| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2009 |
30-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
2,928.0 |
2,924.0 |
-4.0 |
-0.1% |
2,820.0 |
| High |
2,936.0 |
2,926.0 |
-10.0 |
-0.3% |
2,908.0 |
| Low |
2,919.0 |
2,899.0 |
-20.0 |
-0.7% |
2,809.0 |
| Close |
2,921.0 |
2,905.0 |
-16.0 |
-0.5% |
2,884.0 |
| Range |
17.0 |
27.0 |
10.0 |
58.8% |
99.0 |
| ATR |
47.7 |
46.2 |
-1.5 |
-3.1% |
0.0 |
| Volume |
61 |
573 |
512 |
839.3% |
1,125 |
|
| Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,991.0 |
2,975.0 |
2,919.9 |
|
| R3 |
2,964.0 |
2,948.0 |
2,912.4 |
|
| R2 |
2,937.0 |
2,937.0 |
2,910.0 |
|
| R1 |
2,921.0 |
2,921.0 |
2,907.5 |
2,915.5 |
| PP |
2,910.0 |
2,910.0 |
2,910.0 |
2,907.3 |
| S1 |
2,894.0 |
2,894.0 |
2,902.5 |
2,888.5 |
| S2 |
2,883.0 |
2,883.0 |
2,900.1 |
|
| S3 |
2,856.0 |
2,867.0 |
2,897.6 |
|
| S4 |
2,829.0 |
2,840.0 |
2,890.2 |
|
|
| 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 |
2,865.0 |
71.0 |
2.4% |
22.8 |
0.8% |
56% |
False |
False |
347 |
| 10 |
2,936.0 |
2,789.0 |
147.0 |
5.1% |
37.8 |
1.3% |
79% |
False |
False |
8,827 |
| 20 |
2,936.0 |
2,730.0 |
206.0 |
7.1% |
39.6 |
1.4% |
85% |
False |
False |
6,248 |
| 40 |
2,936.0 |
2,617.0 |
319.0 |
11.0% |
39.2 |
1.3% |
90% |
False |
False |
3,456 |
| 60 |
2,936.0 |
2,617.0 |
319.0 |
11.0% |
44.1 |
1.5% |
90% |
False |
False |
2,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,040.8 |
|
2.618 |
2,996.7 |
|
1.618 |
2,969.7 |
|
1.000 |
2,953.0 |
|
0.618 |
2,942.7 |
|
HIGH |
2,926.0 |
|
0.618 |
2,915.7 |
|
0.500 |
2,912.5 |
|
0.382 |
2,909.3 |
|
LOW |
2,899.0 |
|
0.618 |
2,882.3 |
|
1.000 |
2,872.0 |
|
1.618 |
2,855.3 |
|
2.618 |
2,828.3 |
|
4.250 |
2,784.3 |
|
|