Day Change Summary |
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Previous |
Current |
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|
|
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17-Dec-2009 |
18-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5,881.0 |
5,880.0 |
-1.0 |
0.0% |
5,850.0 |
High |
5,909.0 |
5,918.5 |
9.5 |
0.2% |
5,931.5 |
Low |
5,845.5 |
5,835.0 |
-10.5 |
-0.2% |
5,787.0 |
Close |
5,874.0 |
5,849.5 |
-24.5 |
-0.4% |
5,849.5 |
Range |
63.5 |
83.5 |
20.0 |
31.5% |
144.5 |
ATR |
93.7 |
93.0 |
-0.7 |
-0.8% |
0.0 |
Volume |
3,154 |
2,100 |
-1,054 |
-33.4% |
17,542 |
|
Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,118.2 |
6,067.3 |
5,895.4 |
|
R3 |
6,034.7 |
5,983.8 |
5,872.5 |
|
R2 |
5,951.2 |
5,951.2 |
5,864.8 |
|
R1 |
5,900.3 |
5,900.3 |
5,857.2 |
5,884.0 |
PP |
5,867.7 |
5,867.7 |
5,867.7 |
5,859.5 |
S1 |
5,816.8 |
5,816.8 |
5,841.8 |
5,800.5 |
S2 |
5,784.2 |
5,784.2 |
5,834.2 |
|
S3 |
5,700.7 |
5,733.3 |
5,826.5 |
|
S4 |
5,617.2 |
5,649.8 |
5,803.6 |
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|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,289.5 |
6,214.0 |
5,929.0 |
|
R3 |
6,145.0 |
6,069.5 |
5,889.2 |
|
R2 |
6,000.5 |
6,000.5 |
5,876.0 |
|
R1 |
5,925.0 |
5,925.0 |
5,862.7 |
5,890.5 |
PP |
5,856.0 |
5,856.0 |
5,856.0 |
5,838.8 |
S1 |
5,780.5 |
5,780.5 |
5,836.3 |
5,746.0 |
S2 |
5,711.5 |
5,711.5 |
5,823.0 |
|
S3 |
5,567.0 |
5,636.0 |
5,809.8 |
|
S4 |
5,422.5 |
5,491.5 |
5,770.0 |
|
|
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 |
5,787.0 |
144.5 |
2.5% |
69.7 |
1.2% |
43% |
False |
False |
3,508 |
10 |
5,931.5 |
5,600.0 |
331.5 |
5.7% |
81.6 |
1.4% |
75% |
False |
False |
2,197 |
20 |
5,931.5 |
5,524.5 |
407.0 |
7.0% |
82.8 |
1.4% |
80% |
False |
False |
1,241 |
40 |
5,931.5 |
5,330.5 |
601.0 |
10.3% |
81.6 |
1.4% |
86% |
False |
False |
662 |
60 |
5,931.5 |
5,330.5 |
601.0 |
10.3% |
75.1 |
1.3% |
86% |
False |
False |
509 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,273.4 |
2.618 |
6,137.1 |
1.618 |
6,053.6 |
1.000 |
6,002.0 |
0.618 |
5,970.1 |
HIGH |
5,918.5 |
0.618 |
5,886.6 |
0.500 |
5,876.8 |
0.382 |
5,866.9 |
LOW |
5,835.0 |
0.618 |
5,783.4 |
1.000 |
5,751.5 |
1.618 |
5,699.9 |
2.618 |
5,616.4 |
4.250 |
5,480.1 |
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