| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2010 |
05-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1,882.69 |
1,887.28 |
4.59 |
0.2% |
1,879.72 |
| High |
1,890.02 |
1,891.33 |
1.31 |
0.1% |
1,882.46 |
| Low |
1,881.63 |
1,877.52 |
-4.11 |
-0.2% |
1,860.31 |
| Close |
1,886.70 |
1,888.43 |
1.73 |
0.1% |
1,860.31 |
| Range |
8.39 |
13.81 |
5.42 |
64.6% |
22.15 |
| ATR |
23.03 |
22.37 |
-0.66 |
-2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,927.19 |
1,921.62 |
1,896.03 |
|
| R3 |
1,913.38 |
1,907.81 |
1,892.23 |
|
| R2 |
1,899.57 |
1,899.57 |
1,890.96 |
|
| R1 |
1,894.00 |
1,894.00 |
1,889.70 |
1,896.79 |
| PP |
1,885.76 |
1,885.76 |
1,885.76 |
1,887.15 |
| S1 |
1,880.19 |
1,880.19 |
1,887.16 |
1,882.98 |
| S2 |
1,871.95 |
1,871.95 |
1,885.90 |
|
| S3 |
1,858.14 |
1,866.38 |
1,884.63 |
|
| S4 |
1,844.33 |
1,852.57 |
1,880.83 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,934.14 |
1,919.38 |
1,872.49 |
|
| R3 |
1,911.99 |
1,897.23 |
1,866.40 |
|
| R2 |
1,889.84 |
1,889.84 |
1,864.37 |
|
| R1 |
1,875.08 |
1,875.08 |
1,862.34 |
1,871.39 |
| PP |
1,867.69 |
1,867.69 |
1,867.69 |
1,865.85 |
| S1 |
1,852.93 |
1,852.93 |
1,858.28 |
1,849.24 |
| S2 |
1,845.54 |
1,845.54 |
1,856.25 |
|
| S3 |
1,823.39 |
1,830.78 |
1,854.22 |
|
| S4 |
1,801.24 |
1,808.63 |
1,848.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,891.33 |
1,860.31 |
31.02 |
1.6% |
13.17 |
0.7% |
91% |
True |
False |
|
| 10 |
1,891.33 |
1,777.08 |
114.25 |
6.0% |
13.94 |
0.7% |
97% |
True |
False |
|
| 20 |
1,891.33 |
1,759.34 |
131.99 |
7.0% |
18.51 |
1.0% |
98% |
True |
False |
|
| 40 |
1,891.33 |
1,678.17 |
213.16 |
11.3% |
19.34 |
1.0% |
99% |
True |
False |
|
| 60 |
1,891.33 |
1,652.44 |
238.89 |
12.7% |
21.42 |
1.1% |
99% |
True |
False |
|
| 80 |
1,891.33 |
1,648.92 |
242.41 |
12.8% |
22.17 |
1.2% |
99% |
True |
False |
|
| 100 |
1,891.33 |
1,563.14 |
328.19 |
17.4% |
22.86 |
1.2% |
99% |
True |
False |
|
| 120 |
1,891.33 |
1,439.57 |
451.76 |
23.9% |
22.80 |
1.2% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,950.02 |
|
2.618 |
1,927.48 |
|
1.618 |
1,913.67 |
|
1.000 |
1,905.14 |
|
0.618 |
1,899.86 |
|
HIGH |
1,891.33 |
|
0.618 |
1,886.05 |
|
0.500 |
1,884.43 |
|
0.382 |
1,882.80 |
|
LOW |
1,877.52 |
|
0.618 |
1,868.99 |
|
1.000 |
1,863.71 |
|
1.618 |
1,855.18 |
|
2.618 |
1,841.37 |
|
4.250 |
1,818.83 |
|
|