| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
2,763.0 |
2,782.0 |
19.0 |
0.7% |
2,826.0 |
| High |
2,787.0 |
2,815.0 |
28.0 |
1.0% |
2,836.0 |
| Low |
2,763.0 |
2,782.0 |
19.0 |
0.7% |
2,730.0 |
| Close |
2,777.0 |
2,793.0 |
16.0 |
0.6% |
2,793.0 |
| Range |
24.0 |
33.0 |
9.0 |
37.5% |
106.0 |
| ATR |
53.6 |
52.5 |
-1.1 |
-2.1% |
0.0 |
| Volume |
787 |
12,202 |
11,415 |
1,450.4% |
28,208 |
|
| Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,895.7 |
2,877.3 |
2,811.2 |
|
| R3 |
2,862.7 |
2,844.3 |
2,802.1 |
|
| R2 |
2,829.7 |
2,829.7 |
2,799.1 |
|
| R1 |
2,811.3 |
2,811.3 |
2,796.0 |
2,820.5 |
| PP |
2,796.7 |
2,796.7 |
2,796.7 |
2,801.3 |
| S1 |
2,778.3 |
2,778.3 |
2,790.0 |
2,787.5 |
| S2 |
2,763.7 |
2,763.7 |
2,787.0 |
|
| S3 |
2,730.7 |
2,745.3 |
2,783.9 |
|
| S4 |
2,697.7 |
2,712.3 |
2,774.9 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,104.3 |
3,054.7 |
2,851.3 |
|
| R3 |
2,998.3 |
2,948.7 |
2,822.2 |
|
| R2 |
2,892.3 |
2,892.3 |
2,812.4 |
|
| R1 |
2,842.7 |
2,842.7 |
2,802.7 |
2,814.5 |
| PP |
2,786.3 |
2,786.3 |
2,786.3 |
2,772.3 |
| S1 |
2,736.7 |
2,736.7 |
2,783.3 |
2,708.5 |
| S2 |
2,680.3 |
2,680.3 |
2,773.6 |
|
| S3 |
2,574.3 |
2,630.7 |
2,763.9 |
|
| S4 |
2,468.3 |
2,524.7 |
2,734.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,836.0 |
2,730.0 |
106.0 |
3.8% |
42.8 |
1.5% |
59% |
False |
False |
5,641 |
| 10 |
2,856.0 |
2,723.0 |
133.0 |
4.8% |
43.7 |
1.6% |
53% |
False |
False |
3,225 |
| 20 |
2,859.0 |
2,670.0 |
189.0 |
6.8% |
39.5 |
1.4% |
65% |
False |
False |
1,960 |
| 40 |
2,888.0 |
2,617.0 |
271.0 |
9.7% |
47.4 |
1.7% |
65% |
False |
False |
1,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,955.3 |
|
2.618 |
2,901.4 |
|
1.618 |
2,868.4 |
|
1.000 |
2,848.0 |
|
0.618 |
2,835.4 |
|
HIGH |
2,815.0 |
|
0.618 |
2,802.4 |
|
0.500 |
2,798.5 |
|
0.382 |
2,794.6 |
|
LOW |
2,782.0 |
|
0.618 |
2,761.6 |
|
1.000 |
2,749.0 |
|
1.618 |
2,728.6 |
|
2.618 |
2,695.6 |
|
4.250 |
2,641.8 |
|
|