| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,086.75 |
1,099.75 |
13.00 |
1.2% |
1,096.50 |
| High |
1,099.75 |
1,100.25 |
0.50 |
0.0% |
1,101.25 |
| Low |
1,084.75 |
1,092.00 |
7.25 |
0.7% |
1,078.75 |
| Close |
1,092.50 |
1,098.50 |
6.00 |
0.5% |
1,098.50 |
| Range |
15.00 |
8.25 |
-6.75 |
-45.0% |
22.50 |
| ATR |
14.41 |
13.97 |
-0.44 |
-3.1% |
0.00 |
| Volume |
12 |
21 |
9 |
75.0% |
64 |
|
| Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,121.75 |
1,118.25 |
1,103.00 |
|
| R3 |
1,113.50 |
1,110.00 |
1,100.75 |
|
| R2 |
1,105.25 |
1,105.25 |
1,100.00 |
|
| R1 |
1,101.75 |
1,101.75 |
1,099.25 |
1,099.50 |
| PP |
1,097.00 |
1,097.00 |
1,097.00 |
1,095.75 |
| S1 |
1,093.50 |
1,093.50 |
1,097.75 |
1,091.00 |
| S2 |
1,088.75 |
1,088.75 |
1,097.00 |
|
| S3 |
1,080.50 |
1,085.25 |
1,096.25 |
|
| S4 |
1,072.25 |
1,077.00 |
1,094.00 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,160.25 |
1,152.00 |
1,111.00 |
|
| R3 |
1,137.75 |
1,129.50 |
1,104.75 |
|
| R2 |
1,115.25 |
1,115.25 |
1,102.50 |
|
| R1 |
1,107.00 |
1,107.00 |
1,100.50 |
1,111.00 |
| PP |
1,092.75 |
1,092.75 |
1,092.75 |
1,095.00 |
| S1 |
1,084.50 |
1,084.50 |
1,096.50 |
1,088.50 |
| S2 |
1,070.25 |
1,070.25 |
1,094.50 |
|
| S3 |
1,047.75 |
1,062.00 |
1,092.25 |
|
| S4 |
1,025.25 |
1,039.50 |
1,086.00 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,135.25 |
|
2.618 |
1,121.75 |
|
1.618 |
1,113.50 |
|
1.000 |
1,108.50 |
|
0.618 |
1,105.25 |
|
HIGH |
1,100.25 |
|
0.618 |
1,097.00 |
|
0.500 |
1,096.00 |
|
0.382 |
1,095.25 |
|
LOW |
1,092.00 |
|
0.618 |
1,087.00 |
|
1.000 |
1,083.75 |
|
1.618 |
1,078.75 |
|
2.618 |
1,070.50 |
|
4.250 |
1,057.00 |
|
|