Day Change Summary |
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Previous |
Current |
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01-Dec-2009 |
02-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5,679.5 |
5,771.5 |
92.0 |
1.6% |
5,717.0 |
High |
5,796.5 |
5,821.0 |
24.5 |
0.4% |
5,836.5 |
Low |
5,679.5 |
5,764.0 |
84.5 |
1.5% |
5,519.0 |
Close |
5,776.5 |
5,782.5 |
6.0 |
0.1% |
5,700.5 |
Range |
117.0 |
57.0 |
-60.0 |
-51.3% |
317.5 |
ATR |
117.5 |
113.2 |
-4.3 |
-3.7% |
0.0 |
Volume |
543 |
192 |
-351 |
-64.6% |
5,315 |
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Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,960.2 |
5,928.3 |
5,813.9 |
|
R3 |
5,903.2 |
5,871.3 |
5,798.2 |
|
R2 |
5,846.2 |
5,846.2 |
5,793.0 |
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R1 |
5,814.3 |
5,814.3 |
5,787.7 |
5,830.3 |
PP |
5,789.2 |
5,789.2 |
5,789.2 |
5,797.1 |
S1 |
5,757.3 |
5,757.3 |
5,777.3 |
5,773.3 |
S2 |
5,732.2 |
5,732.2 |
5,772.1 |
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S3 |
5,675.2 |
5,700.3 |
5,766.8 |
|
S4 |
5,618.2 |
5,643.3 |
5,751.2 |
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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 |
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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 |
5,821.0 |
5,519.0 |
302.0 |
5.2% |
130.4 |
2.3% |
87% |
True |
False |
472 |
10 |
5,836.5 |
5,519.0 |
317.5 |
5.5% |
110.4 |
1.9% |
83% |
False |
False |
695 |
20 |
5,850.0 |
5,367.5 |
482.5 |
8.3% |
97.0 |
1.7% |
86% |
False |
False |
822 |
40 |
5,895.0 |
5,324.0 |
571.0 |
9.9% |
101.8 |
1.8% |
80% |
False |
False |
792 |
60 |
5,895.0 |
5,324.0 |
571.0 |
9.9% |
98.8 |
1.7% |
80% |
False |
False |
1,207 |
80 |
5,895.0 |
5,171.0 |
724.0 |
12.5% |
97.1 |
1.7% |
84% |
False |
False |
994 |
100 |
5,895.0 |
4,925.0 |
970.0 |
16.8% |
97.5 |
1.7% |
88% |
False |
False |
830 |
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Fibonacci Retracements and Extensions |
4.250 |
6,063.3 |
2.618 |
5,970.2 |
1.618 |
5,913.2 |
1.000 |
5,878.0 |
0.618 |
5,856.2 |
HIGH |
5,821.0 |
0.618 |
5,799.2 |
0.500 |
5,792.5 |
0.382 |
5,785.8 |
LOW |
5,764.0 |
0.618 |
5,728.8 |
1.000 |
5,707.0 |
1.618 |
5,671.8 |
2.618 |
5,614.8 |
4.250 |
5,521.8 |
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