Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,081.75 |
1,086.75 |
5.00 |
0.5% |
1,061.25 |
High |
1,091.25 |
1,107.00 |
15.75 |
1.4% |
1,098.25 |
Low |
1,078.25 |
1,086.50 |
8.25 |
0.8% |
1,060.75 |
Close |
1,086.50 |
1,101.50 |
15.00 |
1.4% |
1,086.50 |
Range |
13.00 |
20.50 |
7.50 |
57.7% |
37.50 |
ATR |
18.19 |
18.36 |
0.16 |
0.9% |
0.00 |
Volume |
4,638 |
2,636 |
-2,002 |
-43.2% |
18,762 |
|
Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,159.75 |
1,151.25 |
1,112.75 |
|
R3 |
1,139.25 |
1,130.75 |
1,107.25 |
|
R2 |
1,118.75 |
1,118.75 |
1,105.25 |
|
R1 |
1,110.25 |
1,110.25 |
1,103.50 |
1,114.50 |
PP |
1,098.25 |
1,098.25 |
1,098.25 |
1,100.50 |
S1 |
1,089.75 |
1,089.75 |
1,099.50 |
1,094.00 |
S2 |
1,077.75 |
1,077.75 |
1,097.75 |
|
S3 |
1,057.25 |
1,069.25 |
1,095.75 |
|
S4 |
1,036.75 |
1,048.75 |
1,090.25 |
|
|
Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,194.25 |
1,178.00 |
1,107.00 |
|
R3 |
1,156.75 |
1,140.50 |
1,096.75 |
|
R2 |
1,119.25 |
1,119.25 |
1,093.50 |
|
R1 |
1,103.00 |
1,103.00 |
1,090.00 |
1,111.00 |
PP |
1,081.75 |
1,081.75 |
1,081.75 |
1,086.00 |
S1 |
1,065.50 |
1,065.50 |
1,083.00 |
1,073.50 |
S2 |
1,044.25 |
1,044.25 |
1,079.50 |
|
S3 |
1,006.75 |
1,028.00 |
1,076.25 |
|
S4 |
969.25 |
990.50 |
1,066.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,107.00 |
1,077.75 |
29.25 |
2.7% |
14.50 |
1.3% |
81% |
True |
False |
3,761 |
10 |
1,107.00 |
1,022.25 |
84.75 |
7.7% |
17.25 |
1.6% |
94% |
True |
False |
4,258 |
20 |
1,107.00 |
1,021.00 |
86.00 |
7.8% |
20.25 |
1.8% |
94% |
True |
False |
4,639 |
40 |
1,107.00 |
1,007.25 |
99.75 |
9.1% |
18.25 |
1.6% |
94% |
True |
False |
3,036 |
60 |
1,107.00 |
984.25 |
122.75 |
11.1% |
16.25 |
1.5% |
96% |
True |
False |
2,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,194.00 |
2.618 |
1,160.75 |
1.618 |
1,140.25 |
1.000 |
1,127.50 |
0.618 |
1,119.75 |
HIGH |
1,107.00 |
0.618 |
1,099.25 |
0.500 |
1,096.75 |
0.382 |
1,094.25 |
LOW |
1,086.50 |
0.618 |
1,073.75 |
1.000 |
1,066.00 |
1.618 |
1,053.25 |
2.618 |
1,032.75 |
4.250 |
999.50 |
|
|