| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2009 |
04-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
2,924.0 |
2,918.0 |
-6.0 |
-0.2% |
2,924.0 |
| High |
2,926.0 |
2,958.0 |
32.0 |
1.1% |
2,936.0 |
| Low |
2,899.0 |
2,915.0 |
16.0 |
0.6% |
2,899.0 |
| Close |
2,905.0 |
2,948.0 |
43.0 |
1.5% |
2,905.0 |
| Range |
27.0 |
43.0 |
16.0 |
59.3% |
37.0 |
| ATR |
46.2 |
46.7 |
0.5 |
1.0% |
0.0 |
| Volume |
573 |
1,226 |
653 |
114.0% |
699 |
|
| Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,069.3 |
3,051.7 |
2,971.7 |
|
| R3 |
3,026.3 |
3,008.7 |
2,959.8 |
|
| R2 |
2,983.3 |
2,983.3 |
2,955.9 |
|
| R1 |
2,965.7 |
2,965.7 |
2,951.9 |
2,974.5 |
| PP |
2,940.3 |
2,940.3 |
2,940.3 |
2,944.8 |
| S1 |
2,922.7 |
2,922.7 |
2,944.1 |
2,931.5 |
| S2 |
2,897.3 |
2,897.3 |
2,940.1 |
|
| S3 |
2,854.3 |
2,879.7 |
2,936.2 |
|
| S4 |
2,811.3 |
2,836.7 |
2,924.4 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,024.3 |
3,001.7 |
2,925.4 |
|
| R3 |
2,987.3 |
2,964.7 |
2,915.2 |
|
| R2 |
2,950.3 |
2,950.3 |
2,911.8 |
|
| R1 |
2,927.7 |
2,927.7 |
2,908.4 |
2,920.5 |
| PP |
2,913.3 |
2,913.3 |
2,913.3 |
2,909.8 |
| S1 |
2,890.7 |
2,890.7 |
2,901.6 |
2,883.5 |
| S2 |
2,876.3 |
2,876.3 |
2,898.2 |
|
| S3 |
2,839.3 |
2,853.7 |
2,894.8 |
|
| S4 |
2,802.3 |
2,816.7 |
2,884.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,958.0 |
2,878.0 |
80.0 |
2.7% |
26.2 |
0.9% |
88% |
True |
False |
517 |
| 10 |
2,958.0 |
2,794.0 |
164.0 |
5.6% |
38.4 |
1.3% |
94% |
True |
False |
7,904 |
| 20 |
2,958.0 |
2,730.0 |
228.0 |
7.7% |
39.4 |
1.3% |
96% |
True |
False |
6,280 |
| 40 |
2,958.0 |
2,643.0 |
315.0 |
10.7% |
39.4 |
1.3% |
97% |
True |
False |
3,476 |
| 60 |
2,958.0 |
2,617.0 |
341.0 |
11.6% |
43.8 |
1.5% |
97% |
True |
False |
2,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,140.8 |
|
2.618 |
3,070.6 |
|
1.618 |
3,027.6 |
|
1.000 |
3,001.0 |
|
0.618 |
2,984.6 |
|
HIGH |
2,958.0 |
|
0.618 |
2,941.6 |
|
0.500 |
2,936.5 |
|
0.382 |
2,931.4 |
|
LOW |
2,915.0 |
|
0.618 |
2,888.4 |
|
1.000 |
2,872.0 |
|
1.618 |
2,845.4 |
|
2.618 |
2,802.4 |
|
4.250 |
2,732.3 |
|
|