Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2009 |
30-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
6,040.0 |
6,024.5 |
-15.5 |
-0.3% |
5,904.5 |
High |
6,042.0 |
6,024.5 |
-17.5 |
-0.3% |
6,002.5 |
Low |
6,020.0 |
5,969.5 |
-50.5 |
-0.8% |
5,880.5 |
Close |
6,019.0 |
5,969.0 |
-50.0 |
-0.8% |
5,968.0 |
Range |
22.0 |
55.0 |
33.0 |
150.0% |
122.0 |
ATR |
82.6 |
80.6 |
-2.0 |
-2.4% |
0.0 |
Volume |
307 |
101 |
-206 |
-67.1% |
1,016 |
|
Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,152.7 |
6,115.8 |
5,999.3 |
|
R3 |
6,097.7 |
6,060.8 |
5,984.1 |
|
R2 |
6,042.7 |
6,042.7 |
5,979.1 |
|
R1 |
6,005.8 |
6,005.8 |
5,974.0 |
5,996.8 |
PP |
5,987.7 |
5,987.7 |
5,987.7 |
5,983.1 |
S1 |
5,950.8 |
5,950.8 |
5,964.0 |
5,941.8 |
S2 |
5,932.7 |
5,932.7 |
5,958.9 |
|
S3 |
5,877.7 |
5,895.8 |
5,953.9 |
|
S4 |
5,822.7 |
5,840.8 |
5,938.8 |
|
|
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 |
5,953.0 |
89.0 |
1.5% |
41.6 |
0.7% |
18% |
False |
False |
300 |
10 |
6,042.0 |
5,787.0 |
255.0 |
4.3% |
57.8 |
1.0% |
71% |
False |
False |
1,363 |
20 |
6,042.0 |
5,600.0 |
442.0 |
7.4% |
72.8 |
1.2% |
83% |
False |
False |
1,250 |
40 |
6,042.0 |
5,330.5 |
711.5 |
11.9% |
72.0 |
1.2% |
90% |
False |
False |
696 |
60 |
6,042.0 |
5,330.5 |
711.5 |
11.9% |
73.8 |
1.2% |
90% |
False |
False |
516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,258.3 |
2.618 |
6,168.5 |
1.618 |
6,113.5 |
1.000 |
6,079.5 |
0.618 |
6,058.5 |
HIGH |
6,024.5 |
0.618 |
6,003.5 |
0.500 |
5,997.0 |
0.382 |
5,990.5 |
LOW |
5,969.5 |
0.618 |
5,935.5 |
1.000 |
5,914.5 |
1.618 |
5,880.5 |
2.618 |
5,825.5 |
4.250 |
5,735.8 |
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