Day Change Summary |
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Previous |
Current |
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08-Jan-2010 |
11-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,870.90 |
1,896.05 |
25.15 |
1.3% |
1,882.69 |
High |
1,893.25 |
1,897.49 |
4.24 |
0.2% |
1,893.25 |
Low |
1,868.55 |
1,876.25 |
7.70 |
0.4% |
1,867.62 |
Close |
1,892.59 |
1,886.24 |
-6.35 |
-0.3% |
1,892.59 |
Range |
24.70 |
21.24 |
-3.46 |
-14.0% |
25.63 |
ATR |
21.78 |
21.74 |
-0.04 |
-0.2% |
0.00 |
Volume |
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Daily Pivots for day following 11-Jan-2010 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,950.38 |
1,939.55 |
1,897.92 |
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R3 |
1,929.14 |
1,918.31 |
1,892.08 |
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R2 |
1,907.90 |
1,907.90 |
1,890.13 |
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R1 |
1,897.07 |
1,897.07 |
1,888.19 |
1,891.87 |
PP |
1,886.66 |
1,886.66 |
1,886.66 |
1,884.06 |
S1 |
1,875.83 |
1,875.83 |
1,884.29 |
1,870.63 |
S2 |
1,865.42 |
1,865.42 |
1,882.35 |
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S3 |
1,844.18 |
1,854.59 |
1,880.40 |
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S4 |
1,822.94 |
1,833.35 |
1,874.56 |
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Weekly Pivots for week ending 08-Jan-2010 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,961.38 |
1,952.61 |
1,906.69 |
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R3 |
1,935.75 |
1,926.98 |
1,899.64 |
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R2 |
1,910.12 |
1,910.12 |
1,897.29 |
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R1 |
1,901.35 |
1,901.35 |
1,894.94 |
1,905.74 |
PP |
1,884.49 |
1,884.49 |
1,884.49 |
1,886.68 |
S1 |
1,875.72 |
1,875.72 |
1,890.24 |
1,880.11 |
S2 |
1,858.86 |
1,858.86 |
1,887.89 |
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S3 |
1,833.23 |
1,850.09 |
1,885.54 |
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S4 |
1,807.60 |
1,824.46 |
1,878.49 |
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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 |
1,897.49 |
1,867.62 |
29.87 |
1.6% |
18.55 |
1.0% |
62% |
True |
False |
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10 |
1,897.49 |
1,855.78 |
41.71 |
2.2% |
15.89 |
0.8% |
73% |
True |
False |
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20 |
1,897.49 |
1,759.34 |
138.15 |
7.3% |
16.95 |
0.9% |
92% |
True |
False |
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40 |
1,897.49 |
1,742.20 |
155.29 |
8.2% |
18.88 |
1.0% |
93% |
True |
False |
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60 |
1,897.49 |
1,652.44 |
245.05 |
13.0% |
21.53 |
1.1% |
95% |
True |
False |
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80 |
1,897.49 |
1,652.44 |
245.05 |
13.0% |
22.11 |
1.2% |
95% |
True |
False |
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100 |
1,897.49 |
1,563.14 |
334.35 |
17.7% |
22.58 |
1.2% |
97% |
True |
False |
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120 |
1,897.49 |
1,529.45 |
368.04 |
19.5% |
22.72 |
1.2% |
97% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,987.76 |
2.618 |
1,953.10 |
1.618 |
1,931.86 |
1.000 |
1,918.73 |
0.618 |
1,910.62 |
HIGH |
1,897.49 |
0.618 |
1,889.38 |
0.500 |
1,886.87 |
0.382 |
1,884.36 |
LOW |
1,876.25 |
0.618 |
1,863.12 |
1.000 |
1,855.01 |
1.618 |
1,841.88 |
2.618 |
1,820.64 |
4.250 |
1,785.98 |
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