Day Change Summary |
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Previous |
Current |
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03-Jan-2011 |
04-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
2,238.65 |
2,261.64 |
22.99 |
1.0% |
2,223.76 |
High |
2,268.30 |
2,263.03 |
-5.27 |
-0.2% |
2,236.19 |
Low |
2,237.79 |
2,237.73 |
-0.06 |
0.0% |
2,208.80 |
Close |
2,254.23 |
2,251.46 |
-2.77 |
-0.1% |
2,217.86 |
Range |
30.51 |
25.30 |
-5.21 |
-17.1% |
27.39 |
ATR |
21.73 |
21.98 |
0.26 |
1.2% |
0.00 |
Volume |
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Daily Pivots for day following 04-Jan-2011 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,326.64 |
2,314.35 |
2,265.38 |
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R3 |
2,301.34 |
2,289.05 |
2,258.42 |
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R2 |
2,276.04 |
2,276.04 |
2,256.10 |
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R1 |
2,263.75 |
2,263.75 |
2,253.78 |
2,257.25 |
PP |
2,250.74 |
2,250.74 |
2,250.74 |
2,247.49 |
S1 |
2,238.45 |
2,238.45 |
2,249.14 |
2,231.95 |
S2 |
2,225.44 |
2,225.44 |
2,246.82 |
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S3 |
2,200.14 |
2,213.15 |
2,244.50 |
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S4 |
2,174.84 |
2,187.85 |
2,237.55 |
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Weekly Pivots for week ending 31-Dec-2010 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,303.12 |
2,287.88 |
2,232.92 |
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R3 |
2,275.73 |
2,260.49 |
2,225.39 |
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R2 |
2,248.34 |
2,248.34 |
2,222.88 |
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R1 |
2,233.10 |
2,233.10 |
2,220.37 |
2,227.03 |
PP |
2,220.95 |
2,220.95 |
2,220.95 |
2,217.91 |
S1 |
2,205.71 |
2,205.71 |
2,215.35 |
2,199.64 |
S2 |
2,193.56 |
2,193.56 |
2,212.84 |
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S3 |
2,166.17 |
2,178.32 |
2,210.33 |
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S4 |
2,138.78 |
2,150.93 |
2,202.80 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,268.30 |
2,209.37 |
58.93 |
2.6% |
17.47 |
0.8% |
71% |
False |
False |
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10 |
2,268.30 |
2,208.80 |
59.50 |
2.6% |
15.25 |
0.7% |
72% |
False |
False |
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20 |
2,268.30 |
2,182.99 |
85.31 |
3.8% |
17.59 |
0.8% |
80% |
False |
False |
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40 |
2,268.30 |
2,085.27 |
183.03 |
8.1% |
21.60 |
1.0% |
91% |
False |
False |
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60 |
2,268.30 |
2,007.13 |
261.17 |
11.6% |
21.99 |
1.0% |
94% |
False |
False |
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80 |
2,268.30 |
1,908.41 |
359.89 |
16.0% |
23.04 |
1.0% |
95% |
False |
False |
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100 |
2,268.30 |
1,747.32 |
520.98 |
23.1% |
23.81 |
1.1% |
97% |
False |
False |
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120 |
2,268.30 |
1,747.32 |
520.98 |
23.1% |
24.85 |
1.1% |
97% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,370.56 |
2.618 |
2,329.27 |
1.618 |
2,303.97 |
1.000 |
2,288.33 |
0.618 |
2,278.67 |
HIGH |
2,263.03 |
0.618 |
2,253.37 |
0.500 |
2,250.38 |
0.382 |
2,247.39 |
LOW |
2,237.73 |
0.618 |
2,222.09 |
1.000 |
2,212.43 |
1.618 |
2,196.79 |
2.618 |
2,171.49 |
4.250 |
2,130.21 |
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