5,534.2 |
5,671.4 |
5,451.0 |
S2 |
5,367.8 |
5,367.8 |
5,642.3 |
|
S3 |
5,050.3 |
5,216.7 |
5,613.2 |
|
S4 |
4,732.8 |
4,899.2 |
5,525.9 |
|
|
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 |
5,519.0 |
317.5 |
5.6% |
120.9 |
2.1% |
39% |
False |
False |
963 |
10 |
5,850.0 |
5,519.0 |
331.0 |
5.9% |
104.5 |
1.9% |
37% |
False |
False |
671 |
20 |
5,850.0 |
5,324.0 |
526.0 |
9.3% |
96.1 |
1.7% |
60% |
False |
False |
817 |
40 |
5,895.0 |
5,324.0 |
571.0 |
10.1% |
102.4 |
1.8% |
56% |
False |
False |
786 |
60 |
5,895.0 |
5,324.0 |
571.0 |
10.1% |
98.7 |
1.7% |
56% |
False |
False |
1,231 |
80 |
5,895.0 |
5,171.0 |
724.0 |
12.8% |
98.5 |
1.7% |
65% |
False |
False |
988 |
100 |
5,895.0 |
4,734.5 |
1,160.5 |
20.6% |
97.5 |
1.7% |
78% |
False |
False |
825 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,171.3 |
2.618 |
5,999.9 |
1.618 |
5,894.9 |
1.000 |
5,830.0 |
0.618 |
5,789.9 |
HIGH |
5,725.0 |
0.618 |
5,684.9 |
0.500 |
5,672.5 |
0.382 |
5,660.1 |
LOW |
5,620.0 |
0.618 |
5,555.1 |
1.000 |
5,515.0 |
1.618 |
5,450.1 |
2.618 |
5,345.1 |
4.250 |
5,173.8 |
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