Day Change Summary |
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Previous |
Current |
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31-Dec-2009 |
04-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,876.00 |
1,865.50 |
-10.50 |
-0.6% |
1,867.50 |
High |
1,882.00 |
1,889.00 |
7.00 |
0.4% |
1,882.00 |
Low |
1,858.75 |
1,865.50 |
6.75 |
0.4% |
1,858.75 |
Close |
1,858.75 |
1,886.75 |
28.00 |
1.5% |
1,858.75 |
Range |
23.25 |
23.50 |
0.25 |
1.1% |
23.25 |
ATR |
23.87 |
24.32 |
0.46 |
1.9% |
0.00 |
Volume |
128,388 |
112,918 |
-15,470 |
-12.0% |
418,616 |
|
Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,951.00 |
1,942.25 |
1,899.75 |
|
R3 |
1,927.50 |
1,918.75 |
1,893.25 |
|
R2 |
1,904.00 |
1,904.00 |
1,891.00 |
|
R1 |
1,895.25 |
1,895.25 |
1,889.00 |
1,899.50 |
PP |
1,880.50 |
1,880.50 |
1,880.50 |
1,882.50 |
S1 |
1,871.75 |
1,871.75 |
1,884.50 |
1,876.00 |
S2 |
1,857.00 |
1,857.00 |
1,882.50 |
|
S3 |
1,833.50 |
1,848.25 |
1,880.25 |
|
S4 |
1,810.00 |
1,824.75 |
1,873.75 |
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Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,936.25 |
1,920.75 |
1,871.50 |
|
R3 |
1,913.00 |
1,897.50 |
1,865.25 |
|
R2 |
1,889.75 |
1,889.75 |
1,863.00 |
|
R1 |
1,874.25 |
1,874.25 |
1,861.00 |
1,870.50 |
PP |
1,866.50 |
1,866.50 |
1,866.50 |
1,864.50 |
S1 |
1,851.00 |
1,851.00 |
1,856.50 |
1,847.00 |
S2 |
1,843.25 |
1,843.25 |
1,854.50 |
|
S3 |
1,820.00 |
1,827.75 |
1,852.25 |
|
S4 |
1,796.75 |
1,804.50 |
1,846.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,889.00 |
1,858.75 |
30.25 |
1.6% |
19.00 |
1.0% |
93% |
True |
False |
106,306 |
10 |
1,889.00 |
1,784.00 |
105.00 |
5.6% |
20.00 |
1.1% |
98% |
True |
False |
165,846 |
20 |
1,889.00 |
1,756.75 |
132.25 |
7.0% |
24.00 |
1.3% |
98% |
True |
False |
144,416 |
40 |
1,889.00 |
1,670.00 |
219.00 |
11.6% |
26.25 |
1.4% |
99% |
True |
False |
72,525 |
60 |
1,889.00 |
1,648.50 |
240.50 |
12.7% |
27.25 |
1.4% |
99% |
True |
False |
48,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,989.00 |
2.618 |
1,950.50 |
1.618 |
1,927.00 |
1.000 |
1,912.50 |
0.618 |
1,903.50 |
HIGH |
1,889.00 |
0.618 |
1,880.00 |
0.500 |
1,877.25 |
0.382 |
1,874.50 |
LOW |
1,865.50 |
0.618 |
1,851.00 |
1.000 |
1,842.00 |
1.618 |
1,827.50 |
2.618 |
1,804.00 |
4.250 |
1,765.50 |
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