| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2010 |
06-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
2,948.0 |
2,942.0 |
-6.0 |
-0.2% |
2,924.0 |
| High |
2,956.0 |
2,945.0 |
-11.0 |
-0.4% |
2,936.0 |
| Low |
2,938.0 |
2,931.0 |
-7.0 |
-0.2% |
2,899.0 |
| Close |
2,944.0 |
2,939.0 |
-5.0 |
-0.2% |
2,905.0 |
| Range |
18.0 |
14.0 |
-4.0 |
-22.2% |
37.0 |
| ATR |
44.6 |
42.5 |
-2.2 |
-4.9% |
0.0 |
| Volume |
449 |
1,099 |
650 |
144.8% |
699 |
|
| Daily Pivots for day following 06-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,980.3 |
2,973.7 |
2,946.7 |
|
| R3 |
2,966.3 |
2,959.7 |
2,942.9 |
|
| R2 |
2,952.3 |
2,952.3 |
2,941.6 |
|
| R1 |
2,945.7 |
2,945.7 |
2,940.3 |
2,942.0 |
| PP |
2,938.3 |
2,938.3 |
2,938.3 |
2,936.5 |
| S1 |
2,931.7 |
2,931.7 |
2,937.7 |
2,928.0 |
| S2 |
2,924.3 |
2,924.3 |
2,936.4 |
|
| S3 |
2,910.3 |
2,917.7 |
2,935.2 |
|
| S4 |
2,896.3 |
2,903.7 |
2,931.3 |
|
|
| 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 |
2,899.0 |
59.0 |
2.0% |
23.8 |
0.8% |
68% |
False |
False |
681 |
| 10 |
2,958.0 |
2,794.0 |
164.0 |
5.6% |
30.3 |
1.0% |
88% |
False |
False |
1,940 |
| 20 |
2,958.0 |
2,730.0 |
228.0 |
7.8% |
37.9 |
1.3% |
92% |
False |
False |
6,310 |
| 40 |
2,958.0 |
2,670.0 |
288.0 |
9.8% |
37.1 |
1.3% |
93% |
False |
False |
3,470 |
| 60 |
2,958.0 |
2,617.0 |
341.0 |
11.6% |
43.4 |
1.5% |
94% |
False |
False |
2,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,004.5 |
|
2.618 |
2,981.7 |
|
1.618 |
2,967.7 |
|
1.000 |
2,959.0 |
|
0.618 |
2,953.7 |
|
HIGH |
2,945.0 |
|
0.618 |
2,939.7 |
|
0.500 |
2,938.0 |
|
0.382 |
2,936.3 |
|
LOW |
2,931.0 |
|
0.618 |
2,922.3 |
|
1.000 |
2,917.0 |
|
1.618 |
2,908.3 |
|
2.618 |
2,894.3 |
|
4.250 |
2,871.5 |
|
|