| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2009 |
29-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
2,924.0 |
2,928.0 |
4.0 |
0.1% |
2,820.0 |
| High |
2,924.0 |
2,936.0 |
12.0 |
0.4% |
2,908.0 |
| Low |
2,910.0 |
2,919.0 |
9.0 |
0.3% |
2,809.0 |
| Close |
2,919.0 |
2,921.0 |
2.0 |
0.1% |
2,884.0 |
| Range |
14.0 |
17.0 |
3.0 |
21.4% |
99.0 |
| ATR |
50.1 |
47.7 |
-2.4 |
-4.7% |
0.0 |
| Volume |
65 |
61 |
-4 |
-6.2% |
1,125 |
|
| Daily Pivots for day following 29-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,976.3 |
2,965.7 |
2,930.4 |
|
| R3 |
2,959.3 |
2,948.7 |
2,925.7 |
|
| R2 |
2,942.3 |
2,942.3 |
2,924.1 |
|
| R1 |
2,931.7 |
2,931.7 |
2,922.6 |
2,928.5 |
| PP |
2,925.3 |
2,925.3 |
2,925.3 |
2,923.8 |
| S1 |
2,914.7 |
2,914.7 |
2,919.4 |
2,911.5 |
| S2 |
2,908.3 |
2,908.3 |
2,917.9 |
|
| S3 |
2,891.3 |
2,897.7 |
2,916.3 |
|
| S4 |
2,874.3 |
2,880.7 |
2,911.7 |
|
|
| 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 |
2,936.0 |
2,809.0 |
127.0 |
4.3% |
29.0 |
1.0% |
88% |
True |
False |
250 |
| 10 |
2,936.0 |
2,789.0 |
147.0 |
5.0% |
37.4 |
1.3% |
90% |
True |
False |
9,223 |
| 20 |
2,936.0 |
2,723.0 |
213.0 |
7.3% |
40.6 |
1.4% |
93% |
True |
False |
6,224 |
| 40 |
2,936.0 |
2,617.0 |
319.0 |
10.9% |
40.2 |
1.4% |
95% |
True |
False |
3,448 |
| 60 |
2,936.0 |
2,617.0 |
319.0 |
10.9% |
44.2 |
1.5% |
95% |
True |
False |
2,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,008.3 |
|
2.618 |
2,980.5 |
|
1.618 |
2,963.5 |
|
1.000 |
2,953.0 |
|
0.618 |
2,946.5 |
|
HIGH |
2,936.0 |
|
0.618 |
2,929.5 |
|
0.500 |
2,927.5 |
|
0.382 |
2,925.5 |
|
LOW |
2,919.0 |
|
0.618 |
2,908.5 |
|
1.000 |
2,902.0 |
|
1.618 |
2,891.5 |
|
2.618 |
2,874.5 |
|
4.250 |
2,846.8 |
|
|