| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2009 |
09-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
2,818.0 |
2,777.0 |
-41.0 |
-1.5% |
2,770.0 |
| High |
2,836.0 |
2,786.0 |
-50.0 |
-1.8% |
2,856.0 |
| Low |
2,762.0 |
2,730.0 |
-32.0 |
-1.2% |
2,723.0 |
| Close |
2,781.0 |
2,749.0 |
-32.0 |
-1.2% |
2,839.0 |
| Range |
74.0 |
56.0 |
-18.0 |
-24.3% |
133.0 |
| ATR |
54.7 |
54.8 |
0.1 |
0.2% |
0.0 |
| Volume |
5,728 |
5,595 |
-133 |
-2.3% |
4,045 |
|
| Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,923.0 |
2,892.0 |
2,779.8 |
|
| R3 |
2,867.0 |
2,836.0 |
2,764.4 |
|
| R2 |
2,811.0 |
2,811.0 |
2,759.3 |
|
| R1 |
2,780.0 |
2,780.0 |
2,754.1 |
2,767.5 |
| PP |
2,755.0 |
2,755.0 |
2,755.0 |
2,748.8 |
| S1 |
2,724.0 |
2,724.0 |
2,743.9 |
2,711.5 |
| S2 |
2,699.0 |
2,699.0 |
2,738.7 |
|
| S3 |
2,643.0 |
2,668.0 |
2,733.6 |
|
| S4 |
2,587.0 |
2,612.0 |
2,718.2 |
|
|
| 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 |
2,730.0 |
126.0 |
4.6% |
51.8 |
1.9% |
15% |
False |
True |
3,703 |
| 10 |
2,856.0 |
2,670.0 |
186.0 |
6.8% |
56.6 |
2.1% |
42% |
False |
False |
2,199 |
| 20 |
2,859.0 |
2,670.0 |
189.0 |
6.9% |
40.7 |
1.5% |
42% |
False |
False |
1,336 |
| 40 |
2,888.0 |
2,617.0 |
271.0 |
9.9% |
48.3 |
1.8% |
49% |
False |
False |
944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,024.0 |
|
2.618 |
2,932.6 |
|
1.618 |
2,876.6 |
|
1.000 |
2,842.0 |
|
0.618 |
2,820.6 |
|
HIGH |
2,786.0 |
|
0.618 |
2,764.6 |
|
0.500 |
2,758.0 |
|
0.382 |
2,751.4 |
|
LOW |
2,730.0 |
|
0.618 |
2,695.4 |
|
1.000 |
2,674.0 |
|
1.618 |
2,639.4 |
|
2.618 |
2,583.4 |
|
4.250 |
2,492.0 |
|
|