Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2010 |
20-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5,917.0 |
5,977.0 |
60.0 |
1.0% |
6,080.0 |
High |
6,009.5 |
5,984.0 |
-25.5 |
-0.4% |
6,107.5 |
Low |
5,865.0 |
5,855.0 |
-10.0 |
-0.2% |
5,878.5 |
Close |
5,987.0 |
5,862.5 |
-124.5 |
-2.1% |
5,886.0 |
Range |
144.5 |
129.0 |
-15.5 |
-10.7% |
229.0 |
ATR |
84.3 |
87.7 |
3.4 |
4.0% |
0.0 |
Volume |
167 |
436 |
269 |
161.1% |
2,925 |
|
Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,287.5 |
6,204.0 |
5,933.5 |
|
R3 |
6,158.5 |
6,075.0 |
5,898.0 |
|
R2 |
6,029.5 |
6,029.5 |
5,886.2 |
|
R1 |
5,946.0 |
5,946.0 |
5,874.3 |
5,923.3 |
PP |
5,900.5 |
5,900.5 |
5,900.5 |
5,889.1 |
S1 |
5,817.0 |
5,817.0 |
5,850.7 |
5,794.3 |
S2 |
5,771.5 |
5,771.5 |
5,838.9 |
|
S3 |
5,642.5 |
5,688.0 |
5,827.0 |
|
S4 |
5,513.5 |
5,559.0 |
5,791.6 |
|
|
Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,644.3 |
6,494.2 |
6,012.0 |
|
R3 |
6,415.3 |
6,265.2 |
5,949.0 |
|
R2 |
6,186.3 |
6,186.3 |
5,928.0 |
|
R1 |
6,036.2 |
6,036.2 |
5,907.0 |
5,996.8 |
PP |
5,957.3 |
5,957.3 |
5,957.3 |
5,937.6 |
S1 |
5,807.2 |
5,807.2 |
5,865.0 |
5,767.8 |
S2 |
5,728.3 |
5,728.3 |
5,844.0 |
|
S3 |
5,499.3 |
5,578.2 |
5,823.0 |
|
S4 |
5,270.3 |
5,349.2 |
5,760.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,041.5 |
5,855.0 |
186.5 |
3.2% |
104.6 |
1.8% |
4% |
False |
True |
406 |
10 |
6,107.5 |
5,855.0 |
252.5 |
4.3% |
91.6 |
1.6% |
3% |
False |
True |
438 |
20 |
6,107.5 |
5,835.0 |
272.5 |
4.6% |
71.4 |
1.2% |
10% |
False |
False |
436 |
40 |
6,107.5 |
5,524.5 |
583.0 |
9.9% |
77.1 |
1.3% |
58% |
False |
False |
788 |
60 |
6,107.5 |
5,330.5 |
777.0 |
13.3% |
78.7 |
1.3% |
68% |
False |
False |
556 |
80 |
6,107.5 |
5,330.5 |
777.0 |
13.3% |
73.8 |
1.3% |
68% |
False |
False |
466 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,532.3 |
2.618 |
6,321.7 |
1.618 |
6,192.7 |
1.000 |
6,113.0 |
0.618 |
6,063.7 |
HIGH |
5,984.0 |
0.618 |
5,934.7 |
0.500 |
5,919.5 |
0.382 |
5,904.3 |
LOW |
5,855.0 |
0.618 |
5,775.3 |
1.000 |
5,726.0 |
1.618 |
5,646.3 |
2.618 |
5,517.3 |
4.250 |
5,306.8 |
|
|