Day Change Summary |
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Previous |
Current |
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|
|
|
16-Dec-2009 |
17-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5,842.0 |
5,881.0 |
39.0 |
0.7% |
5,825.0 |
High |
5,931.5 |
5,909.0 |
-22.5 |
-0.4% |
5,825.0 |
Low |
5,842.0 |
5,845.5 |
3.5 |
0.1% |
5,600.0 |
Close |
5,911.0 |
5,874.0 |
-37.0 |
-0.6% |
5,773.0 |
Range |
89.5 |
63.5 |
-26.0 |
-29.1% |
225.0 |
ATR |
95.9 |
93.7 |
-2.2 |
-2.3% |
0.0 |
Volume |
2,850 |
3,154 |
304 |
10.7% |
4,428 |
|
Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,066.7 |
6,033.8 |
5,908.9 |
|
R3 |
6,003.2 |
5,970.3 |
5,891.5 |
|
R2 |
5,939.7 |
5,939.7 |
5,885.6 |
|
R1 |
5,906.8 |
5,906.8 |
5,879.8 |
5,891.5 |
PP |
5,876.2 |
5,876.2 |
5,876.2 |
5,868.5 |
S1 |
5,843.3 |
5,843.3 |
5,868.2 |
5,828.0 |
S2 |
5,812.7 |
5,812.7 |
5,862.4 |
|
S3 |
5,749.2 |
5,779.8 |
5,856.5 |
|
S4 |
5,685.7 |
5,716.3 |
5,839.1 |
|
|
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 |
5,931.5 |
5,733.5 |
198.0 |
3.4% |
67.7 |
1.2% |
71% |
False |
False |
3,293 |
10 |
5,931.5 |
5,600.0 |
331.5 |
5.6% |
82.0 |
1.4% |
83% |
False |
False |
2,026 |
20 |
5,931.5 |
5,524.5 |
407.0 |
6.9% |
82.9 |
1.4% |
86% |
False |
False |
1,139 |
40 |
5,931.5 |
5,330.5 |
601.0 |
10.2% |
82.4 |
1.4% |
90% |
False |
False |
615 |
60 |
5,931.5 |
5,330.5 |
601.0 |
10.2% |
74.6 |
1.3% |
90% |
False |
False |
476 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,178.9 |
2.618 |
6,075.2 |
1.618 |
6,011.7 |
1.000 |
5,972.5 |
0.618 |
5,948.2 |
HIGH |
5,909.0 |
0.618 |
5,884.7 |
0.500 |
5,877.3 |
0.382 |
5,869.8 |
LOW |
5,845.5 |
0.618 |
5,806.3 |
1.000 |
5,782.0 |
1.618 |
5,742.8 |
2.618 |
5,679.3 |
4.250 |
5,575.6 |
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