| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2010 |
12-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
2,969.0 |
2,942.0 |
-27.0 |
-0.9% |
2,918.0 |
| High |
2,975.0 |
2,947.0 |
-28.0 |
-0.9% |
2,958.0 |
| Low |
2,942.0 |
2,891.0 |
-51.0 |
-1.7% |
2,915.0 |
| Close |
2,937.0 |
2,909.0 |
-28.0 |
-1.0% |
2,950.0 |
| Range |
33.0 |
56.0 |
23.0 |
69.7% |
43.0 |
| ATR |
40.5 |
41.6 |
1.1 |
2.7% |
0.0 |
| Volume |
9,599 |
992 |
-8,607 |
-89.7% |
3,790 |
|
| Daily Pivots for day following 12-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,083.7 |
3,052.3 |
2,939.8 |
|
| R3 |
3,027.7 |
2,996.3 |
2,924.4 |
|
| R2 |
2,971.7 |
2,971.7 |
2,919.3 |
|
| R1 |
2,940.3 |
2,940.3 |
2,914.1 |
2,928.0 |
| PP |
2,915.7 |
2,915.7 |
2,915.7 |
2,909.5 |
| S1 |
2,884.3 |
2,884.3 |
2,903.9 |
2,872.0 |
| S2 |
2,859.7 |
2,859.7 |
2,898.7 |
|
| S3 |
2,803.7 |
2,828.3 |
2,893.6 |
|
| S4 |
2,747.7 |
2,772.3 |
2,878.2 |
|
|
| 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 |
2,891.0 |
84.0 |
2.9% |
33.6 |
1.2% |
21% |
False |
True |
2,541 |
| 10 |
2,975.0 |
2,891.0 |
84.0 |
2.9% |
28.7 |
1.0% |
21% |
False |
True |
1,508 |
| 20 |
2,975.0 |
2,763.0 |
212.0 |
7.3% |
34.4 |
1.2% |
69% |
False |
False |
6,008 |
| 40 |
2,975.0 |
2,670.0 |
305.0 |
10.5% |
37.5 |
1.3% |
78% |
False |
False |
3,672 |
| 60 |
2,975.0 |
2,617.0 |
358.0 |
12.3% |
43.7 |
1.5% |
82% |
False |
False |
2,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,185.0 |
|
2.618 |
3,093.6 |
|
1.618 |
3,037.6 |
|
1.000 |
3,003.0 |
|
0.618 |
2,981.6 |
|
HIGH |
2,947.0 |
|
0.618 |
2,925.6 |
|
0.500 |
2,919.0 |
|
0.382 |
2,912.4 |
|
LOW |
2,891.0 |
|
0.618 |
2,856.4 |
|
1.000 |
2,835.0 |
|
1.618 |
2,800.4 |
|
2.618 |
2,744.4 |
|
4.250 |
2,653.0 |
|
|