Day Change Summary |
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Previous |
Current |
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|
|
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24-Dec-2009 |
28-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,851.75 |
1,867.50 |
15.75 |
0.9% |
1,806.00 |
High |
1,869.50 |
1,881.50 |
12.00 |
0.6% |
1,869.50 |
Low |
1,850.75 |
1,862.75 |
12.00 |
0.6% |
1,803.00 |
Close |
1,868.00 |
1,874.50 |
6.50 |
0.3% |
1,868.00 |
Range |
18.75 |
18.75 |
0.00 |
0.0% |
66.50 |
ATR |
25.83 |
25.32 |
-0.51 |
-2.0% |
0.00 |
Volume |
135,399 |
66,098 |
-69,301 |
-51.2% |
809,928 |
|
Daily Pivots for day following 28-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,929.25 |
1,920.50 |
1,884.75 |
|
R3 |
1,910.50 |
1,901.75 |
1,879.75 |
|
R2 |
1,891.75 |
1,891.75 |
1,878.00 |
|
R1 |
1,883.00 |
1,883.00 |
1,876.25 |
1,887.50 |
PP |
1,873.00 |
1,873.00 |
1,873.00 |
1,875.00 |
S1 |
1,864.25 |
1,864.25 |
1,872.75 |
1,868.50 |
S2 |
1,854.25 |
1,854.25 |
1,871.00 |
|
S3 |
1,835.50 |
1,845.50 |
1,869.25 |
|
S4 |
1,816.75 |
1,826.75 |
1,864.25 |
|
|
Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,046.25 |
2,023.75 |
1,904.50 |
|
R3 |
1,979.75 |
1,957.25 |
1,886.25 |
|
R2 |
1,913.25 |
1,913.25 |
1,880.25 |
|
R1 |
1,890.75 |
1,890.75 |
1,874.00 |
1,902.00 |
PP |
1,846.75 |
1,846.75 |
1,846.75 |
1,852.50 |
S1 |
1,824.25 |
1,824.25 |
1,862.00 |
1,835.50 |
S2 |
1,780.25 |
1,780.25 |
1,855.75 |
|
S3 |
1,713.75 |
1,757.75 |
1,849.75 |
|
S4 |
1,647.25 |
1,691.25 |
1,831.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,881.50 |
1,803.00 |
78.50 |
4.2% |
20.00 |
1.1% |
91% |
True |
False |
175,205 |
10 |
1,881.50 |
1,774.00 |
107.50 |
5.7% |
21.50 |
1.1% |
93% |
True |
False |
217,573 |
20 |
1,881.50 |
1,748.25 |
133.25 |
7.1% |
25.50 |
1.4% |
95% |
True |
False |
121,393 |
40 |
1,881.50 |
1,648.50 |
233.00 |
12.4% |
27.75 |
1.5% |
97% |
True |
False |
60,915 |
60 |
1,881.50 |
1,648.25 |
233.25 |
12.4% |
27.50 |
1.5% |
97% |
True |
False |
40,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,961.25 |
2.618 |
1,930.50 |
1.618 |
1,911.75 |
1.000 |
1,900.25 |
0.618 |
1,893.00 |
HIGH |
1,881.50 |
0.618 |
1,874.25 |
0.500 |
1,872.00 |
0.382 |
1,870.00 |
LOW |
1,862.75 |
0.618 |
1,851.25 |
1.000 |
1,844.00 |
1.618 |
1,832.50 |
2.618 |
1,813.75 |
4.250 |
1,783.00 |
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