Day Change Summary |
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Previous |
Current |
|
|
|
|
30-Dec-2009 |
04-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
6,024.5 |
6,008.5 |
-16.0 |
-0.3% |
6,040.0 |
High |
6,024.5 |
6,070.0 |
45.5 |
0.8% |
6,042.0 |
Low |
5,969.5 |
6,008.5 |
39.0 |
0.7% |
5,969.5 |
Close |
5,969.0 |
6,054.5 |
85.5 |
1.4% |
5,969.0 |
Range |
55.0 |
61.5 |
6.5 |
11.8% |
72.5 |
ATR |
80.6 |
82.0 |
1.5 |
1.8% |
0.0 |
Volume |
101 |
235 |
134 |
132.7% |
632 |
|
Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,228.8 |
6,203.2 |
6,088.3 |
|
R3 |
6,167.3 |
6,141.7 |
6,071.4 |
|
R2 |
6,105.8 |
6,105.8 |
6,065.8 |
|
R1 |
6,080.2 |
6,080.2 |
6,060.1 |
6,093.0 |
PP |
6,044.3 |
6,044.3 |
6,044.3 |
6,050.8 |
S1 |
6,018.7 |
6,018.7 |
6,048.9 |
6,031.5 |
S2 |
5,982.8 |
5,982.8 |
6,043.2 |
|
S3 |
5,921.3 |
5,957.2 |
6,037.6 |
|
S4 |
5,859.8 |
5,895.7 |
6,020.7 |
|
|
Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,211.0 |
6,162.5 |
6,008.9 |
|
R3 |
6,138.5 |
6,090.0 |
5,988.9 |
|
R2 |
6,066.0 |
6,066.0 |
5,982.3 |
|
R1 |
6,017.5 |
6,017.5 |
5,975.6 |
6,005.5 |
PP |
5,993.5 |
5,993.5 |
5,993.5 |
5,987.5 |
S1 |
5,945.0 |
5,945.0 |
5,962.4 |
5,933.0 |
S2 |
5,921.0 |
5,921.0 |
5,955.7 |
|
S3 |
5,848.5 |
5,872.5 |
5,949.1 |
|
S4 |
5,776.0 |
5,800.0 |
5,929.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,070.0 |
5,953.0 |
117.0 |
1.9% |
45.6 |
0.8% |
87% |
True |
False |
257 |
10 |
6,070.0 |
5,835.0 |
235.0 |
3.9% |
58.2 |
1.0% |
93% |
True |
False |
998 |
20 |
6,070.0 |
5,600.0 |
470.0 |
7.8% |
71.2 |
1.2% |
97% |
True |
False |
1,249 |
40 |
6,070.0 |
5,373.5 |
696.5 |
11.5% |
72.1 |
1.2% |
98% |
True |
False |
701 |
60 |
6,070.0 |
5,330.5 |
739.5 |
12.2% |
74.6 |
1.2% |
98% |
True |
False |
518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,331.4 |
2.618 |
6,231.0 |
1.618 |
6,169.5 |
1.000 |
6,131.5 |
0.618 |
6,108.0 |
HIGH |
6,070.0 |
0.618 |
6,046.5 |
0.500 |
6,039.3 |
0.382 |
6,032.0 |
LOW |
6,008.5 |
0.618 |
5,970.5 |
1.000 |
5,947.0 |
1.618 |
5,909.0 |
2.618 |
5,847.5 |
4.250 |
5,747.1 |
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