Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2011 |
06-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,268.78 |
1,276.29 |
7.51 |
0.6% |
1,254.66 |
High |
1,277.63 |
1,278.17 |
0.54 |
0.0% |
1,262.60 |
Low |
1,265.36 |
1,270.43 |
5.07 |
0.4% |
1,251.48 |
Close |
1,276.56 |
1,273.85 |
-2.71 |
-0.2% |
1,257.64 |
Range |
12.27 |
7.74 |
-4.53 |
-36.9% |
11.12 |
ATR |
9.73 |
9.59 |
-0.14 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,297.37 |
1,293.35 |
1,278.11 |
|
R3 |
1,289.63 |
1,285.61 |
1,275.98 |
|
R2 |
1,281.89 |
1,281.89 |
1,275.27 |
|
R1 |
1,277.87 |
1,277.87 |
1,274.56 |
1,276.01 |
PP |
1,274.15 |
1,274.15 |
1,274.15 |
1,273.22 |
S1 |
1,270.13 |
1,270.13 |
1,273.14 |
1,268.27 |
S2 |
1,266.41 |
1,266.41 |
1,272.43 |
|
S3 |
1,258.67 |
1,262.39 |
1,271.72 |
|
S4 |
1,250.93 |
1,254.65 |
1,269.59 |
|
|
Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,290.60 |
1,285.24 |
1,263.76 |
|
R3 |
1,279.48 |
1,274.12 |
1,260.70 |
|
R2 |
1,268.36 |
1,268.36 |
1,259.68 |
|
R1 |
1,263.00 |
1,263.00 |
1,258.66 |
1,265.68 |
PP |
1,257.24 |
1,257.24 |
1,257.24 |
1,258.58 |
S1 |
1,251.88 |
1,251.88 |
1,256.62 |
1,254.56 |
S2 |
1,246.12 |
1,246.12 |
1,255.60 |
|
S3 |
1,235.00 |
1,240.76 |
1,254.58 |
|
S4 |
1,223.88 |
1,229.64 |
1,251.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,278.17 |
1,254.19 |
23.98 |
1.9% |
11.03 |
0.9% |
82% |
True |
False |
|
10 |
1,278.17 |
1,251.48 |
26.69 |
2.1% |
7.89 |
0.6% |
84% |
True |
False |
|
20 |
1,278.17 |
1,226.85 |
51.32 |
4.0% |
7.80 |
0.6% |
92% |
True |
False |
|
40 |
1,278.17 |
1,173.00 |
105.17 |
8.3% |
10.45 |
0.8% |
96% |
True |
False |
|
60 |
1,278.17 |
1,159.71 |
118.46 |
9.3% |
11.22 |
0.9% |
96% |
True |
False |
|
80 |
1,278.17 |
1,114.63 |
163.54 |
12.8% |
11.69 |
0.9% |
97% |
True |
False |
|
100 |
1,278.17 |
1,039.70 |
238.47 |
18.7% |
12.37 |
1.0% |
98% |
True |
False |
|
120 |
1,278.17 |
1,039.70 |
238.47 |
18.7% |
12.93 |
1.0% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,311.07 |
2.618 |
1,298.43 |
1.618 |
1,290.69 |
1.000 |
1,285.91 |
0.618 |
1,282.95 |
HIGH |
1,278.17 |
0.618 |
1,275.21 |
0.500 |
1,274.30 |
0.382 |
1,273.39 |
LOW |
1,270.43 |
0.618 |
1,265.65 |
1.000 |
1,262.69 |
1.618 |
1,257.91 |
2.618 |
1,250.17 |
4.250 |
1,237.54 |
|
|