| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2009 |
08-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
2,826.0 |
2,818.0 |
-8.0 |
-0.3% |
2,770.0 |
| High |
2,835.0 |
2,836.0 |
1.0 |
0.0% |
2,856.0 |
| Low |
2,808.0 |
2,762.0 |
-46.0 |
-1.6% |
2,723.0 |
| Close |
2,827.0 |
2,781.0 |
-46.0 |
-1.6% |
2,839.0 |
| Range |
27.0 |
74.0 |
47.0 |
174.1% |
133.0 |
| ATR |
53.2 |
54.7 |
1.5 |
2.8% |
0.0 |
| Volume |
3,896 |
5,728 |
1,832 |
47.0% |
4,045 |
|
| Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,015.0 |
2,972.0 |
2,821.7 |
|
| R3 |
2,941.0 |
2,898.0 |
2,801.4 |
|
| R2 |
2,867.0 |
2,867.0 |
2,794.6 |
|
| R1 |
2,824.0 |
2,824.0 |
2,787.8 |
2,808.5 |
| PP |
2,793.0 |
2,793.0 |
2,793.0 |
2,785.3 |
| S1 |
2,750.0 |
2,750.0 |
2,774.2 |
2,734.5 |
| S2 |
2,719.0 |
2,719.0 |
2,767.4 |
|
| S3 |
2,645.0 |
2,676.0 |
2,760.7 |
|
| S4 |
2,571.0 |
2,602.0 |
2,740.3 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,205.0 |
3,155.0 |
2,912.2 |
|
| R3 |
3,072.0 |
3,022.0 |
2,875.6 |
|
| R2 |
2,939.0 |
2,939.0 |
2,863.4 |
|
| R1 |
2,889.0 |
2,889.0 |
2,851.2 |
2,914.0 |
| PP |
2,806.0 |
2,806.0 |
2,806.0 |
2,818.5 |
| S1 |
2,756.0 |
2,756.0 |
2,826.8 |
2,781.0 |
| S2 |
2,673.0 |
2,673.0 |
2,814.6 |
|
| S3 |
2,540.0 |
2,623.0 |
2,802.4 |
|
| S4 |
2,407.0 |
2,490.0 |
2,765.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,856.0 |
2,762.0 |
94.0 |
3.4% |
46.0 |
1.7% |
20% |
False |
True |
2,599 |
| 10 |
2,856.0 |
2,670.0 |
186.0 |
6.7% |
54.2 |
1.9% |
60% |
False |
False |
1,839 |
| 20 |
2,859.0 |
2,670.0 |
189.0 |
6.8% |
38.8 |
1.4% |
59% |
False |
False |
1,173 |
| 40 |
2,888.0 |
2,617.0 |
271.0 |
9.7% |
48.0 |
1.7% |
61% |
False |
False |
813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,150.5 |
|
2.618 |
3,029.7 |
|
1.618 |
2,955.7 |
|
1.000 |
2,910.0 |
|
0.618 |
2,881.7 |
|
HIGH |
2,836.0 |
|
0.618 |
2,807.7 |
|
0.500 |
2,799.0 |
|
0.382 |
2,790.3 |
|
LOW |
2,762.0 |
|
0.618 |
2,716.3 |
|
1.000 |
2,688.0 |
|
1.618 |
2,642.3 |
|
2.618 |
2,568.3 |
|
4.250 |
2,447.5 |
|
|