| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2011 |
20-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,329.93 |
2,292.17 |
-37.76 |
-1.6% |
2,270.64 |
| High |
2,331.62 |
2,295.24 |
-36.38 |
-1.6% |
2,323.43 |
| Low |
2,294.88 |
2,268.59 |
-26.29 |
-1.1% |
2,265.00 |
| Close |
2,303.32 |
2,286.08 |
-17.24 |
-0.7% |
2,323.43 |
| Range |
36.74 |
26.65 |
-10.09 |
-27.5% |
58.43 |
| ATR |
22.75 |
23.61 |
0.86 |
3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,363.25 |
2,351.32 |
2,300.74 |
|
| R3 |
2,336.60 |
2,324.67 |
2,293.41 |
|
| R2 |
2,309.95 |
2,309.95 |
2,290.97 |
|
| R1 |
2,298.02 |
2,298.02 |
2,288.52 |
2,290.66 |
| PP |
2,283.30 |
2,283.30 |
2,283.30 |
2,279.63 |
| S1 |
2,271.37 |
2,271.37 |
2,283.64 |
2,264.01 |
| S2 |
2,256.65 |
2,256.65 |
2,281.19 |
|
| S3 |
2,230.00 |
2,244.72 |
2,278.75 |
|
| S4 |
2,203.35 |
2,218.07 |
2,271.42 |
|
|
| 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 |
2,268.59 |
63.03 |
2.8% |
26.14 |
1.1% |
28% |
False |
True |
|
| 10 |
2,331.62 |
2,254.22 |
77.40 |
3.4% |
22.63 |
1.0% |
41% |
False |
False |
|
| 20 |
2,331.62 |
2,208.80 |
122.82 |
5.4% |
19.84 |
0.9% |
63% |
False |
False |
|
| 40 |
2,331.62 |
2,105.61 |
226.01 |
9.9% |
20.10 |
0.9% |
80% |
False |
False |
|
| 60 |
2,331.62 |
2,085.27 |
246.35 |
10.8% |
21.71 |
0.9% |
82% |
False |
False |
|
| 80 |
2,331.62 |
1,963.68 |
367.94 |
16.1% |
23.11 |
1.0% |
88% |
False |
False |
|
| 100 |
2,331.62 |
1,755.38 |
576.24 |
25.2% |
22.94 |
1.0% |
92% |
False |
False |
|
| 120 |
2,331.62 |
1,747.32 |
584.30 |
25.6% |
23.68 |
1.0% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,408.50 |
|
2.618 |
2,365.01 |
|
1.618 |
2,338.36 |
|
1.000 |
2,321.89 |
|
0.618 |
2,311.71 |
|
HIGH |
2,295.24 |
|
0.618 |
2,285.06 |
|
0.500 |
2,281.92 |
|
0.382 |
2,278.77 |
|
LOW |
2,268.59 |
|
0.618 |
2,252.12 |
|
1.000 |
2,241.94 |
|
1.618 |
2,225.47 |
|
2.618 |
2,198.82 |
|
4.250 |
2,155.33 |
|
|