Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2009 |
19-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,103.00 |
1,104.25 |
1.25 |
0.1% |
1,061.25 |
High |
1,105.50 |
1,104.75 |
-0.75 |
-0.1% |
1,098.25 |
Low |
1,096.25 |
1,082.00 |
-14.25 |
-1.3% |
1,060.75 |
Close |
1,103.50 |
1,089.25 |
-14.25 |
-1.3% |
1,086.50 |
Range |
9.25 |
22.75 |
13.50 |
145.9% |
37.50 |
ATR |
17.07 |
17.48 |
0.41 |
2.4% |
0.00 |
Volume |
5,227 |
4,271 |
-956 |
-18.3% |
18,762 |
|
Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,160.25 |
1,147.50 |
1,101.75 |
|
R3 |
1,137.50 |
1,124.75 |
1,095.50 |
|
R2 |
1,114.75 |
1,114.75 |
1,093.50 |
|
R1 |
1,102.00 |
1,102.00 |
1,091.25 |
1,097.00 |
PP |
1,092.00 |
1,092.00 |
1,092.00 |
1,089.50 |
S1 |
1,079.25 |
1,079.25 |
1,087.25 |
1,074.25 |
S2 |
1,069.25 |
1,069.25 |
1,085.00 |
|
S3 |
1,046.50 |
1,056.50 |
1,083.00 |
|
S4 |
1,023.75 |
1,033.75 |
1,076.75 |
|
|
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 |
1,078.25 |
28.75 |
2.6% |
14.75 |
1.4% |
38% |
False |
False |
4,721 |
10 |
1,107.00 |
1,049.00 |
58.00 |
5.3% |
15.50 |
1.4% |
69% |
False |
False |
4,336 |
20 |
1,107.00 |
1,021.00 |
86.00 |
7.9% |
19.25 |
1.8% |
79% |
False |
False |
4,892 |
40 |
1,107.00 |
1,007.25 |
99.75 |
9.2% |
18.00 |
1.6% |
82% |
False |
False |
3,376 |
60 |
1,107.00 |
984.25 |
122.75 |
11.3% |
16.50 |
1.5% |
86% |
False |
False |
2,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,201.50 |
2.618 |
1,164.25 |
1.618 |
1,141.50 |
1.000 |
1,127.50 |
0.618 |
1,118.75 |
HIGH |
1,104.75 |
0.618 |
1,096.00 |
0.500 |
1,093.50 |
0.382 |
1,090.75 |
LOW |
1,082.00 |
0.618 |
1,068.00 |
1.000 |
1,059.25 |
1.618 |
1,045.25 |
2.618 |
1,022.50 |
4.250 |
985.25 |
|
|