Day Change Summary |
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Previous |
Current |
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20-Jan-2010 |
21-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5,977.0 |
5,905.0 |
-72.0 |
-1.2% |
6,080.0 |
High |
5,984.0 |
5,921.0 |
-63.0 |
-1.1% |
6,107.5 |
Low |
5,855.0 |
5,710.0 |
-145.0 |
-2.5% |
5,878.5 |
Close |
5,862.5 |
5,758.0 |
-104.5 |
-1.8% |
5,886.0 |
Range |
129.0 |
211.0 |
82.0 |
63.6% |
229.0 |
ATR |
87.7 |
96.5 |
8.8 |
10.0% |
0.0 |
Volume |
436 |
255 |
-181 |
-41.5% |
2,925 |
|
Daily Pivots for day following 21-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,429.3 |
6,304.7 |
5,874.1 |
|
R3 |
6,218.3 |
6,093.7 |
5,816.0 |
|
R2 |
6,007.3 |
6,007.3 |
5,796.7 |
|
R1 |
5,882.7 |
5,882.7 |
5,777.3 |
5,839.5 |
PP |
5,796.3 |
5,796.3 |
5,796.3 |
5,774.8 |
S1 |
5,671.7 |
5,671.7 |
5,738.7 |
5,628.5 |
S2 |
5,585.3 |
5,585.3 |
5,719.3 |
|
S3 |
5,374.3 |
5,460.7 |
5,700.0 |
|
S4 |
5,163.3 |
5,249.7 |
5,642.0 |
|
|
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 |
|
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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 |
6,041.5 |
5,710.0 |
331.5 |
5.8% |
135.6 |
2.4% |
14% |
False |
True |
303 |
10 |
6,107.5 |
5,710.0 |
397.5 |
6.9% |
105.6 |
1.8% |
12% |
False |
True |
400 |
20 |
6,107.5 |
5,710.0 |
397.5 |
6.9% |
77.8 |
1.4% |
12% |
False |
True |
344 |
40 |
6,107.5 |
5,524.5 |
583.0 |
10.1% |
80.3 |
1.4% |
40% |
False |
False |
793 |
60 |
6,107.5 |
5,330.5 |
777.0 |
13.5% |
80.3 |
1.4% |
55% |
False |
False |
556 |
80 |
6,107.5 |
5,330.5 |
777.0 |
13.5% |
75.8 |
1.3% |
55% |
False |
False |
468 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,817.8 |
2.618 |
6,473.4 |
1.618 |
6,262.4 |
1.000 |
6,132.0 |
0.618 |
6,051.4 |
HIGH |
5,921.0 |
0.618 |
5,840.4 |
0.500 |
5,815.5 |
0.382 |
5,790.6 |
LOW |
5,710.0 |
0.618 |
5,579.6 |
1.000 |
5,499.0 |
1.618 |
5,368.6 |
2.618 |
5,157.6 |
4.250 |
4,813.3 |
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