Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2009 |
23-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,088.25 |
1,085.00 |
-3.25 |
-0.3% |
1,086.75 |
High |
1,090.00 |
1,106.50 |
16.50 |
1.5% |
1,107.00 |
Low |
1,079.00 |
1,084.25 |
5.25 |
0.5% |
1,079.00 |
Close |
1,085.00 |
1,099.00 |
14.00 |
1.3% |
1,085.00 |
Range |
11.00 |
22.25 |
11.25 |
102.3% |
28.00 |
ATR |
17.01 |
17.39 |
0.37 |
2.2% |
0.00 |
Volume |
6,448 |
6,048 |
-400 |
-6.2% |
25,419 |
|
Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,163.25 |
1,153.50 |
1,111.25 |
|
R3 |
1,141.00 |
1,131.25 |
1,105.00 |
|
R2 |
1,118.75 |
1,118.75 |
1,103.00 |
|
R1 |
1,109.00 |
1,109.00 |
1,101.00 |
1,114.00 |
PP |
1,096.50 |
1,096.50 |
1,096.50 |
1,099.00 |
S1 |
1,086.75 |
1,086.75 |
1,097.00 |
1,091.50 |
S2 |
1,074.25 |
1,074.25 |
1,095.00 |
|
S3 |
1,052.00 |
1,064.50 |
1,093.00 |
|
S4 |
1,029.75 |
1,042.25 |
1,086.75 |
|
|
Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,174.25 |
1,157.75 |
1,100.50 |
|
R3 |
1,146.25 |
1,129.75 |
1,092.75 |
|
R2 |
1,118.25 |
1,118.25 |
1,090.25 |
|
R1 |
1,101.75 |
1,101.75 |
1,087.50 |
1,096.00 |
PP |
1,090.25 |
1,090.25 |
1,090.25 |
1,087.50 |
S1 |
1,073.75 |
1,073.75 |
1,082.50 |
1,068.00 |
S2 |
1,062.25 |
1,062.25 |
1,079.75 |
|
S3 |
1,034.25 |
1,045.75 |
1,077.25 |
|
S4 |
1,006.25 |
1,017.75 |
1,069.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,106.50 |
1,079.00 |
27.50 |
2.5% |
14.75 |
1.3% |
73% |
True |
False |
5,766 |
10 |
1,107.00 |
1,077.75 |
29.25 |
2.7% |
14.50 |
1.3% |
73% |
False |
False |
4,763 |
20 |
1,107.00 |
1,021.00 |
86.00 |
7.8% |
18.25 |
1.7% |
91% |
False |
False |
5,085 |
40 |
1,107.00 |
1,007.25 |
99.75 |
9.1% |
17.75 |
1.6% |
92% |
False |
False |
3,644 |
60 |
1,107.00 |
984.25 |
122.75 |
11.2% |
16.75 |
1.5% |
93% |
False |
False |
2,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,201.00 |
2.618 |
1,164.75 |
1.618 |
1,142.50 |
1.000 |
1,128.75 |
0.618 |
1,120.25 |
HIGH |
1,106.50 |
0.618 |
1,098.00 |
0.500 |
1,095.50 |
0.382 |
1,092.75 |
LOW |
1,084.25 |
0.618 |
1,070.50 |
1.000 |
1,062.00 |
1.618 |
1,048.25 |
2.618 |
1,026.00 |
4.250 |
989.75 |
|
|