Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2009 |
01-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5,697.5 |
5,679.5 |
-18.0 |
-0.3% |
5,717.0 |
High |
5,725.0 |
5,796.5 |
71.5 |
1.2% |
5,836.5 |
Low |
5,620.0 |
5,679.5 |
59.5 |
1.1% |
5,519.0 |
Close |
5,642.0 |
5,776.5 |
134.5 |
2.4% |
5,700.5 |
Range |
105.0 |
117.0 |
12.0 |
11.4% |
317.5 |
ATR |
114.6 |
117.5 |
2.8 |
2.5% |
0.0 |
Volume |
585 |
543 |
-42 |
-7.2% |
5,315 |
|
Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,101.8 |
6,056.2 |
5,840.9 |
|
R3 |
5,984.8 |
5,939.2 |
5,808.7 |
|
R2 |
5,867.8 |
5,867.8 |
5,798.0 |
|
R1 |
5,822.2 |
5,822.2 |
5,787.2 |
5,845.0 |
PP |
5,750.8 |
5,750.8 |
5,750.8 |
5,762.3 |
S1 |
5,705.2 |
5,705.2 |
5,765.8 |
5,728.0 |
S2 |
5,633.8 |
5,633.8 |
5,755.1 |
|
S3 |
5,516.8 |
5,588.2 |
5,744.3 |
|
S4 |
5,399.8 |
5,471.2 |
5,712.2 |
|
|
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 |
5.5% |
131.3 |
2.3% |
81% |
False |
False |
511 |
10 |
5,850.0 |
5,519.0 |
331.0 |
5.7% |
111.7 |
1.9% |
78% |
False |
False |
689 |
20 |
5,850.0 |
5,367.5 |
482.5 |
8.4% |
98.3 |
1.7% |
85% |
False |
False |
824 |
40 |
5,895.0 |
5,324.0 |
571.0 |
9.9% |
101.8 |
1.8% |
79% |
False |
False |
793 |
60 |
5,895.0 |
5,324.0 |
571.0 |
9.9% |
100.0 |
1.7% |
79% |
False |
False |
1,228 |
80 |
5,895.0 |
5,171.0 |
724.0 |
12.5% |
97.8 |
1.7% |
84% |
False |
False |
993 |
100 |
5,895.0 |
4,852.0 |
1,043.0 |
18.1% |
98.0 |
1.7% |
89% |
False |
False |
829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,293.8 |
2.618 |
6,102.8 |
1.618 |
5,985.8 |
1.000 |
5,913.5 |
0.618 |
5,868.8 |
HIGH |
5,796.5 |
0.618 |
5,751.8 |
0.500 |
5,738.0 |
0.382 |
5,724.2 |
LOW |
5,679.5 |
0.618 |
5,607.2 |
1.000 |
5,562.5 |
1.618 |
5,490.2 |
2.618 |
5,373.2 |
4.250 |
5,182.3 |
|
|