Day Change Summary |
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Previous |
Current |
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|
|
|
21-Dec-2009 |
22-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5,904.5 |
5,958.5 |
54.0 |
0.9% |
5,850.0 |
High |
5,956.5 |
5,995.0 |
38.5 |
0.6% |
5,931.5 |
Low |
5,880.5 |
5,953.5 |
73.0 |
1.2% |
5,787.0 |
Close |
5,938.0 |
5,970.0 |
32.0 |
0.5% |
5,849.5 |
Range |
76.0 |
41.5 |
-34.5 |
-45.4% |
144.5 |
ATR |
94.0 |
91.4 |
-2.6 |
-2.8% |
0.0 |
Volume |
146 |
449 |
303 |
207.5% |
17,542 |
|
Daily Pivots for day following 22-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,097.3 |
6,075.2 |
5,992.8 |
|
R3 |
6,055.8 |
6,033.7 |
5,981.4 |
|
R2 |
6,014.3 |
6,014.3 |
5,977.6 |
|
R1 |
5,992.2 |
5,992.2 |
5,973.8 |
6,003.3 |
PP |
5,972.8 |
5,972.8 |
5,972.8 |
5,978.4 |
S1 |
5,950.7 |
5,950.7 |
5,966.2 |
5,961.8 |
S2 |
5,931.3 |
5,931.3 |
5,962.4 |
|
S3 |
5,889.8 |
5,909.2 |
5,958.6 |
|
S4 |
5,848.3 |
5,867.7 |
5,947.2 |
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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 |
5,995.0 |
5,835.0 |
160.0 |
2.7% |
70.8 |
1.2% |
84% |
True |
False |
1,739 |
10 |
5,995.0 |
5,600.0 |
395.0 |
6.6% |
76.1 |
1.3% |
94% |
True |
False |
2,127 |
20 |
5,995.0 |
5,524.5 |
470.5 |
7.9% |
83.6 |
1.4% |
95% |
True |
False |
1,229 |
40 |
5,995.0 |
5,330.5 |
664.5 |
11.1% |
79.5 |
1.3% |
96% |
True |
False |
674 |
60 |
5,995.0 |
5,330.5 |
664.5 |
11.1% |
75.1 |
1.3% |
96% |
True |
False |
511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,171.4 |
2.618 |
6,103.6 |
1.618 |
6,062.1 |
1.000 |
6,036.5 |
0.618 |
6,020.6 |
HIGH |
5,995.0 |
0.618 |
5,979.1 |
0.500 |
5,974.3 |
0.382 |
5,969.4 |
LOW |
5,953.5 |
0.618 |
5,927.9 |
1.000 |
5,912.0 |
1.618 |
5,886.4 |
2.618 |
5,844.9 |
4.250 |
5,777.1 |
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