Day Change Summary |
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Previous |
Current |
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19-Jan-2010 |
20-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,869.24 |
1,882.06 |
12.82 |
0.7% |
1,896.05 |
High |
1,896.54 |
1,882.31 |
-14.23 |
-0.8% |
1,897.49 |
Low |
1,868.83 |
1,848.09 |
-20.74 |
-1.1% |
1,852.31 |
Close |
1,895.48 |
1,867.95 |
-27.53 |
-1.5% |
1,864.52 |
Range |
27.71 |
34.22 |
6.51 |
23.5% |
45.18 |
ATR |
24.24 |
25.90 |
1.65 |
6.8% |
0.00 |
Volume |
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Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,968.78 |
1,952.58 |
1,886.77 |
|
R3 |
1,934.56 |
1,918.36 |
1,877.36 |
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R2 |
1,900.34 |
1,900.34 |
1,874.22 |
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R1 |
1,884.14 |
1,884.14 |
1,871.09 |
1,875.13 |
PP |
1,866.12 |
1,866.12 |
1,866.12 |
1,861.61 |
S1 |
1,849.92 |
1,849.92 |
1,864.81 |
1,840.91 |
S2 |
1,831.90 |
1,831.90 |
1,861.68 |
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S3 |
1,797.68 |
1,815.70 |
1,858.54 |
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S4 |
1,763.46 |
1,781.48 |
1,849.13 |
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Weekly Pivots for week ending 15-Jan-2010 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,006.98 |
1,980.93 |
1,889.37 |
|
R3 |
1,961.80 |
1,935.75 |
1,876.94 |
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R2 |
1,916.62 |
1,916.62 |
1,872.80 |
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R1 |
1,890.57 |
1,890.57 |
1,868.66 |
1,881.01 |
PP |
1,871.44 |
1,871.44 |
1,871.44 |
1,866.66 |
S1 |
1,845.39 |
1,845.39 |
1,860.38 |
1,835.83 |
S2 |
1,826.26 |
1,826.26 |
1,856.24 |
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S3 |
1,781.08 |
1,800.21 |
1,852.10 |
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S4 |
1,735.90 |
1,755.03 |
1,839.67 |
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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 |
1,896.54 |
1,848.09 |
48.45 |
2.6% |
29.04 |
1.6% |
41% |
False |
True |
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10 |
1,897.49 |
1,848.09 |
49.40 |
2.6% |
24.82 |
1.3% |
40% |
False |
True |
|
20 |
1,897.49 |
1,777.08 |
120.41 |
6.4% |
19.38 |
1.0% |
75% |
False |
False |
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40 |
1,897.49 |
1,742.20 |
155.29 |
8.3% |
20.25 |
1.1% |
81% |
False |
False |
|
60 |
1,897.49 |
1,652.44 |
245.05 |
13.1% |
22.58 |
1.2% |
88% |
False |
False |
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80 |
1,897.49 |
1,652.44 |
245.05 |
13.1% |
22.88 |
1.2% |
88% |
False |
False |
|
100 |
1,897.49 |
1,585.56 |
311.93 |
16.7% |
22.87 |
1.2% |
91% |
False |
False |
|
120 |
1,897.49 |
1,563.14 |
334.35 |
17.9% |
22.89 |
1.2% |
91% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,027.75 |
2.618 |
1,971.90 |
1.618 |
1,937.68 |
1.000 |
1,916.53 |
0.618 |
1,903.46 |
HIGH |
1,882.31 |
0.618 |
1,869.24 |
0.500 |
1,865.20 |
0.382 |
1,861.16 |
LOW |
1,848.09 |
0.618 |
1,826.94 |
1.000 |
1,813.87 |
1.618 |
1,792.72 |
2.618 |
1,758.50 |
4.250 |
1,702.66 |
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