Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2009 |
01-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5,205.5 |
5,188.0 |
-17.5 |
-0.3% |
5,258.0 |
High |
5,205.5 |
5,280.0 |
74.5 |
1.4% |
5,328.0 |
Low |
5,140.0 |
5,188.0 |
48.0 |
0.9% |
5,061.0 |
Close |
5,152.0 |
5,262.0 |
110.0 |
2.1% |
5,199.0 |
Range |
65.5 |
92.0 |
26.5 |
40.5% |
267.0 |
ATR |
81.9 |
85.2 |
3.3 |
4.0% |
0.0 |
Volume |
532 |
1,151 |
619 |
116.4% |
8,882 |
|
Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,519.5 |
5,482.5 |
5,312.5 |
|
R3 |
5,427.5 |
5,390.5 |
5,287.5 |
|
R2 |
5,335.5 |
5,335.5 |
5,279.0 |
|
R1 |
5,298.5 |
5,298.5 |
5,270.5 |
5,317.0 |
PP |
5,243.5 |
5,243.5 |
5,243.5 |
5,252.5 |
S1 |
5,206.5 |
5,206.5 |
5,253.5 |
5,225.0 |
S2 |
5,151.5 |
5,151.5 |
5,245.0 |
|
S3 |
5,059.5 |
5,114.5 |
5,236.5 |
|
S4 |
4,967.5 |
5,022.5 |
5,211.5 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,997.0 |
5,865.0 |
5,346.0 |
|
R3 |
5,730.0 |
5,598.0 |
5,272.5 |
|
R2 |
5,463.0 |
5,463.0 |
5,248.0 |
|
R1 |
5,331.0 |
5,331.0 |
5,223.5 |
5,263.5 |
PP |
5,196.0 |
5,196.0 |
5,196.0 |
5,162.0 |
S1 |
5,064.0 |
5,064.0 |
5,174.5 |
4,996.5 |
S2 |
4,929.0 |
4,929.0 |
5,150.0 |
|
S3 |
4,662.0 |
4,797.0 |
5,125.5 |
|
S4 |
4,395.0 |
4,530.0 |
5,052.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,326.0 |
5,061.0 |
265.0 |
5.0% |
96.5 |
1.8% |
76% |
False |
False |
1,927 |
10 |
5,328.0 |
5,061.0 |
267.0 |
5.1% |
80.5 |
1.5% |
75% |
False |
False |
1,172 |
20 |
5,339.5 |
4,998.0 |
341.5 |
6.5% |
65.5 |
1.2% |
77% |
False |
False |
882 |
40 |
5,339.5 |
4,915.0 |
424.5 |
8.1% |
63.5 |
1.2% |
82% |
False |
False |
749 |
60 |
5,339.5 |
4,864.0 |
475.5 |
9.0% |
58.0 |
1.1% |
84% |
False |
False |
568 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,671.0 |
2.618 |
5,521.0 |
1.618 |
5,429.0 |
1.000 |
5,372.0 |
0.618 |
5,337.0 |
HIGH |
5,280.0 |
0.618 |
5,245.0 |
0.500 |
5,234.0 |
0.382 |
5,223.0 |
LOW |
5,188.0 |
0.618 |
5,131.0 |
1.000 |
5,096.0 |
1.618 |
5,039.0 |
2.618 |
4,947.0 |
4.250 |
4,797.0 |
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