| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
2,942.0 |
2,902.0 |
-40.0 |
-1.4% |
2,918.0 |
| High |
2,947.0 |
2,932.0 |
-15.0 |
-0.5% |
2,958.0 |
| Low |
2,891.0 |
2,895.0 |
4.0 |
0.1% |
2,915.0 |
| Close |
2,909.0 |
2,910.0 |
1.0 |
0.0% |
2,950.0 |
| Range |
56.0 |
37.0 |
-19.0 |
-33.9% |
43.0 |
| ATR |
41.6 |
41.3 |
-0.3 |
-0.8% |
0.0 |
| Volume |
992 |
590 |
-402 |
-40.5% |
3,790 |
|
| Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,023.3 |
3,003.7 |
2,930.4 |
|
| R3 |
2,986.3 |
2,966.7 |
2,920.2 |
|
| R2 |
2,949.3 |
2,949.3 |
2,916.8 |
|
| R1 |
2,929.7 |
2,929.7 |
2,913.4 |
2,939.5 |
| PP |
2,912.3 |
2,912.3 |
2,912.3 |
2,917.3 |
| S1 |
2,892.7 |
2,892.7 |
2,906.6 |
2,902.5 |
| S2 |
2,875.3 |
2,875.3 |
2,903.2 |
|
| S3 |
2,838.3 |
2,855.7 |
2,899.8 |
|
| S4 |
2,801.3 |
2,818.7 |
2,889.7 |
|
|
| 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% |
38.2 |
1.3% |
23% |
False |
False |
2,439 |
| 10 |
2,975.0 |
2,891.0 |
84.0 |
2.9% |
31.0 |
1.1% |
23% |
False |
False |
1,560 |
| 20 |
2,975.0 |
2,782.0 |
193.0 |
6.6% |
35.0 |
1.2% |
66% |
False |
False |
5,999 |
| 40 |
2,975.0 |
2,670.0 |
305.0 |
10.5% |
37.4 |
1.3% |
79% |
False |
False |
3,678 |
| 60 |
2,975.0 |
2,617.0 |
358.0 |
12.3% |
43.9 |
1.5% |
82% |
False |
False |
2,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,089.3 |
|
2.618 |
3,028.9 |
|
1.618 |
2,991.9 |
|
1.000 |
2,969.0 |
|
0.618 |
2,954.9 |
|
HIGH |
2,932.0 |
|
0.618 |
2,917.9 |
|
0.500 |
2,913.5 |
|
0.382 |
2,909.1 |
|
LOW |
2,895.0 |
|
0.618 |
2,872.1 |
|
1.000 |
2,858.0 |
|
1.618 |
2,835.1 |
|
2.618 |
2,798.1 |
|
4.250 |
2,737.8 |
|
|