Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2009 |
29-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
6,040.0 |
6,040.0 |
0.0 |
0.0% |
5,904.5 |
High |
6,040.0 |
6,042.0 |
2.0 |
0.0% |
6,002.5 |
Low |
6,000.0 |
6,020.0 |
20.0 |
0.3% |
5,880.5 |
Close |
6,020.0 |
6,019.0 |
-1.0 |
0.0% |
5,968.0 |
Range |
40.0 |
22.0 |
-18.0 |
-45.0% |
122.0 |
ATR |
87.2 |
82.6 |
-4.7 |
-5.3% |
0.0 |
Volume |
224 |
307 |
83 |
37.1% |
1,016 |
|
Daily Pivots for day following 29-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,093.0 |
6,078.0 |
6,031.1 |
|
R3 |
6,071.0 |
6,056.0 |
6,025.1 |
|
R2 |
6,049.0 |
6,049.0 |
6,023.0 |
|
R1 |
6,034.0 |
6,034.0 |
6,021.0 |
6,030.5 |
PP |
6,027.0 |
6,027.0 |
6,027.0 |
6,025.3 |
S1 |
6,012.0 |
6,012.0 |
6,017.0 |
6,008.5 |
S2 |
6,005.0 |
6,005.0 |
6,015.0 |
|
S3 |
5,983.0 |
5,990.0 |
6,013.0 |
|
S4 |
5,961.0 |
5,968.0 |
6,006.9 |
|
|
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 |
6,042.0 |
5,880.5 |
161.5 |
2.7% |
45.8 |
0.8% |
86% |
True |
False |
309 |
10 |
6,042.0 |
5,787.0 |
255.0 |
4.2% |
57.8 |
1.0% |
91% |
True |
False |
1,908 |
20 |
6,042.0 |
5,600.0 |
442.0 |
7.3% |
70.1 |
1.2% |
95% |
True |
False |
1,255 |
40 |
6,042.0 |
5,330.5 |
711.5 |
11.8% |
73.2 |
1.2% |
97% |
True |
False |
695 |
60 |
6,042.0 |
5,330.5 |
711.5 |
11.8% |
72.8 |
1.2% |
97% |
True |
False |
514 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,135.5 |
2.618 |
6,099.6 |
1.618 |
6,077.6 |
1.000 |
6,064.0 |
0.618 |
6,055.6 |
HIGH |
6,042.0 |
0.618 |
6,033.6 |
0.500 |
6,031.0 |
0.382 |
6,028.4 |
LOW |
6,020.0 |
0.618 |
6,006.4 |
1.000 |
5,998.0 |
1.618 |
5,984.4 |
2.618 |
5,962.4 |
4.250 |
5,926.5 |
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