Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2009 |
04-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,881.71 |
1,882.69 |
0.98 |
0.1% |
1,879.72 |
High |
1,882.46 |
1,890.02 |
7.56 |
0.4% |
1,882.46 |
Low |
1,860.31 |
1,881.63 |
21.32 |
1.1% |
1,860.31 |
Close |
1,860.31 |
1,886.70 |
26.39 |
1.4% |
1,860.31 |
Range |
22.15 |
8.39 |
-13.76 |
-62.1% |
22.15 |
ATR |
22.52 |
23.03 |
0.51 |
2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,911.29 |
1,907.38 |
1,891.31 |
|
R3 |
1,902.90 |
1,898.99 |
1,889.01 |
|
R2 |
1,894.51 |
1,894.51 |
1,888.24 |
|
R1 |
1,890.60 |
1,890.60 |
1,887.47 |
1,892.56 |
PP |
1,886.12 |
1,886.12 |
1,886.12 |
1,887.09 |
S1 |
1,882.21 |
1,882.21 |
1,885.93 |
1,884.17 |
S2 |
1,877.73 |
1,877.73 |
1,885.16 |
|
S3 |
1,869.34 |
1,873.82 |
1,884.39 |
|
S4 |
1,860.95 |
1,865.43 |
1,882.09 |
|
|
Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,934.14 |
1,919.38 |
1,872.49 |
|
R3 |
1,911.99 |
1,897.23 |
1,866.40 |
|
R2 |
1,889.84 |
1,889.84 |
1,864.37 |
|
R1 |
1,875.08 |
1,875.08 |
1,862.34 |
1,871.39 |
PP |
1,867.69 |
1,867.69 |
1,867.69 |
1,865.85 |
S1 |
1,852.93 |
1,852.93 |
1,858.28 |
1,849.24 |
S2 |
1,845.54 |
1,845.54 |
1,856.25 |
|
S3 |
1,823.39 |
1,830.78 |
1,854.22 |
|
S4 |
1,801.24 |
1,808.63 |
1,848.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,890.02 |
1,855.78 |
34.24 |
1.8% |
13.23 |
0.7% |
90% |
True |
False |
|
10 |
1,890.02 |
1,777.08 |
112.94 |
6.0% |
14.15 |
0.8% |
97% |
True |
False |
|
20 |
1,890.02 |
1,759.34 |
130.68 |
6.9% |
18.81 |
1.0% |
97% |
True |
False |
|
40 |
1,890.02 |
1,660.10 |
229.92 |
12.2% |
19.48 |
1.0% |
99% |
True |
False |
|
60 |
1,890.02 |
1,652.44 |
237.58 |
12.6% |
21.66 |
1.1% |
99% |
True |
False |
|
80 |
1,890.02 |
1,643.44 |
246.58 |
13.1% |
22.15 |
1.2% |
99% |
True |
False |
|
100 |
1,890.02 |
1,563.14 |
326.88 |
17.3% |
22.91 |
1.2% |
99% |
True |
False |
|
120 |
1,890.02 |
1,402.19 |
487.83 |
25.9% |
23.07 |
1.2% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,925.68 |
2.618 |
1,911.99 |
1.618 |
1,903.60 |
1.000 |
1,898.41 |
0.618 |
1,895.21 |
HIGH |
1,890.02 |
0.618 |
1,886.82 |
0.500 |
1,885.83 |
0.382 |
1,884.83 |
LOW |
1,881.63 |
0.618 |
1,876.44 |
1.000 |
1,873.24 |
1.618 |
1,868.05 |
2.618 |
1,859.66 |
4.250 |
1,845.97 |
|
|