| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2010 |
05-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
2,918.0 |
2,948.0 |
30.0 |
1.0% |
2,924.0 |
| High |
2,958.0 |
2,956.0 |
-2.0 |
-0.1% |
2,936.0 |
| Low |
2,915.0 |
2,938.0 |
23.0 |
0.8% |
2,899.0 |
| Close |
2,948.0 |
2,944.0 |
-4.0 |
-0.1% |
2,905.0 |
| Range |
43.0 |
18.0 |
-25.0 |
-58.1% |
37.0 |
| ATR |
46.7 |
44.6 |
-2.0 |
-4.4% |
0.0 |
| Volume |
1,226 |
449 |
-777 |
-63.4% |
699 |
|
| Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,000.0 |
2,990.0 |
2,953.9 |
|
| R3 |
2,982.0 |
2,972.0 |
2,949.0 |
|
| R2 |
2,964.0 |
2,964.0 |
2,947.3 |
|
| R1 |
2,954.0 |
2,954.0 |
2,945.7 |
2,950.0 |
| PP |
2,946.0 |
2,946.0 |
2,946.0 |
2,944.0 |
| S1 |
2,936.0 |
2,936.0 |
2,942.4 |
2,932.0 |
| S2 |
2,928.0 |
2,928.0 |
2,940.7 |
|
| S3 |
2,910.0 |
2,918.0 |
2,939.1 |
|
| S4 |
2,892.0 |
2,900.0 |
2,934.1 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,024.3 |
3,001.7 |
2,925.4 |
|
| R3 |
2,987.3 |
2,964.7 |
2,915.2 |
|
| R2 |
2,950.3 |
2,950.3 |
2,911.8 |
|
| R1 |
2,927.7 |
2,927.7 |
2,908.4 |
2,920.5 |
| PP |
2,913.3 |
2,913.3 |
2,913.3 |
2,909.8 |
| S1 |
2,890.7 |
2,890.7 |
2,901.6 |
2,883.5 |
| S2 |
2,876.3 |
2,876.3 |
2,898.2 |
|
| S3 |
2,839.3 |
2,853.7 |
2,894.8 |
|
| S4 |
2,802.3 |
2,816.7 |
2,884.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,958.0 |
2,899.0 |
59.0 |
2.0% |
23.8 |
0.8% |
76% |
False |
False |
474 |
| 10 |
2,958.0 |
2,794.0 |
164.0 |
5.6% |
32.7 |
1.1% |
91% |
False |
False |
5,502 |
| 20 |
2,958.0 |
2,730.0 |
228.0 |
7.7% |
38.9 |
1.3% |
94% |
False |
False |
6,299 |
| 40 |
2,958.0 |
2,643.0 |
315.0 |
10.7% |
38.9 |
1.3% |
96% |
False |
False |
3,464 |
| 60 |
2,958.0 |
2,617.0 |
341.0 |
11.6% |
43.6 |
1.5% |
96% |
False |
False |
2,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,032.5 |
|
2.618 |
3,003.1 |
|
1.618 |
2,985.1 |
|
1.000 |
2,974.0 |
|
0.618 |
2,967.1 |
|
HIGH |
2,956.0 |
|
0.618 |
2,949.1 |
|
0.500 |
2,947.0 |
|
0.382 |
2,944.9 |
|
LOW |
2,938.0 |
|
0.618 |
2,926.9 |
|
1.000 |
2,920.0 |
|
1.618 |
2,908.9 |
|
2.618 |
2,890.9 |
|
4.250 |
2,861.5 |
|
|