| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2010 |
08-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
2,933.0 |
2,955.0 |
22.0 |
0.8% |
2,918.0 |
| High |
2,950.0 |
2,958.0 |
8.0 |
0.3% |
2,958.0 |
| Low |
2,915.0 |
2,928.0 |
13.0 |
0.4% |
2,915.0 |
| Close |
2,940.0 |
2,950.0 |
10.0 |
0.3% |
2,950.0 |
| Range |
35.0 |
30.0 |
-5.0 |
-14.3% |
43.0 |
| ATR |
41.9 |
41.1 |
-0.9 |
-2.0% |
0.0 |
| Volume |
148 |
868 |
720 |
486.5% |
3,790 |
|
| Daily Pivots for day following 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,035.3 |
3,022.7 |
2,966.5 |
|
| R3 |
3,005.3 |
2,992.7 |
2,958.3 |
|
| R2 |
2,975.3 |
2,975.3 |
2,955.5 |
|
| R1 |
2,962.7 |
2,962.7 |
2,952.8 |
2,954.0 |
| PP |
2,945.3 |
2,945.3 |
2,945.3 |
2,941.0 |
| S1 |
2,932.7 |
2,932.7 |
2,947.3 |
2,924.0 |
| S2 |
2,915.3 |
2,915.3 |
2,944.5 |
|
| S3 |
2,885.3 |
2,902.7 |
2,941.8 |
|
| S4 |
2,855.3 |
2,872.7 |
2,933.5 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,070.0 |
3,053.0 |
2,973.7 |
|
| R3 |
3,027.0 |
3,010.0 |
2,961.8 |
|
| R2 |
2,984.0 |
2,984.0 |
2,957.9 |
|
| R1 |
2,967.0 |
2,967.0 |
2,953.9 |
2,975.5 |
| PP |
2,941.0 |
2,941.0 |
2,941.0 |
2,945.3 |
| S1 |
2,924.0 |
2,924.0 |
2,946.1 |
2,932.5 |
| S2 |
2,898.0 |
2,898.0 |
2,942.1 |
|
| S3 |
2,855.0 |
2,881.0 |
2,938.2 |
|
| S4 |
2,812.0 |
2,838.0 |
2,926.4 |
|
|
| 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 |
2,915.0 |
43.0 |
1.5% |
28.0 |
0.9% |
81% |
True |
False |
758 |
| 10 |
2,958.0 |
2,865.0 |
93.0 |
3.2% |
25.4 |
0.9% |
91% |
True |
False |
552 |
| 20 |
2,958.0 |
2,730.0 |
228.0 |
7.7% |
36.4 |
1.2% |
96% |
True |
False |
6,045 |
| 40 |
2,958.0 |
2,670.0 |
288.0 |
9.8% |
36.0 |
1.2% |
97% |
True |
False |
3,473 |
| 60 |
2,958.0 |
2,617.0 |
341.0 |
11.6% |
43.6 |
1.5% |
98% |
True |
False |
2,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,085.5 |
|
2.618 |
3,036.5 |
|
1.618 |
3,006.5 |
|
1.000 |
2,988.0 |
|
0.618 |
2,976.5 |
|
HIGH |
2,958.0 |
|
0.618 |
2,946.5 |
|
0.500 |
2,943.0 |
|
0.382 |
2,939.5 |
|
LOW |
2,928.0 |
|
0.618 |
2,909.5 |
|
1.000 |
2,898.0 |
|
1.618 |
2,879.5 |
|
2.618 |
2,849.5 |
|
4.250 |
2,800.5 |
|
|