Day Change Summary |
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Previous |
Current |
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06-Jan-2010 |
07-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,887.91 |
1,878.16 |
-9.75 |
-0.5% |
1,879.72 |
High |
1,893.21 |
1,881.33 |
-11.88 |
-0.6% |
1,882.46 |
Low |
1,873.90 |
1,867.62 |
-6.28 |
-0.3% |
1,860.31 |
Close |
1,878.42 |
1,876.72 |
-1.70 |
-0.1% |
1,860.31 |
Range |
19.31 |
13.71 |
-5.60 |
-29.0% |
22.15 |
ATR |
22.16 |
21.55 |
-0.60 |
-2.7% |
0.00 |
Volume |
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Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,916.35 |
1,910.25 |
1,884.26 |
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R3 |
1,902.64 |
1,896.54 |
1,880.49 |
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R2 |
1,888.93 |
1,888.93 |
1,879.23 |
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R1 |
1,882.83 |
1,882.83 |
1,877.98 |
1,879.03 |
PP |
1,875.22 |
1,875.22 |
1,875.22 |
1,873.32 |
S1 |
1,869.12 |
1,869.12 |
1,875.46 |
1,865.32 |
S2 |
1,861.51 |
1,861.51 |
1,874.21 |
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S3 |
1,847.80 |
1,855.41 |
1,872.95 |
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S4 |
1,834.09 |
1,841.70 |
1,869.18 |
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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 |
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R3 |
1,911.99 |
1,897.23 |
1,866.40 |
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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% |
15.47 |
0.8% |
50% |
False |
False |
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10 |
1,893.21 |
1,832.10 |
61.11 |
3.3% |
13.65 |
0.7% |
73% |
False |
False |
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20 |
1,893.21 |
1,759.34 |
133.87 |
7.1% |
16.82 |
0.9% |
88% |
False |
False |
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40 |
1,893.21 |
1,709.44 |
183.77 |
9.8% |
18.96 |
1.0% |
91% |
False |
False |
|
60 |
1,893.21 |
1,652.44 |
240.77 |
12.8% |
21.46 |
1.1% |
93% |
False |
False |
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80 |
1,893.21 |
1,652.44 |
240.77 |
12.8% |
21.98 |
1.2% |
93% |
False |
False |
|
100 |
1,893.21 |
1,563.14 |
330.07 |
17.6% |
22.61 |
1.2% |
95% |
False |
False |
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120 |
1,893.21 |
1,494.57 |
398.64 |
21.2% |
22.69 |
1.2% |
96% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,939.60 |
2.618 |
1,917.22 |
1.618 |
1,903.51 |
1.000 |
1,895.04 |
0.618 |
1,889.80 |
HIGH |
1,881.33 |
0.618 |
1,876.09 |
0.500 |
1,874.48 |
0.382 |
1,872.86 |
LOW |
1,867.62 |
0.618 |
1,859.15 |
1.000 |
1,853.91 |
1.618 |
1,845.44 |
2.618 |
1,831.73 |
4.250 |
1,809.35 |
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