| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2010 |
15-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
2,934.0 |
2,926.0 |
-8.0 |
-0.3% |
2,969.0 |
| High |
2,934.0 |
2,938.0 |
4.0 |
0.1% |
2,975.0 |
| Low |
2,907.0 |
2,865.0 |
-42.0 |
-1.4% |
2,865.0 |
| Close |
2,921.0 |
2,869.0 |
-52.0 |
-1.8% |
2,869.0 |
| Range |
27.0 |
73.0 |
46.0 |
170.4% |
110.0 |
| ATR |
40.3 |
42.6 |
2.3 |
5.8% |
0.0 |
| Volume |
304 |
172 |
-132 |
-43.4% |
11,657 |
|
| Daily Pivots for day following 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,109.7 |
3,062.3 |
2,909.2 |
|
| R3 |
3,036.7 |
2,989.3 |
2,889.1 |
|
| R2 |
2,963.7 |
2,963.7 |
2,882.4 |
|
| R1 |
2,916.3 |
2,916.3 |
2,875.7 |
2,903.5 |
| PP |
2,890.7 |
2,890.7 |
2,890.7 |
2,884.3 |
| S1 |
2,843.3 |
2,843.3 |
2,862.3 |
2,830.5 |
| S2 |
2,817.7 |
2,817.7 |
2,855.6 |
|
| S3 |
2,744.7 |
2,770.3 |
2,848.9 |
|
| S4 |
2,671.7 |
2,697.3 |
2,828.9 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,233.0 |
3,161.0 |
2,929.5 |
|
| R3 |
3,123.0 |
3,051.0 |
2,899.3 |
|
| R2 |
3,013.0 |
3,013.0 |
2,889.2 |
|
| R1 |
2,941.0 |
2,941.0 |
2,879.1 |
2,922.0 |
| PP |
2,903.0 |
2,903.0 |
2,903.0 |
2,893.5 |
| S1 |
2,831.0 |
2,831.0 |
2,858.9 |
2,812.0 |
| S2 |
2,793.0 |
2,793.0 |
2,848.8 |
|
| S3 |
2,683.0 |
2,721.0 |
2,838.8 |
|
| S4 |
2,573.0 |
2,611.0 |
2,808.5 |
|
|
| 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 |
2,865.0 |
110.0 |
3.8% |
45.2 |
1.6% |
4% |
False |
True |
2,331 |
| 10 |
2,975.0 |
2,865.0 |
110.0 |
3.8% |
36.6 |
1.3% |
4% |
False |
True |
1,544 |
| 20 |
2,975.0 |
2,789.0 |
186.0 |
6.5% |
37.2 |
1.3% |
43% |
False |
False |
5,185 |
| 40 |
2,975.0 |
2,670.0 |
305.0 |
10.6% |
38.3 |
1.3% |
65% |
False |
False |
3,674 |
| 60 |
2,975.0 |
2,617.0 |
358.0 |
12.5% |
43.7 |
1.5% |
70% |
False |
False |
2,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,248.3 |
|
2.618 |
3,129.1 |
|
1.618 |
3,056.1 |
|
1.000 |
3,011.0 |
|
0.618 |
2,983.1 |
|
HIGH |
2,938.0 |
|
0.618 |
2,910.1 |
|
0.500 |
2,901.5 |
|
0.382 |
2,892.9 |
|
LOW |
2,865.0 |
|
0.618 |
2,819.9 |
|
1.000 |
2,792.0 |
|
1.618 |
2,746.9 |
|
2.618 |
2,673.9 |
|
4.250 |
2,554.8 |
|
|