| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
2,782.0 |
2,826.0 |
44.0 |
1.6% |
2,826.0 |
| High |
2,815.0 |
2,826.0 |
11.0 |
0.4% |
2,836.0 |
| Low |
2,782.0 |
2,803.0 |
21.0 |
0.8% |
2,730.0 |
| Close |
2,793.0 |
2,812.0 |
19.0 |
0.7% |
2,793.0 |
| Range |
33.0 |
23.0 |
-10.0 |
-30.3% |
106.0 |
| ATR |
52.5 |
51.1 |
-1.4 |
-2.7% |
0.0 |
| Volume |
12,202 |
4,538 |
-7,664 |
-62.8% |
28,208 |
|
| Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,882.7 |
2,870.3 |
2,824.7 |
|
| R3 |
2,859.7 |
2,847.3 |
2,818.3 |
|
| R2 |
2,836.7 |
2,836.7 |
2,816.2 |
|
| R1 |
2,824.3 |
2,824.3 |
2,814.1 |
2,819.0 |
| PP |
2,813.7 |
2,813.7 |
2,813.7 |
2,811.0 |
| S1 |
2,801.3 |
2,801.3 |
2,809.9 |
2,796.0 |
| S2 |
2,790.7 |
2,790.7 |
2,807.8 |
|
| S3 |
2,767.7 |
2,778.3 |
2,805.7 |
|
| S4 |
2,744.7 |
2,755.3 |
2,799.4 |
|
|
| 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% |
42.0 |
1.5% |
77% |
False |
False |
5,770 |
| 10 |
2,856.0 |
2,730.0 |
126.0 |
4.5% |
41.3 |
1.5% |
65% |
False |
False |
3,670 |
| 20 |
2,856.0 |
2,670.0 |
186.0 |
6.6% |
39.3 |
1.4% |
76% |
False |
False |
2,163 |
| 40 |
2,888.0 |
2,617.0 |
271.0 |
9.6% |
47.0 |
1.7% |
72% |
False |
False |
1,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,923.8 |
|
2.618 |
2,886.2 |
|
1.618 |
2,863.2 |
|
1.000 |
2,849.0 |
|
0.618 |
2,840.2 |
|
HIGH |
2,826.0 |
|
0.618 |
2,817.2 |
|
0.500 |
2,814.5 |
|
0.382 |
2,811.8 |
|
LOW |
2,803.0 |
|
0.618 |
2,788.8 |
|
1.000 |
2,780.0 |
|
1.618 |
2,765.8 |
|
2.618 |
2,742.8 |
|
4.250 |
2,705.3 |
|
|