Day Change Summary |
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Previous |
Current |
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04-Jan-2011 |
05-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
2,261.64 |
2,245.39 |
-16.25 |
-0.7% |
2,223.76 |
High |
2,263.03 |
2,271.08 |
8.05 |
0.4% |
2,236.19 |
Low |
2,237.73 |
2,243.87 |
6.14 |
0.3% |
2,208.80 |
Close |
2,251.46 |
2,270.39 |
18.93 |
0.8% |
2,217.86 |
Range |
25.30 |
27.21 |
1.91 |
7.5% |
27.39 |
ATR |
21.98 |
22.36 |
0.37 |
1.7% |
0.00 |
Volume |
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Daily Pivots for day following 05-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,343.41 |
2,334.11 |
2,285.36 |
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R3 |
2,316.20 |
2,306.90 |
2,277.87 |
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R2 |
2,288.99 |
2,288.99 |
2,275.38 |
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R1 |
2,279.69 |
2,279.69 |
2,272.88 |
2,284.34 |
PP |
2,261.78 |
2,261.78 |
2,261.78 |
2,264.11 |
S1 |
2,252.48 |
2,252.48 |
2,267.90 |
2,257.13 |
S2 |
2,234.57 |
2,234.57 |
2,265.40 |
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S3 |
2,207.36 |
2,225.27 |
2,262.91 |
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S4 |
2,180.15 |
2,198.06 |
2,255.42 |
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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 |
2,271.08 |
2,209.37 |
61.71 |
2.7% |
21.65 |
1.0% |
99% |
True |
False |
|
10 |
2,271.08 |
2,208.80 |
62.28 |
2.7% |
17.04 |
0.8% |
99% |
True |
False |
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20 |
2,271.08 |
2,182.99 |
88.09 |
3.9% |
17.62 |
0.8% |
99% |
True |
False |
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40 |
2,271.08 |
2,085.27 |
185.81 |
8.2% |
21.91 |
1.0% |
100% |
True |
False |
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60 |
2,271.08 |
2,007.13 |
263.95 |
11.6% |
22.18 |
1.0% |
100% |
True |
False |
|
80 |
2,271.08 |
1,913.71 |
357.37 |
15.7% |
23.17 |
1.0% |
100% |
True |
False |
|
100 |
2,271.08 |
1,747.32 |
523.76 |
23.1% |
23.94 |
1.1% |
100% |
True |
False |
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120 |
2,271.08 |
1,747.32 |
523.76 |
23.1% |
24.67 |
1.1% |
100% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,386.72 |
2.618 |
2,342.32 |
1.618 |
2,315.11 |
1.000 |
2,298.29 |
0.618 |
2,287.90 |
HIGH |
2,271.08 |
0.618 |
2,260.69 |
0.500 |
2,257.48 |
0.382 |
2,254.26 |
LOW |
2,243.87 |
0.618 |
2,227.05 |
1.000 |
2,216.66 |
1.618 |
2,199.84 |
2.618 |
2,172.63 |
4.250 |
2,128.23 |
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