Day Change Summary |
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Previous |
Current |
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11-Jan-2010 |
12-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,896.05 |
1,874.75 |
-21.30 |
-1.1% |
1,882.69 |
High |
1,897.49 |
1,876.37 |
-21.12 |
-1.1% |
1,893.25 |
Low |
1,876.25 |
1,852.31 |
-23.94 |
-1.3% |
1,867.62 |
Close |
1,886.24 |
1,861.79 |
-24.45 |
-1.3% |
1,892.59 |
Range |
21.24 |
24.06 |
2.82 |
13.3% |
25.63 |
ATR |
21.74 |
22.61 |
0.87 |
4.0% |
0.00 |
Volume |
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Daily Pivots for day following 12-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,935.67 |
1,922.79 |
1,875.02 |
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R3 |
1,911.61 |
1,898.73 |
1,868.41 |
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R2 |
1,887.55 |
1,887.55 |
1,866.20 |
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R1 |
1,874.67 |
1,874.67 |
1,864.00 |
1,869.08 |
PP |
1,863.49 |
1,863.49 |
1,863.49 |
1,860.70 |
S1 |
1,850.61 |
1,850.61 |
1,859.58 |
1,845.02 |
S2 |
1,839.43 |
1,839.43 |
1,857.38 |
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S3 |
1,815.37 |
1,826.55 |
1,855.17 |
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S4 |
1,791.31 |
1,802.49 |
1,848.56 |
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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 |
1,852.31 |
45.18 |
2.4% |
20.60 |
1.1% |
21% |
False |
True |
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10 |
1,897.49 |
1,852.31 |
45.18 |
2.4% |
16.89 |
0.9% |
21% |
False |
True |
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20 |
1,897.49 |
1,777.08 |
120.41 |
6.5% |
16.56 |
0.9% |
70% |
False |
False |
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40 |
1,897.49 |
1,742.20 |
155.29 |
8.3% |
19.13 |
1.0% |
77% |
False |
False |
|
60 |
1,897.49 |
1,652.44 |
245.05 |
13.2% |
21.69 |
1.2% |
85% |
False |
False |
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80 |
1,897.49 |
1,652.44 |
245.05 |
13.2% |
22.22 |
1.2% |
85% |
False |
False |
|
100 |
1,897.49 |
1,566.44 |
331.05 |
17.8% |
22.62 |
1.2% |
89% |
False |
False |
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120 |
1,897.49 |
1,530.80 |
366.69 |
19.7% |
22.79 |
1.2% |
90% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,978.63 |
2.618 |
1,939.36 |
1.618 |
1,915.30 |
1.000 |
1,900.43 |
0.618 |
1,891.24 |
HIGH |
1,876.37 |
0.618 |
1,867.18 |
0.500 |
1,864.34 |
0.382 |
1,861.50 |
LOW |
1,852.31 |
0.618 |
1,837.44 |
1.000 |
1,828.25 |
1.618 |
1,813.38 |
2.618 |
1,789.32 |
4.250 |
1,750.06 |
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