Day Change Summary |
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Previous |
Current |
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15-Dec-2009 |
16-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5,841.5 |
5,842.0 |
0.5 |
0.0% |
5,825.0 |
High |
5,844.0 |
5,931.5 |
87.5 |
1.5% |
5,825.0 |
Low |
5,787.0 |
5,842.0 |
55.0 |
1.0% |
5,600.0 |
Close |
5,822.0 |
5,911.0 |
89.0 |
1.5% |
5,773.0 |
Range |
57.0 |
89.5 |
32.5 |
57.0% |
225.0 |
ATR |
94.9 |
95.9 |
1.0 |
1.1% |
0.0 |
Volume |
3,884 |
2,850 |
-1,034 |
-26.6% |
4,428 |
|
Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,163.3 |
6,126.7 |
5,960.2 |
|
R3 |
6,073.8 |
6,037.2 |
5,935.6 |
|
R2 |
5,984.3 |
5,984.3 |
5,927.4 |
|
R1 |
5,947.7 |
5,947.7 |
5,919.2 |
5,966.0 |
PP |
5,894.8 |
5,894.8 |
5,894.8 |
5,904.0 |
S1 |
5,858.2 |
5,858.2 |
5,902.8 |
5,876.5 |
S2 |
5,805.3 |
5,805.3 |
5,894.6 |
|
S3 |
5,715.8 |
5,768.7 |
5,886.4 |
|
S4 |
5,626.3 |
5,679.2 |
5,861.8 |
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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 |
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|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,931.5 |
5,656.5 |
275.0 |
4.7% |
74.0 |
1.3% |
93% |
True |
False |
2,991 |
10 |
5,931.5 |
5,600.0 |
331.5 |
5.6% |
87.8 |
1.5% |
94% |
True |
False |
1,771 |
20 |
5,931.5 |
5,524.5 |
407.0 |
6.9% |
83.3 |
1.4% |
95% |
True |
False |
985 |
40 |
5,931.5 |
5,330.5 |
601.0 |
10.2% |
83.4 |
1.4% |
97% |
True |
False |
541 |
60 |
5,931.5 |
5,330.5 |
601.0 |
10.2% |
75.3 |
1.3% |
97% |
True |
False |
424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,311.9 |
2.618 |
6,165.8 |
1.618 |
6,076.3 |
1.000 |
6,021.0 |
0.618 |
5,986.8 |
HIGH |
5,931.5 |
0.618 |
5,897.3 |
0.500 |
5,886.8 |
0.382 |
5,876.2 |
LOW |
5,842.0 |
0.618 |
5,786.7 |
1.000 |
5,752.5 |
1.618 |
5,697.2 |
2.618 |
5,607.7 |
4.250 |
5,461.6 |
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