Day Change Summary |
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Previous |
Current |
|
|
|
|
14-Dec-2009 |
15-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5,850.0 |
5,841.5 |
-8.5 |
-0.1% |
5,825.0 |
High |
5,851.5 |
5,844.0 |
-7.5 |
-0.1% |
5,825.0 |
Low |
5,796.5 |
5,787.0 |
-9.5 |
-0.2% |
5,600.0 |
Close |
5,811.5 |
5,822.0 |
10.5 |
0.2% |
5,773.0 |
Range |
55.0 |
57.0 |
2.0 |
3.6% |
225.0 |
ATR |
97.8 |
94.9 |
-2.9 |
-3.0% |
0.0 |
Volume |
5,554 |
3,884 |
-1,670 |
-30.1% |
4,428 |
|
Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,988.7 |
5,962.3 |
5,853.4 |
|
R3 |
5,931.7 |
5,905.3 |
5,837.7 |
|
R2 |
5,874.7 |
5,874.7 |
5,832.5 |
|
R1 |
5,848.3 |
5,848.3 |
5,827.2 |
5,833.0 |
PP |
5,817.7 |
5,817.7 |
5,817.7 |
5,810.0 |
S1 |
5,791.3 |
5,791.3 |
5,816.8 |
5,776.0 |
S2 |
5,760.7 |
5,760.7 |
5,811.6 |
|
S3 |
5,703.7 |
5,734.3 |
5,806.3 |
|
S4 |
5,646.7 |
5,677.3 |
5,790.7 |
|
|
Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,407.7 |
6,315.3 |
5,896.8 |
|
R3 |
6,182.7 |
6,090.3 |
5,834.9 |
|
R2 |
5,957.7 |
5,957.7 |
5,814.3 |
|
R1 |
5,865.3 |
5,865.3 |
5,793.6 |
5,799.0 |
PP |
5,732.7 |
5,732.7 |
5,732.7 |
5,699.5 |
S1 |
5,640.3 |
5,640.3 |
5,752.4 |
5,574.0 |
S2 |
5,507.7 |
5,507.7 |
5,731.8 |
|
S3 |
5,282.7 |
5,415.3 |
5,711.1 |
|
S4 |
5,057.7 |
5,190.3 |
5,649.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,851.5 |
5,600.0 |
251.5 |
4.3% |
81.4 |
1.4% |
88% |
False |
False |
2,515 |
10 |
5,868.5 |
5,600.0 |
268.5 |
4.6% |
84.2 |
1.4% |
83% |
False |
False |
1,500 |
20 |
5,868.5 |
5,524.5 |
344.0 |
5.9% |
81.7 |
1.4% |
86% |
False |
False |
844 |
40 |
5,870.0 |
5,330.5 |
539.5 |
9.3% |
84.0 |
1.4% |
91% |
False |
False |
500 |
60 |
5,904.0 |
5,330.5 |
573.5 |
9.9% |
74.6 |
1.3% |
86% |
False |
False |
380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,086.3 |
2.618 |
5,993.2 |
1.618 |
5,936.2 |
1.000 |
5,901.0 |
0.618 |
5,879.2 |
HIGH |
5,844.0 |
0.618 |
5,822.2 |
0.500 |
5,815.5 |
0.382 |
5,808.8 |
LOW |
5,787.0 |
0.618 |
5,751.8 |
1.000 |
5,730.0 |
1.618 |
5,694.8 |
2.618 |
5,637.8 |
4.250 |
5,544.8 |
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