| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1,874.75 |
1,868.20 |
-6.55 |
-0.3% |
1,882.69 |
| High |
1,876.37 |
1,890.81 |
14.44 |
0.8% |
1,893.25 |
| Low |
1,852.31 |
1,855.27 |
2.96 |
0.2% |
1,867.62 |
| Close |
1,861.79 |
1,886.13 |
24.34 |
1.3% |
1,892.59 |
| Range |
24.06 |
35.54 |
11.48 |
47.7% |
25.63 |
| ATR |
22.61 |
23.53 |
0.92 |
4.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,984.02 |
1,970.62 |
1,905.68 |
|
| R3 |
1,948.48 |
1,935.08 |
1,895.90 |
|
| R2 |
1,912.94 |
1,912.94 |
1,892.65 |
|
| R1 |
1,899.54 |
1,899.54 |
1,889.39 |
1,906.24 |
| PP |
1,877.40 |
1,877.40 |
1,877.40 |
1,880.76 |
| S1 |
1,864.00 |
1,864.00 |
1,882.87 |
1,870.70 |
| S2 |
1,841.86 |
1,841.86 |
1,879.61 |
|
| S3 |
1,806.32 |
1,828.46 |
1,876.36 |
|
| S4 |
1,770.78 |
1,792.92 |
1,866.58 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,961.38 |
1,952.61 |
1,906.69 |
|
| R3 |
1,935.75 |
1,926.98 |
1,899.64 |
|
| R2 |
1,910.12 |
1,910.12 |
1,897.29 |
|
| R1 |
1,901.35 |
1,901.35 |
1,894.94 |
1,905.74 |
| PP |
1,884.49 |
1,884.49 |
1,884.49 |
1,886.68 |
| S1 |
1,875.72 |
1,875.72 |
1,890.24 |
1,880.11 |
| S2 |
1,858.86 |
1,858.86 |
1,887.89 |
|
| S3 |
1,833.23 |
1,850.09 |
1,885.54 |
|
| S4 |
1,807.60 |
1,824.46 |
1,878.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,897.49 |
1,852.31 |
45.18 |
2.4% |
23.85 |
1.3% |
75% |
False |
False |
|
| 10 |
1,897.49 |
1,852.31 |
45.18 |
2.4% |
19.45 |
1.0% |
75% |
False |
False |
|
| 20 |
1,897.49 |
1,777.08 |
120.41 |
6.4% |
17.78 |
0.9% |
91% |
False |
False |
|
| 40 |
1,897.49 |
1,742.20 |
155.29 |
8.2% |
19.49 |
1.0% |
93% |
False |
False |
|
| 60 |
1,897.49 |
1,652.44 |
245.05 |
13.0% |
22.05 |
1.2% |
95% |
False |
False |
|
| 80 |
1,897.49 |
1,652.44 |
245.05 |
13.0% |
22.35 |
1.2% |
95% |
False |
False |
|
| 100 |
1,897.49 |
1,566.44 |
331.05 |
17.6% |
22.78 |
1.2% |
97% |
False |
False |
|
| 120 |
1,897.49 |
1,551.16 |
346.33 |
18.4% |
22.90 |
1.2% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,041.86 |
|
2.618 |
1,983.85 |
|
1.618 |
1,948.31 |
|
1.000 |
1,926.35 |
|
0.618 |
1,912.77 |
|
HIGH |
1,890.81 |
|
0.618 |
1,877.23 |
|
0.500 |
1,873.04 |
|
0.382 |
1,868.85 |
|
LOW |
1,855.27 |
|
0.618 |
1,833.31 |
|
1.000 |
1,819.73 |
|
1.618 |
1,797.77 |
|
2.618 |
1,762.23 |
|
4.250 |
1,704.23 |
|
|