Day Change Summary |
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Previous |
Current |
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|
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22-Dec-2009 |
23-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5,958.5 |
5,999.0 |
40.5 |
0.7% |
5,850.0 |
High |
5,995.0 |
6,002.5 |
7.5 |
0.1% |
5,931.5 |
Low |
5,953.5 |
5,953.0 |
-0.5 |
0.0% |
5,787.0 |
Close |
5,970.0 |
5,968.0 |
-2.0 |
0.0% |
5,849.5 |
Range |
41.5 |
49.5 |
8.0 |
19.3% |
144.5 |
ATR |
91.4 |
88.4 |
-3.0 |
-3.3% |
0.0 |
Volume |
449 |
421 |
-28 |
-6.2% |
17,542 |
|
Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,123.0 |
6,095.0 |
5,995.2 |
|
R3 |
6,073.5 |
6,045.5 |
5,981.6 |
|
R2 |
6,024.0 |
6,024.0 |
5,977.1 |
|
R1 |
5,996.0 |
5,996.0 |
5,972.5 |
5,985.3 |
PP |
5,974.5 |
5,974.5 |
5,974.5 |
5,969.1 |
S1 |
5,946.5 |
5,946.5 |
5,963.5 |
5,935.8 |
S2 |
5,925.0 |
5,925.0 |
5,958.9 |
|
S3 |
5,875.5 |
5,897.0 |
5,954.4 |
|
S4 |
5,826.0 |
5,847.5 |
5,940.8 |
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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 |
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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 |
6,002.5 |
5,835.0 |
167.5 |
2.8% |
62.8 |
1.1% |
79% |
True |
False |
1,254 |
10 |
6,002.5 |
5,656.5 |
346.0 |
5.8% |
68.4 |
1.1% |
90% |
True |
False |
2,122 |
20 |
6,002.5 |
5,524.5 |
478.0 |
8.0% |
83.0 |
1.4% |
93% |
True |
False |
1,241 |
40 |
6,002.5 |
5,330.5 |
672.0 |
11.3% |
78.4 |
1.3% |
95% |
True |
False |
683 |
60 |
6,002.5 |
5,330.5 |
672.0 |
11.3% |
75.9 |
1.3% |
95% |
True |
False |
516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,212.9 |
2.618 |
6,132.1 |
1.618 |
6,082.6 |
1.000 |
6,052.0 |
0.618 |
6,033.1 |
HIGH |
6,002.5 |
0.618 |
5,983.6 |
0.500 |
5,977.8 |
0.382 |
5,971.9 |
LOW |
5,953.0 |
0.618 |
5,922.4 |
1.000 |
5,903.5 |
1.618 |
5,872.9 |
2.618 |
5,823.4 |
4.250 |
5,742.6 |
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