| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2009 |
04-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1,118.25 |
1,110.00 |
-8.25 |
-0.7% |
1,115.25 |
| High |
1,120.25 |
1,124.75 |
4.50 |
0.4% |
1,123.00 |
| Low |
1,105.50 |
1,109.75 |
4.25 |
0.4% |
1,105.50 |
| Close |
1,106.00 |
1,124.00 |
18.00 |
1.6% |
1,106.00 |
| Range |
14.75 |
15.00 |
0.25 |
1.7% |
17.50 |
| ATR |
11.99 |
12.48 |
0.48 |
4.0% |
0.00 |
| Volume |
458 |
300 |
-158 |
-34.5% |
2,757 |
|
| Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,164.50 |
1,159.25 |
1,132.25 |
|
| R3 |
1,149.50 |
1,144.25 |
1,128.00 |
|
| R2 |
1,134.50 |
1,134.50 |
1,126.75 |
|
| R1 |
1,129.25 |
1,129.25 |
1,125.50 |
1,132.00 |
| PP |
1,119.50 |
1,119.50 |
1,119.50 |
1,120.75 |
| S1 |
1,114.25 |
1,114.25 |
1,122.50 |
1,117.00 |
| S2 |
1,104.50 |
1,104.50 |
1,121.25 |
|
| S3 |
1,089.50 |
1,099.25 |
1,120.00 |
|
| S4 |
1,074.50 |
1,084.25 |
1,115.75 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,164.00 |
1,152.50 |
1,115.50 |
|
| R3 |
1,146.50 |
1,135.00 |
1,110.75 |
|
| R2 |
1,129.00 |
1,129.00 |
1,109.25 |
|
| R1 |
1,117.50 |
1,117.50 |
1,107.50 |
1,114.50 |
| PP |
1,111.50 |
1,111.50 |
1,111.50 |
1,110.00 |
| S1 |
1,100.00 |
1,100.00 |
1,104.50 |
1,097.00 |
| S2 |
1,094.00 |
1,094.00 |
1,102.75 |
|
| S3 |
1,076.50 |
1,082.50 |
1,101.25 |
|
| S4 |
1,059.00 |
1,065.00 |
1,096.50 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,188.50 |
|
2.618 |
1,164.00 |
|
1.618 |
1,149.00 |
|
1.000 |
1,139.75 |
|
0.618 |
1,134.00 |
|
HIGH |
1,124.75 |
|
0.618 |
1,119.00 |
|
0.500 |
1,117.25 |
|
0.382 |
1,115.50 |
|
LOW |
1,109.75 |
|
0.618 |
1,100.50 |
|
1.000 |
1,094.75 |
|
1.618 |
1,085.50 |
|
2.618 |
1,070.50 |
|
4.250 |
1,046.00 |
|
|