Day Change Summary |
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Previous |
Current |
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05-Jan-2010 |
06-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,887.28 |
1,887.91 |
0.63 |
0.0% |
1,879.72 |
High |
1,891.33 |
1,893.21 |
1.88 |
0.1% |
1,882.46 |
Low |
1,877.52 |
1,873.90 |
-3.62 |
-0.2% |
1,860.31 |
Close |
1,888.43 |
1,878.42 |
-10.01 |
-0.5% |
1,860.31 |
Range |
13.81 |
19.31 |
5.50 |
39.8% |
22.15 |
ATR |
22.37 |
22.16 |
-0.22 |
-1.0% |
0.00 |
Volume |
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Daily Pivots for day following 06-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,939.77 |
1,928.41 |
1,889.04 |
|
R3 |
1,920.46 |
1,909.10 |
1,883.73 |
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R2 |
1,901.15 |
1,901.15 |
1,881.96 |
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R1 |
1,889.79 |
1,889.79 |
1,880.19 |
1,885.82 |
PP |
1,881.84 |
1,881.84 |
1,881.84 |
1,879.86 |
S1 |
1,870.48 |
1,870.48 |
1,876.65 |
1,866.51 |
S2 |
1,862.53 |
1,862.53 |
1,874.88 |
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S3 |
1,843.22 |
1,851.17 |
1,873.11 |
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S4 |
1,823.91 |
1,831.86 |
1,867.80 |
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Weekly Pivots for week ending 01-Jan-2010 |
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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 |
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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 |
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S3 |
1,823.39 |
1,830.78 |
1,854.22 |
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S4 |
1,801.24 |
1,808.63 |
1,848.13 |
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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 |
1,893.21 |
1,860.31 |
32.90 |
1.8% |
15.04 |
0.8% |
55% |
True |
False |
|
10 |
1,893.21 |
1,790.14 |
103.07 |
5.5% |
14.10 |
0.8% |
86% |
True |
False |
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20 |
1,893.21 |
1,759.34 |
133.87 |
7.1% |
18.25 |
1.0% |
89% |
True |
False |
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40 |
1,893.21 |
1,697.94 |
195.27 |
10.4% |
19.24 |
1.0% |
92% |
True |
False |
|
60 |
1,893.21 |
1,652.44 |
240.77 |
12.8% |
21.54 |
1.1% |
94% |
True |
False |
|
80 |
1,893.21 |
1,652.44 |
240.77 |
12.8% |
22.07 |
1.2% |
94% |
True |
False |
|
100 |
1,893.21 |
1,563.14 |
330.07 |
17.6% |
22.87 |
1.2% |
96% |
True |
False |
|
120 |
1,893.21 |
1,470.09 |
423.12 |
22.5% |
22.84 |
1.2% |
97% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,975.28 |
2.618 |
1,943.76 |
1.618 |
1,924.45 |
1.000 |
1,912.52 |
0.618 |
1,905.14 |
HIGH |
1,893.21 |
0.618 |
1,885.83 |
0.500 |
1,883.56 |
0.382 |
1,881.28 |
LOW |
1,873.90 |
0.618 |
1,861.97 |
1.000 |
1,854.59 |
1.618 |
1,842.66 |
2.618 |
1,823.35 |
4.250 |
1,791.83 |
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