| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2010 |
15-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1,880.46 |
1,887.31 |
6.85 |
0.4% |
1,896.05 |
| High |
1,891.73 |
1,893.48 |
1.75 |
0.1% |
1,897.49 |
| Low |
1,880.35 |
1,857.11 |
-23.24 |
-1.2% |
1,852.31 |
| Close |
1,886.52 |
1,864.52 |
-22.00 |
-1.2% |
1,864.52 |
| Range |
11.38 |
36.37 |
24.99 |
219.6% |
45.18 |
| ATR |
22.67 |
23.64 |
0.98 |
4.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,980.81 |
1,959.04 |
1,884.52 |
|
| R3 |
1,944.44 |
1,922.67 |
1,874.52 |
|
| R2 |
1,908.07 |
1,908.07 |
1,871.19 |
|
| R1 |
1,886.30 |
1,886.30 |
1,867.85 |
1,879.00 |
| PP |
1,871.70 |
1,871.70 |
1,871.70 |
1,868.06 |
| S1 |
1,849.93 |
1,849.93 |
1,861.19 |
1,842.63 |
| S2 |
1,835.33 |
1,835.33 |
1,857.85 |
|
| S3 |
1,798.96 |
1,813.56 |
1,854.52 |
|
| S4 |
1,762.59 |
1,777.19 |
1,844.52 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,006.98 |
1,980.93 |
1,889.37 |
|
| R3 |
1,961.80 |
1,935.75 |
1,876.94 |
|
| R2 |
1,916.62 |
1,916.62 |
1,872.80 |
|
| R1 |
1,890.57 |
1,890.57 |
1,868.66 |
1,881.01 |
| PP |
1,871.44 |
1,871.44 |
1,871.44 |
1,866.66 |
| S1 |
1,845.39 |
1,845.39 |
1,860.38 |
1,835.83 |
| S2 |
1,826.26 |
1,826.26 |
1,856.24 |
|
| S3 |
1,781.08 |
1,800.21 |
1,852.10 |
|
| S4 |
1,735.90 |
1,755.03 |
1,839.67 |
|
|
| 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% |
25.72 |
1.4% |
27% |
False |
False |
|
| 10 |
1,897.49 |
1,852.31 |
45.18 |
2.4% |
20.85 |
1.1% |
27% |
False |
False |
|
| 20 |
1,897.49 |
1,777.08 |
120.41 |
6.5% |
18.07 |
1.0% |
73% |
False |
False |
|
| 40 |
1,897.49 |
1,742.20 |
155.29 |
8.3% |
19.57 |
1.0% |
79% |
False |
False |
|
| 60 |
1,897.49 |
1,652.44 |
245.05 |
13.1% |
22.33 |
1.2% |
87% |
False |
False |
|
| 80 |
1,897.49 |
1,652.44 |
245.05 |
13.1% |
22.53 |
1.2% |
87% |
False |
False |
|
| 100 |
1,897.49 |
1,585.56 |
311.93 |
16.7% |
22.67 |
1.2% |
89% |
False |
False |
|
| 120 |
1,897.49 |
1,563.14 |
334.35 |
17.9% |
22.76 |
1.2% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,048.05 |
|
2.618 |
1,988.70 |
|
1.618 |
1,952.33 |
|
1.000 |
1,929.85 |
|
0.618 |
1,915.96 |
|
HIGH |
1,893.48 |
|
0.618 |
1,879.59 |
|
0.500 |
1,875.30 |
|
0.382 |
1,871.00 |
|
LOW |
1,857.11 |
|
0.618 |
1,834.63 |
|
1.000 |
1,820.74 |
|
1.618 |
1,798.26 |
|
2.618 |
1,761.89 |
|
4.250 |
1,702.54 |
|
|