| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2010 |
07-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
2,942.0 |
2,933.0 |
-9.0 |
-0.3% |
2,924.0 |
| High |
2,945.0 |
2,950.0 |
5.0 |
0.2% |
2,936.0 |
| Low |
2,931.0 |
2,915.0 |
-16.0 |
-0.5% |
2,899.0 |
| Close |
2,939.0 |
2,940.0 |
1.0 |
0.0% |
2,905.0 |
| Range |
14.0 |
35.0 |
21.0 |
150.0% |
37.0 |
| ATR |
42.5 |
41.9 |
-0.5 |
-1.3% |
0.0 |
| Volume |
1,099 |
148 |
-951 |
-86.5% |
699 |
|
| Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,040.0 |
3,025.0 |
2,959.3 |
|
| R3 |
3,005.0 |
2,990.0 |
2,949.6 |
|
| R2 |
2,970.0 |
2,970.0 |
2,946.4 |
|
| R1 |
2,955.0 |
2,955.0 |
2,943.2 |
2,962.5 |
| PP |
2,935.0 |
2,935.0 |
2,935.0 |
2,938.8 |
| S1 |
2,920.0 |
2,920.0 |
2,936.8 |
2,927.5 |
| S2 |
2,900.0 |
2,900.0 |
2,933.6 |
|
| S3 |
2,865.0 |
2,885.0 |
2,930.4 |
|
| S4 |
2,830.0 |
2,850.0 |
2,920.8 |
|
|
| 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% |
27.4 |
0.9% |
69% |
False |
False |
699 |
| 10 |
2,958.0 |
2,809.0 |
149.0 |
5.1% |
28.2 |
1.0% |
88% |
False |
False |
474 |
| 20 |
2,958.0 |
2,730.0 |
228.0 |
7.8% |
36.3 |
1.2% |
92% |
False |
False |
6,196 |
| 40 |
2,958.0 |
2,670.0 |
288.0 |
9.8% |
36.7 |
1.2% |
94% |
False |
False |
3,464 |
| 60 |
2,958.0 |
2,617.0 |
341.0 |
11.6% |
43.6 |
1.5% |
95% |
False |
False |
2,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,098.8 |
|
2.618 |
3,041.6 |
|
1.618 |
3,006.6 |
|
1.000 |
2,985.0 |
|
0.618 |
2,971.6 |
|
HIGH |
2,950.0 |
|
0.618 |
2,936.6 |
|
0.500 |
2,932.5 |
|
0.382 |
2,928.4 |
|
LOW |
2,915.0 |
|
0.618 |
2,893.4 |
|
1.000 |
2,880.0 |
|
1.618 |
2,858.4 |
|
2.618 |
2,823.4 |
|
4.250 |
2,766.3 |
|
|