Day Change Summary |
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Previous |
Current |
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11-Nov-2009 |
12-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,118.2 |
1,110.2 |
-8.0 |
-0.7% |
1,057.3 |
High |
1,122.5 |
1,126.3 |
3.8 |
0.3% |
1,104.3 |
Low |
1,109.9 |
1,107.5 |
-2.4 |
-0.2% |
1,054.0 |
Close |
1,118.2 |
1,110.2 |
-8.0 |
-0.7% |
1,099.2 |
Range |
12.6 |
18.8 |
6.2 |
49.2% |
50.3 |
ATR |
14.9 |
15.2 |
0.3 |
1.9% |
0.0 |
Volume |
3,921 |
1,666 |
-2,255 |
-57.5% |
5,422 |
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Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,171.1 |
1,159.4 |
1,120.5 |
|
R3 |
1,152.3 |
1,140.6 |
1,115.4 |
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R2 |
1,133.5 |
1,133.5 |
1,113.6 |
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R1 |
1,121.8 |
1,121.8 |
1,111.9 |
1,119.6 |
PP |
1,114.7 |
1,114.7 |
1,114.7 |
1,113.6 |
S1 |
1,103.0 |
1,103.0 |
1,108.5 |
1,100.8 |
S2 |
1,095.9 |
1,095.9 |
1,106.8 |
|
S3 |
1,077.1 |
1,084.2 |
1,105.0 |
|
S4 |
1,058.3 |
1,065.4 |
1,099.9 |
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Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,236.7 |
1,218.3 |
1,126.9 |
|
R3 |
1,186.4 |
1,168.0 |
1,113.0 |
|
R2 |
1,136.1 |
1,136.1 |
1,108.4 |
|
R1 |
1,117.7 |
1,117.7 |
1,103.8 |
1,126.9 |
PP |
1,085.8 |
1,085.8 |
1,085.8 |
1,090.5 |
S1 |
1,067.4 |
1,067.4 |
1,094.6 |
1,076.6 |
S2 |
1,035.5 |
1,035.5 |
1,090.0 |
|
S3 |
985.2 |
1,017.1 |
1,085.4 |
|
S4 |
934.9 |
966.8 |
1,071.5 |
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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 |
1,126.3 |
1,090.6 |
35.7 |
3.2% |
13.4 |
1.2% |
55% |
True |
False |
2,187 |
10 |
1,126.3 |
1,039.1 |
87.2 |
7.9% |
14.7 |
1.3% |
82% |
True |
False |
1,632 |
20 |
1,126.3 |
1,030.0 |
96.3 |
8.7% |
14.2 |
1.3% |
83% |
True |
False |
1,295 |
40 |
1,126.3 |
989.3 |
137.0 |
12.3% |
13.6 |
1.2% |
88% |
True |
False |
862 |
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Fibonacci Retracements and Extensions |
4.250 |
1,206.2 |
2.618 |
1,175.5 |
1.618 |
1,156.7 |
1.000 |
1,145.1 |
0.618 |
1,137.9 |
HIGH |
1,126.3 |
0.618 |
1,119.1 |
0.500 |
1,116.9 |
0.382 |
1,114.7 |
LOW |
1,107.5 |
0.618 |
1,095.9 |
1.000 |
1,088.7 |
1.618 |
1,077.1 |
2.618 |
1,058.3 |
4.250 |
1,027.6 |
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