| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2009 |
22-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
2,820.0 |
2,865.0 |
45.0 |
1.6% |
2,826.0 |
| High |
2,867.0 |
2,891.0 |
24.0 |
0.8% |
2,902.0 |
| Low |
2,809.0 |
2,865.0 |
56.0 |
2.0% |
2,789.0 |
| Close |
2,852.0 |
2,876.0 |
24.0 |
0.8% |
2,802.0 |
| Range |
58.0 |
26.0 |
-32.0 |
-55.2% |
113.0 |
| ATR |
53.3 |
52.3 |
-1.0 |
-1.9% |
0.0 |
| Volume |
85 |
380 |
295 |
347.1% |
90,984 |
|
| Daily Pivots for day following 22-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,955.3 |
2,941.7 |
2,890.3 |
|
| R3 |
2,929.3 |
2,915.7 |
2,883.2 |
|
| R2 |
2,903.3 |
2,903.3 |
2,880.8 |
|
| R1 |
2,889.7 |
2,889.7 |
2,878.4 |
2,896.5 |
| PP |
2,877.3 |
2,877.3 |
2,877.3 |
2,880.8 |
| S1 |
2,863.7 |
2,863.7 |
2,873.6 |
2,870.5 |
| S2 |
2,851.3 |
2,851.3 |
2,871.2 |
|
| S3 |
2,825.3 |
2,837.7 |
2,868.9 |
|
| S4 |
2,799.3 |
2,811.7 |
2,861.7 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,170.0 |
3,099.0 |
2,864.2 |
|
| R3 |
3,057.0 |
2,986.0 |
2,833.1 |
|
| R2 |
2,944.0 |
2,944.0 |
2,822.7 |
|
| R1 |
2,873.0 |
2,873.0 |
2,812.4 |
2,852.0 |
| PP |
2,831.0 |
2,831.0 |
2,831.0 |
2,820.5 |
| S1 |
2,760.0 |
2,760.0 |
2,791.6 |
2,739.0 |
| S2 |
2,718.0 |
2,718.0 |
2,781.3 |
|
| S3 |
2,605.0 |
2,647.0 |
2,770.9 |
|
| S4 |
2,492.0 |
2,534.0 |
2,739.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,902.0 |
2,794.0 |
108.0 |
3.8% |
50.6 |
1.8% |
76% |
False |
False |
15,291 |
| 10 |
2,902.0 |
2,730.0 |
172.0 |
6.0% |
42.6 |
1.5% |
85% |
False |
False |
11,003 |
| 20 |
2,902.0 |
2,670.0 |
232.0 |
8.1% |
48.4 |
1.7% |
89% |
False |
False |
6,421 |
| 40 |
2,902.0 |
2,617.0 |
285.0 |
9.9% |
45.6 |
1.6% |
91% |
False |
False |
3,452 |
| 60 |
2,902.0 |
2,617.0 |
285.0 |
9.9% |
45.9 |
1.6% |
91% |
False |
False |
2,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,001.5 |
|
2.618 |
2,959.1 |
|
1.618 |
2,933.1 |
|
1.000 |
2,917.0 |
|
0.618 |
2,907.1 |
|
HIGH |
2,891.0 |
|
0.618 |
2,881.1 |
|
0.500 |
2,878.0 |
|
0.382 |
2,874.9 |
|
LOW |
2,865.0 |
|
0.618 |
2,848.9 |
|
1.000 |
2,839.0 |
|
1.618 |
2,822.9 |
|
2.618 |
2,796.9 |
|
4.250 |
2,754.5 |
|
|