| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2010 |
18-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
2,926.0 |
2,880.0 |
-46.0 |
-1.6% |
2,969.0 |
| High |
2,938.0 |
2,890.0 |
-48.0 |
-1.6% |
2,975.0 |
| Low |
2,865.0 |
2,869.0 |
4.0 |
0.1% |
2,865.0 |
| Close |
2,869.0 |
2,890.0 |
21.0 |
0.7% |
2,869.0 |
| Range |
73.0 |
21.0 |
-52.0 |
-71.2% |
110.0 |
| ATR |
42.6 |
41.1 |
-1.5 |
-3.6% |
0.0 |
| Volume |
172 |
103 |
-69 |
-40.1% |
11,657 |
|
| Daily Pivots for day following 18-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,946.0 |
2,939.0 |
2,901.6 |
|
| R3 |
2,925.0 |
2,918.0 |
2,895.8 |
|
| R2 |
2,904.0 |
2,904.0 |
2,893.9 |
|
| R1 |
2,897.0 |
2,897.0 |
2,891.9 |
2,900.5 |
| PP |
2,883.0 |
2,883.0 |
2,883.0 |
2,884.8 |
| S1 |
2,876.0 |
2,876.0 |
2,888.1 |
2,879.5 |
| S2 |
2,862.0 |
2,862.0 |
2,886.2 |
|
| S3 |
2,841.0 |
2,855.0 |
2,884.2 |
|
| S4 |
2,820.0 |
2,834.0 |
2,878.5 |
|
|
| 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 |
2,947.0 |
2,865.0 |
82.0 |
2.8% |
42.8 |
1.5% |
30% |
False |
False |
432 |
| 10 |
2,975.0 |
2,865.0 |
110.0 |
3.8% |
34.4 |
1.2% |
23% |
False |
False |
1,432 |
| 20 |
2,975.0 |
2,794.0 |
181.0 |
6.3% |
36.4 |
1.3% |
53% |
False |
False |
4,668 |
| 40 |
2,975.0 |
2,670.0 |
305.0 |
10.6% |
38.4 |
1.3% |
72% |
False |
False |
3,663 |
| 60 |
2,975.0 |
2,617.0 |
358.0 |
12.4% |
43.2 |
1.5% |
76% |
False |
False |
2,637 |
| 80 |
2,975.0 |
2,617.0 |
358.0 |
12.4% |
43.2 |
1.5% |
76% |
False |
False |
2,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,979.3 |
|
2.618 |
2,945.0 |
|
1.618 |
2,924.0 |
|
1.000 |
2,911.0 |
|
0.618 |
2,903.0 |
|
HIGH |
2,890.0 |
|
0.618 |
2,882.0 |
|
0.500 |
2,879.5 |
|
0.382 |
2,877.0 |
|
LOW |
2,869.0 |
|
0.618 |
2,856.0 |
|
1.000 |
2,848.0 |
|
1.618 |
2,835.0 |
|
2.618 |
2,814.0 |
|
4.250 |
2,779.8 |
|
|