| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2010 |
14-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
2,902.0 |
2,934.0 |
32.0 |
1.1% |
2,918.0 |
| High |
2,932.0 |
2,934.0 |
2.0 |
0.1% |
2,958.0 |
| Low |
2,895.0 |
2,907.0 |
12.0 |
0.4% |
2,915.0 |
| Close |
2,910.0 |
2,921.0 |
11.0 |
0.4% |
2,950.0 |
| Range |
37.0 |
27.0 |
-10.0 |
-27.0% |
43.0 |
| ATR |
41.3 |
40.3 |
-1.0 |
-2.5% |
0.0 |
| Volume |
590 |
304 |
-286 |
-48.5% |
3,790 |
|
| Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,001.7 |
2,988.3 |
2,935.9 |
|
| R3 |
2,974.7 |
2,961.3 |
2,928.4 |
|
| R2 |
2,947.7 |
2,947.7 |
2,926.0 |
|
| R1 |
2,934.3 |
2,934.3 |
2,923.5 |
2,927.5 |
| PP |
2,920.7 |
2,920.7 |
2,920.7 |
2,917.3 |
| S1 |
2,907.3 |
2,907.3 |
2,918.5 |
2,900.5 |
| S2 |
2,893.7 |
2,893.7 |
2,916.1 |
|
| S3 |
2,866.7 |
2,880.3 |
2,913.6 |
|
| S4 |
2,839.7 |
2,853.3 |
2,906.2 |
|
|
| 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% |
36.6 |
1.3% |
36% |
False |
False |
2,470 |
| 10 |
2,975.0 |
2,891.0 |
84.0 |
2.9% |
32.0 |
1.1% |
36% |
False |
False |
1,584 |
| 20 |
2,975.0 |
2,789.0 |
186.0 |
6.4% |
34.7 |
1.2% |
71% |
False |
False |
5,404 |
| 40 |
2,975.0 |
2,670.0 |
305.0 |
10.4% |
37.1 |
1.3% |
82% |
False |
False |
3,682 |
| 60 |
2,975.0 |
2,617.0 |
358.0 |
12.3% |
43.2 |
1.5% |
85% |
False |
False |
2,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,048.8 |
|
2.618 |
3,004.7 |
|
1.618 |
2,977.7 |
|
1.000 |
2,961.0 |
|
0.618 |
2,950.7 |
|
HIGH |
2,934.0 |
|
0.618 |
2,923.7 |
|
0.500 |
2,920.5 |
|
0.382 |
2,917.3 |
|
LOW |
2,907.0 |
|
0.618 |
2,890.3 |
|
1.000 |
2,880.0 |
|
1.618 |
2,863.3 |
|
2.618 |
2,836.3 |
|
4.250 |
2,792.3 |
|
|