| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2009 |
28-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,110.75 |
1,115.25 |
4.50 |
0.4% |
1,093.25 |
| High |
1,117.25 |
1,121.00 |
3.75 |
0.3% |
1,117.25 |
| Low |
1,110.75 |
1,113.00 |
2.25 |
0.2% |
1,092.75 |
| Close |
1,117.25 |
1,118.50 |
1.25 |
0.1% |
1,117.25 |
| Range |
6.50 |
8.00 |
1.50 |
23.1% |
24.50 |
| ATR |
12.49 |
12.17 |
-0.32 |
-2.6% |
0.00 |
| Volume |
352 |
256 |
-96 |
-27.3% |
1,062 |
|
| Daily Pivots for day following 28-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,141.50 |
1,138.00 |
1,123.00 |
|
| R3 |
1,133.50 |
1,130.00 |
1,120.75 |
|
| R2 |
1,125.50 |
1,125.50 |
1,120.00 |
|
| R1 |
1,122.00 |
1,122.00 |
1,119.25 |
1,123.75 |
| PP |
1,117.50 |
1,117.50 |
1,117.50 |
1,118.50 |
| S1 |
1,114.00 |
1,114.00 |
1,117.75 |
1,115.75 |
| S2 |
1,109.50 |
1,109.50 |
1,117.00 |
|
| S3 |
1,101.50 |
1,106.00 |
1,116.25 |
|
| S4 |
1,093.50 |
1,098.00 |
1,114.00 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,182.50 |
1,174.50 |
1,130.75 |
|
| R3 |
1,158.00 |
1,150.00 |
1,124.00 |
|
| R2 |
1,133.50 |
1,133.50 |
1,121.75 |
|
| R1 |
1,125.50 |
1,125.50 |
1,119.50 |
1,129.50 |
| PP |
1,109.00 |
1,109.00 |
1,109.00 |
1,111.00 |
| S1 |
1,101.00 |
1,101.00 |
1,115.00 |
1,105.00 |
| S2 |
1,084.50 |
1,084.50 |
1,112.75 |
|
| S3 |
1,060.00 |
1,076.50 |
1,110.50 |
|
| S4 |
1,035.50 |
1,052.00 |
1,103.75 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,155.00 |
|
2.618 |
1,142.00 |
|
1.618 |
1,134.00 |
|
1.000 |
1,129.00 |
|
0.618 |
1,126.00 |
|
HIGH |
1,121.00 |
|
0.618 |
1,118.00 |
|
0.500 |
1,117.00 |
|
0.382 |
1,116.00 |
|
LOW |
1,113.00 |
|
0.618 |
1,108.00 |
|
1.000 |
1,105.00 |
|
1.618 |
1,100.00 |
|
2.618 |
1,092.00 |
|
4.250 |
1,079.00 |
|
|