Day Change Summary |
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Previous |
Current |
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23-Nov-2009 |
24-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,085.00 |
1,098.00 |
13.00 |
1.2% |
1,086.75 |
High |
1,106.50 |
1,101.75 |
-4.75 |
-0.4% |
1,107.00 |
Low |
1,084.25 |
1,091.25 |
7.00 |
0.6% |
1,079.00 |
Close |
1,099.00 |
1,098.25 |
-0.75 |
-0.1% |
1,085.00 |
Range |
22.25 |
10.50 |
-11.75 |
-52.8% |
28.00 |
ATR |
17.39 |
16.89 |
-0.49 |
-2.8% |
0.00 |
Volume |
6,048 |
5,045 |
-1,003 |
-16.6% |
25,419 |
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Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,128.50 |
1,124.00 |
1,104.00 |
|
R3 |
1,118.00 |
1,113.50 |
1,101.25 |
|
R2 |
1,107.50 |
1,107.50 |
1,100.25 |
|
R1 |
1,103.00 |
1,103.00 |
1,099.25 |
1,105.25 |
PP |
1,097.00 |
1,097.00 |
1,097.00 |
1,098.25 |
S1 |
1,092.50 |
1,092.50 |
1,097.25 |
1,094.75 |
S2 |
1,086.50 |
1,086.50 |
1,096.25 |
|
S3 |
1,076.00 |
1,082.00 |
1,095.25 |
|
S4 |
1,065.50 |
1,071.50 |
1,092.50 |
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|
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 |
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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 |
1,106.50 |
1,079.00 |
27.50 |
2.5% |
15.25 |
1.4% |
70% |
False |
False |
5,407 |
10 |
1,107.00 |
1,077.75 |
29.25 |
2.7% |
14.75 |
1.3% |
70% |
False |
False |
4,896 |
20 |
1,107.00 |
1,021.00 |
86.00 |
7.8% |
18.25 |
1.7% |
90% |
False |
False |
5,095 |
40 |
1,107.00 |
1,007.25 |
99.75 |
9.1% |
17.75 |
1.6% |
91% |
False |
False |
3,741 |
60 |
1,107.00 |
984.25 |
122.75 |
11.2% |
16.75 |
1.5% |
93% |
False |
False |
2,618 |
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Fibonacci Retracements and Extensions |
4.250 |
1,146.50 |
2.618 |
1,129.25 |
1.618 |
1,118.75 |
1.000 |
1,112.25 |
0.618 |
1,108.25 |
HIGH |
1,101.75 |
0.618 |
1,097.75 |
0.500 |
1,096.50 |
0.382 |
1,095.25 |
LOW |
1,091.25 |
0.618 |
1,084.75 |
1.000 |
1,080.75 |
1.618 |
1,074.25 |
2.618 |
1,063.75 |
4.250 |
1,046.50 |
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