Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2009 |
28-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5,999.0 |
6,040.0 |
41.0 |
0.7% |
5,904.5 |
High |
6,002.5 |
6,040.0 |
37.5 |
0.6% |
6,002.5 |
Low |
5,953.0 |
6,000.0 |
47.0 |
0.8% |
5,880.5 |
Close |
5,968.0 |
6,020.0 |
52.0 |
0.9% |
5,968.0 |
Range |
49.5 |
40.0 |
-9.5 |
-19.2% |
122.0 |
ATR |
88.4 |
87.2 |
-1.2 |
-1.3% |
0.0 |
Volume |
421 |
224 |
-197 |
-46.8% |
1,016 |
|
Daily Pivots for day following 28-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,140.0 |
6,120.0 |
6,042.0 |
|
R3 |
6,100.0 |
6,080.0 |
6,031.0 |
|
R2 |
6,060.0 |
6,060.0 |
6,027.3 |
|
R1 |
6,040.0 |
6,040.0 |
6,023.7 |
6,030.0 |
PP |
6,020.0 |
6,020.0 |
6,020.0 |
6,015.0 |
S1 |
6,000.0 |
6,000.0 |
6,016.3 |
5,990.0 |
S2 |
5,980.0 |
5,980.0 |
6,012.7 |
|
S3 |
5,940.0 |
5,960.0 |
6,009.0 |
|
S4 |
5,900.0 |
5,920.0 |
5,998.0 |
|
|
Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,316.3 |
6,264.2 |
6,035.1 |
|
R3 |
6,194.3 |
6,142.2 |
6,001.6 |
|
R2 |
6,072.3 |
6,072.3 |
5,990.4 |
|
R1 |
6,020.2 |
6,020.2 |
5,979.2 |
6,046.3 |
PP |
5,950.3 |
5,950.3 |
5,950.3 |
5,963.4 |
S1 |
5,898.2 |
5,898.2 |
5,956.8 |
5,924.3 |
S2 |
5,828.3 |
5,828.3 |
5,945.6 |
|
S3 |
5,706.3 |
5,776.2 |
5,934.5 |
|
S4 |
5,584.3 |
5,654.2 |
5,900.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,040.0 |
5,835.0 |
205.0 |
3.4% |
58.1 |
1.0% |
90% |
True |
False |
668 |
10 |
6,040.0 |
5,733.5 |
306.5 |
5.1% |
62.9 |
1.0% |
93% |
True |
False |
1,980 |
20 |
6,040.0 |
5,524.5 |
515.5 |
8.6% |
78.0 |
1.3% |
96% |
True |
False |
1,243 |
40 |
6,040.0 |
5,330.5 |
709.5 |
11.8% |
76.1 |
1.3% |
97% |
True |
False |
688 |
60 |
6,040.0 |
5,330.5 |
709.5 |
11.8% |
73.7 |
1.2% |
97% |
True |
False |
514 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,210.0 |
2.618 |
6,144.7 |
1.618 |
6,104.7 |
1.000 |
6,080.0 |
0.618 |
6,064.7 |
HIGH |
6,040.0 |
0.618 |
6,024.7 |
0.500 |
6,020.0 |
0.382 |
6,015.3 |
LOW |
6,000.0 |
0.618 |
5,975.3 |
1.000 |
5,960.0 |
1.618 |
5,935.3 |
2.618 |
5,895.3 |
4.250 |
5,830.0 |
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