| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2010 |
06-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1,885.50 |
1,881.50 |
-4.00 |
-0.2% |
1,868.75 |
| High |
1,887.75 |
1,889.00 |
1.25 |
0.1% |
1,879.25 |
| Low |
1,874.50 |
1,870.75 |
-3.75 |
-0.2% |
1,857.50 |
| Close |
1,883.00 |
1,876.50 |
-6.50 |
-0.3% |
1,856.75 |
| Range |
13.25 |
18.25 |
5.00 |
37.7% |
21.75 |
| ATR |
|
|
|
|
|
| Volume |
34 |
75 |
41 |
120.6% |
216 |
|
| Daily Pivots for day following 06-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,933.50 |
1,923.25 |
1,886.50 |
|
| R3 |
1,915.25 |
1,905.00 |
1,881.50 |
|
| R2 |
1,897.00 |
1,897.00 |
1,879.75 |
|
| R1 |
1,886.75 |
1,886.75 |
1,878.25 |
1,882.75 |
| PP |
1,878.75 |
1,878.75 |
1,878.75 |
1,876.75 |
| S1 |
1,868.50 |
1,868.50 |
1,874.75 |
1,864.50 |
| S2 |
1,860.50 |
1,860.50 |
1,873.25 |
|
| S3 |
1,842.25 |
1,850.25 |
1,871.50 |
|
| S4 |
1,824.00 |
1,832.00 |
1,866.50 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,929.75 |
1,915.00 |
1,868.75 |
|
| R3 |
1,908.00 |
1,893.25 |
1,862.75 |
|
| R2 |
1,886.25 |
1,886.25 |
1,860.75 |
|
| R1 |
1,871.50 |
1,871.50 |
1,858.75 |
1,868.00 |
| PP |
1,864.50 |
1,864.50 |
1,864.50 |
1,862.75 |
| S1 |
1,849.75 |
1,849.75 |
1,854.75 |
1,846.25 |
| S2 |
1,842.75 |
1,842.75 |
1,852.75 |
|
| S3 |
1,821.00 |
1,828.00 |
1,850.75 |
|
| S4 |
1,799.25 |
1,806.25 |
1,844.75 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,966.50 |
|
2.618 |
1,936.75 |
|
1.618 |
1,918.50 |
|
1.000 |
1,907.25 |
|
0.618 |
1,900.25 |
|
HIGH |
1,889.00 |
|
0.618 |
1,882.00 |
|
0.500 |
1,880.00 |
|
0.382 |
1,877.75 |
|
LOW |
1,870.75 |
|
0.618 |
1,859.50 |
|
1.000 |
1,852.50 |
|
1.618 |
1,841.25 |
|
2.618 |
1,823.00 |
|
4.250 |
1,793.25 |
|
|