| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2009 |
28-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
2,903.0 |
2,924.0 |
21.0 |
0.7% |
2,820.0 |
| High |
2,908.0 |
2,924.0 |
16.0 |
0.6% |
2,908.0 |
| Low |
2,878.0 |
2,910.0 |
32.0 |
1.1% |
2,809.0 |
| Close |
2,884.0 |
2,919.0 |
35.0 |
1.2% |
2,884.0 |
| Range |
30.0 |
14.0 |
-16.0 |
-53.3% |
99.0 |
| ATR |
50.8 |
50.1 |
-0.8 |
-1.5% |
0.0 |
| Volume |
660 |
65 |
-595 |
-90.2% |
1,125 |
|
| Daily Pivots for day following 28-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,959.7 |
2,953.3 |
2,926.7 |
|
| R3 |
2,945.7 |
2,939.3 |
2,922.9 |
|
| R2 |
2,931.7 |
2,931.7 |
2,921.6 |
|
| R1 |
2,925.3 |
2,925.3 |
2,920.3 |
2,921.5 |
| PP |
2,917.7 |
2,917.7 |
2,917.7 |
2,915.8 |
| S1 |
2,911.3 |
2,911.3 |
2,917.7 |
2,907.5 |
| S2 |
2,903.7 |
2,903.7 |
2,916.4 |
|
| S3 |
2,889.7 |
2,897.3 |
2,915.2 |
|
| S4 |
2,875.7 |
2,883.3 |
2,911.3 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,164.0 |
3,123.0 |
2,938.5 |
|
| R3 |
3,065.0 |
3,024.0 |
2,911.2 |
|
| R2 |
2,966.0 |
2,966.0 |
2,902.2 |
|
| R1 |
2,925.0 |
2,925.0 |
2,893.1 |
2,945.5 |
| PP |
2,867.0 |
2,867.0 |
2,867.0 |
2,877.3 |
| S1 |
2,826.0 |
2,826.0 |
2,874.9 |
2,846.5 |
| S2 |
2,768.0 |
2,768.0 |
2,865.9 |
|
| S3 |
2,669.0 |
2,727.0 |
2,856.8 |
|
| S4 |
2,570.0 |
2,628.0 |
2,829.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,924.0 |
2,794.0 |
130.0 |
4.5% |
36.8 |
1.3% |
96% |
True |
False |
3,199 |
| 10 |
2,924.0 |
2,782.0 |
142.0 |
4.9% |
39.0 |
1.3% |
96% |
True |
False |
10,437 |
| 20 |
2,924.0 |
2,670.0 |
254.0 |
8.7% |
45.2 |
1.5% |
98% |
True |
False |
6,228 |
| 40 |
2,924.0 |
2,617.0 |
307.0 |
10.5% |
43.4 |
1.5% |
98% |
True |
False |
3,458 |
| 60 |
2,924.0 |
2,617.0 |
307.0 |
10.5% |
44.6 |
1.5% |
98% |
True |
False |
2,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,983.5 |
|
2.618 |
2,960.7 |
|
1.618 |
2,946.7 |
|
1.000 |
2,938.0 |
|
0.618 |
2,932.7 |
|
HIGH |
2,924.0 |
|
0.618 |
2,918.7 |
|
0.500 |
2,917.0 |
|
0.382 |
2,915.3 |
|
LOW |
2,910.0 |
|
0.618 |
2,901.3 |
|
1.000 |
2,896.0 |
|
1.618 |
2,887.3 |
|
2.618 |
2,873.3 |
|
4.250 |
2,850.5 |
|
|