| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2010 |
11-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
2,955.0 |
2,969.0 |
14.0 |
0.5% |
2,918.0 |
| High |
2,958.0 |
2,975.0 |
17.0 |
0.6% |
2,958.0 |
| Low |
2,928.0 |
2,942.0 |
14.0 |
0.5% |
2,915.0 |
| Close |
2,950.0 |
2,937.0 |
-13.0 |
-0.4% |
2,950.0 |
| Range |
30.0 |
33.0 |
3.0 |
10.0% |
43.0 |
| ATR |
41.1 |
40.5 |
-0.6 |
-1.4% |
0.0 |
| Volume |
868 |
9,599 |
8,731 |
1,005.9% |
3,790 |
|
| Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,050.3 |
3,026.7 |
2,955.2 |
|
| R3 |
3,017.3 |
2,993.7 |
2,946.1 |
|
| R2 |
2,984.3 |
2,984.3 |
2,943.1 |
|
| R1 |
2,960.7 |
2,960.7 |
2,940.0 |
2,956.0 |
| PP |
2,951.3 |
2,951.3 |
2,951.3 |
2,949.0 |
| S1 |
2,927.7 |
2,927.7 |
2,934.0 |
2,923.0 |
| S2 |
2,918.3 |
2,918.3 |
2,931.0 |
|
| S3 |
2,885.3 |
2,894.7 |
2,927.9 |
|
| S4 |
2,852.3 |
2,861.7 |
2,918.9 |
|
|
| 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 |
2,975.0 |
2,915.0 |
60.0 |
2.0% |
26.0 |
0.9% |
37% |
True |
False |
2,432 |
| 10 |
2,975.0 |
2,878.0 |
97.0 |
3.3% |
26.1 |
0.9% |
61% |
True |
False |
1,474 |
| 20 |
2,975.0 |
2,730.0 |
245.0 |
8.3% |
34.4 |
1.2% |
84% |
True |
False |
6,239 |
| 40 |
2,975.0 |
2,670.0 |
305.0 |
10.4% |
36.6 |
1.2% |
88% |
True |
False |
3,706 |
| 60 |
2,975.0 |
2,617.0 |
358.0 |
12.2% |
43.5 |
1.5% |
89% |
True |
False |
2,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,115.3 |
|
2.618 |
3,061.4 |
|
1.618 |
3,028.4 |
|
1.000 |
3,008.0 |
|
0.618 |
2,995.4 |
|
HIGH |
2,975.0 |
|
0.618 |
2,962.4 |
|
0.500 |
2,958.5 |
|
0.382 |
2,954.6 |
|
LOW |
2,942.0 |
|
0.618 |
2,921.6 |
|
1.000 |
2,909.0 |
|
1.618 |
2,888.6 |
|
2.618 |
2,855.6 |
|
4.250 |
2,801.8 |
|
|