| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2011 |
19-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,300.93 |
2,329.93 |
29.00 |
1.3% |
2,270.64 |
| High |
2,331.32 |
2,331.62 |
0.30 |
0.0% |
2,323.43 |
| Low |
2,299.37 |
2,294.88 |
-4.49 |
-0.2% |
2,265.00 |
| Close |
2,328.79 |
2,303.32 |
-25.47 |
-1.1% |
2,323.43 |
| Range |
31.95 |
36.74 |
4.79 |
15.0% |
58.43 |
| ATR |
21.68 |
22.75 |
1.08 |
5.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,420.16 |
2,398.48 |
2,323.53 |
|
| R3 |
2,383.42 |
2,361.74 |
2,313.42 |
|
| R2 |
2,346.68 |
2,346.68 |
2,310.06 |
|
| R1 |
2,325.00 |
2,325.00 |
2,306.69 |
2,317.47 |
| PP |
2,309.94 |
2,309.94 |
2,309.94 |
2,306.18 |
| S1 |
2,288.26 |
2,288.26 |
2,299.95 |
2,280.73 |
| S2 |
2,273.20 |
2,273.20 |
2,296.58 |
|
| S3 |
2,236.46 |
2,251.52 |
2,293.22 |
|
| S4 |
2,199.72 |
2,214.78 |
2,283.11 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,479.24 |
2,459.77 |
2,355.57 |
|
| R3 |
2,420.81 |
2,401.34 |
2,339.50 |
|
| R2 |
2,362.38 |
2,362.38 |
2,334.14 |
|
| R1 |
2,342.91 |
2,342.91 |
2,328.79 |
2,352.65 |
| PP |
2,303.95 |
2,303.95 |
2,303.95 |
2,308.82 |
| S1 |
2,284.48 |
2,284.48 |
2,318.07 |
2,294.22 |
| S2 |
2,245.52 |
2,245.52 |
2,312.72 |
|
| S3 |
2,187.09 |
2,226.05 |
2,307.36 |
|
| S4 |
2,128.66 |
2,167.62 |
2,291.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,331.62 |
2,289.05 |
42.57 |
1.8% |
23.98 |
1.0% |
34% |
True |
False |
|
| 10 |
2,331.62 |
2,243.87 |
87.75 |
3.8% |
22.69 |
1.0% |
68% |
True |
False |
|
| 20 |
2,331.62 |
2,208.80 |
122.82 |
5.3% |
18.97 |
0.8% |
77% |
True |
False |
|
| 40 |
2,331.62 |
2,105.61 |
226.01 |
9.8% |
20.16 |
0.9% |
87% |
True |
False |
|
| 60 |
2,331.62 |
2,085.27 |
246.35 |
10.7% |
21.51 |
0.9% |
89% |
True |
False |
|
| 80 |
2,331.62 |
1,963.68 |
367.94 |
16.0% |
22.97 |
1.0% |
92% |
True |
False |
|
| 100 |
2,331.62 |
1,747.32 |
584.30 |
25.4% |
23.14 |
1.0% |
95% |
True |
False |
|
| 120 |
2,331.62 |
1,747.32 |
584.30 |
25.4% |
23.80 |
1.0% |
95% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,487.77 |
|
2.618 |
2,427.81 |
|
1.618 |
2,391.07 |
|
1.000 |
2,368.36 |
|
0.618 |
2,354.33 |
|
HIGH |
2,331.62 |
|
0.618 |
2,317.59 |
|
0.500 |
2,313.25 |
|
0.382 |
2,308.91 |
|
LOW |
2,294.88 |
|
0.618 |
2,272.17 |
|
1.000 |
2,258.14 |
|
1.618 |
2,235.43 |
|
2.618 |
2,198.69 |
|
4.250 |
2,138.74 |
|
|