Day Change Summary |
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Previous |
Current |
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04-Jan-2010 |
05-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
6,008.5 |
6,052.0 |
43.5 |
0.7% |
6,040.0 |
High |
6,070.0 |
6,072.5 |
2.5 |
0.0% |
6,042.0 |
Low |
6,008.5 |
6,030.0 |
21.5 |
0.4% |
5,969.5 |
Close |
6,054.5 |
6,046.0 |
-8.5 |
-0.1% |
5,969.0 |
Range |
61.5 |
42.5 |
-19.0 |
-30.9% |
72.5 |
ATR |
82.0 |
79.2 |
-2.8 |
-3.4% |
0.0 |
Volume |
235 |
282 |
47 |
20.0% |
632 |
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Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,177.0 |
6,154.0 |
6,069.4 |
|
R3 |
6,134.5 |
6,111.5 |
6,057.7 |
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R2 |
6,092.0 |
6,092.0 |
6,053.8 |
|
R1 |
6,069.0 |
6,069.0 |
6,049.9 |
6,059.3 |
PP |
6,049.5 |
6,049.5 |
6,049.5 |
6,044.6 |
S1 |
6,026.5 |
6,026.5 |
6,042.1 |
6,016.8 |
S2 |
6,007.0 |
6,007.0 |
6,038.2 |
|
S3 |
5,964.5 |
5,984.0 |
6,034.3 |
|
S4 |
5,922.0 |
5,941.5 |
6,022.6 |
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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 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,072.5 |
5,969.5 |
103.0 |
1.7% |
44.2 |
0.7% |
74% |
True |
False |
229 |
10 |
6,072.5 |
5,835.0 |
237.5 |
3.9% |
53.5 |
0.9% |
89% |
True |
False |
741 |
20 |
6,072.5 |
5,600.0 |
472.5 |
7.8% |
70.7 |
1.2% |
94% |
True |
False |
1,256 |
40 |
6,072.5 |
5,373.5 |
699.0 |
11.6% |
71.8 |
1.2% |
96% |
True |
False |
708 |
60 |
6,072.5 |
5,330.5 |
742.0 |
12.3% |
74.7 |
1.2% |
96% |
True |
False |
522 |
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Fibonacci Retracements and Extensions |
4.250 |
6,253.1 |
2.618 |
6,183.8 |
1.618 |
6,141.3 |
1.000 |
6,115.0 |
0.618 |
6,098.8 |
HIGH |
6,072.5 |
0.618 |
6,056.3 |
0.500 |
6,051.3 |
0.382 |
6,046.2 |
LOW |
6,030.0 |
0.618 |
6,003.7 |
1.000 |
5,987.5 |
1.618 |
5,961.2 |
2.618 |
5,918.7 |
4.250 |
5,849.4 |
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