| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2010 |
07-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1,887.91 |
1,878.16 |
-9.75 |
-0.5% |
1,879.72 |
| High |
1,893.21 |
1,881.33 |
-11.88 |
-0.6% |
1,882.46 |
| Low |
1,873.90 |
1,867.62 |
-6.28 |
-0.3% |
1,860.31 |
| Close |
1,878.42 |
1,876.72 |
-1.70 |
-0.1% |
1,860.31 |
| Range |
19.31 |
13.71 |
-5.60 |
-29.0% |
22.15 |
| ATR |
22.16 |
21.55 |
-0.60 |
-2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,916.35 |
1,910.25 |
1,884.26 |
|
| R3 |
1,902.64 |
1,896.54 |
1,880.49 |
|
| R2 |
1,888.93 |
1,888.93 |
1,879.23 |
|
| R1 |
1,882.83 |
1,882.83 |
1,877.98 |
1,879.03 |
| PP |
1,875.22 |
1,875.22 |
1,875.22 |
1,873.32 |
| S1 |
1,869.12 |
1,869.12 |
1,875.46 |
1,865.32 |
| S2 |
1,861.51 |
1,861.51 |
1,874.21 |
|
| S3 |
1,847.80 |
1,855.41 |
1,872.95 |
|
| S4 |
1,834.09 |
1,841.70 |
1,869.18 |
|
|
| 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 |
1,893.21 |
1,860.31 |
32.90 |
1.8% |
15.47 |
0.8% |
50% |
False |
False |
|
| 10 |
1,893.21 |
1,832.10 |
61.11 |
3.3% |
13.65 |
0.7% |
73% |
False |
False |
|
| 20 |
1,893.21 |
1,759.34 |
133.87 |
7.1% |
16.82 |
0.9% |
88% |
False |
False |
|
| 40 |
1,893.21 |
1,709.44 |
183.77 |
9.8% |
18.96 |
1.0% |
91% |
False |
False |
|
| 60 |
1,893.21 |
1,652.44 |
240.77 |
12.8% |
21.46 |
1.1% |
93% |
False |
False |
|
| 80 |
1,893.21 |
1,652.44 |
240.77 |
12.8% |
21.98 |
1.2% |
93% |
False |
False |
|
| 100 |
1,893.21 |
1,563.14 |
330.07 |
17.6% |
22.61 |
1.2% |
95% |
False |
False |
|
| 120 |
1,893.21 |
1,494.57 |
398.64 |
21.2% |
22.69 |
1.2% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,939.60 |
|
2.618 |
1,917.22 |
|
1.618 |
1,903.51 |
|
1.000 |
1,895.04 |
|
0.618 |
1,889.80 |
|
HIGH |
1,881.33 |
|
0.618 |
1,876.09 |
|
0.500 |
1,874.48 |
|
0.382 |
1,872.86 |
|
LOW |
1,867.62 |
|
0.618 |
1,859.15 |
|
1.000 |
1,853.91 |
|
1.618 |
1,845.44 |
|
2.618 |
1,831.73 |
|
4.250 |
1,809.35 |
|
|