| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2011 |
24-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,295.14 |
2,271.73 |
-23.41 |
-1.0% |
2,300.93 |
| High |
2,301.05 |
2,300.38 |
-0.67 |
0.0% |
2,331.62 |
| Low |
2,267.17 |
2,268.72 |
1.55 |
0.1% |
2,267.17 |
| Close |
2,268.32 |
2,300.38 |
32.06 |
1.4% |
2,268.32 |
| Range |
33.88 |
31.66 |
-2.22 |
-6.6% |
64.45 |
| ATR |
24.34 |
24.89 |
0.55 |
2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,384.81 |
2,374.25 |
2,317.79 |
|
| R3 |
2,353.15 |
2,342.59 |
2,309.09 |
|
| R2 |
2,321.49 |
2,321.49 |
2,306.18 |
|
| R1 |
2,310.93 |
2,310.93 |
2,303.28 |
2,316.21 |
| PP |
2,289.83 |
2,289.83 |
2,289.83 |
2,292.47 |
| S1 |
2,279.27 |
2,279.27 |
2,297.48 |
2,284.55 |
| S2 |
2,258.17 |
2,258.17 |
2,294.58 |
|
| S3 |
2,226.51 |
2,247.61 |
2,291.67 |
|
| S4 |
2,194.85 |
2,215.95 |
2,282.97 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,482.39 |
2,439.80 |
2,303.77 |
|
| R3 |
2,417.94 |
2,375.35 |
2,286.04 |
|
| R2 |
2,353.49 |
2,353.49 |
2,280.14 |
|
| R1 |
2,310.90 |
2,310.90 |
2,274.23 |
2,299.97 |
| PP |
2,289.04 |
2,289.04 |
2,289.04 |
2,283.57 |
| S1 |
2,246.45 |
2,246.45 |
2,262.41 |
2,235.52 |
| S2 |
2,224.59 |
2,224.59 |
2,256.50 |
|
| S3 |
2,160.14 |
2,182.00 |
2,250.60 |
|
| S4 |
2,095.69 |
2,117.55 |
2,232.87 |
|
|
| 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 |
2,267.17 |
64.45 |
2.8% |
32.18 |
1.4% |
52% |
False |
False |
|
| 10 |
2,331.62 |
2,265.00 |
66.62 |
2.9% |
25.24 |
1.1% |
53% |
False |
False |
|
| 20 |
2,331.62 |
2,208.80 |
122.82 |
5.3% |
22.27 |
1.0% |
75% |
False |
False |
|
| 40 |
2,331.62 |
2,110.24 |
221.38 |
9.6% |
20.38 |
0.9% |
86% |
False |
False |
|
| 60 |
2,331.62 |
2,085.27 |
246.35 |
10.7% |
21.95 |
1.0% |
87% |
False |
False |
|
| 80 |
2,331.62 |
1,963.68 |
367.94 |
16.0% |
23.25 |
1.0% |
92% |
False |
False |
|
| 100 |
2,331.62 |
1,791.41 |
540.21 |
23.5% |
23.07 |
1.0% |
94% |
False |
False |
|
| 120 |
2,331.62 |
1,747.32 |
584.30 |
25.4% |
23.89 |
1.0% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,434.94 |
|
2.618 |
2,383.27 |
|
1.618 |
2,351.61 |
|
1.000 |
2,332.04 |
|
0.618 |
2,319.95 |
|
HIGH |
2,300.38 |
|
0.618 |
2,288.29 |
|
0.500 |
2,284.55 |
|
0.382 |
2,280.81 |
|
LOW |
2,268.72 |
|
0.618 |
2,249.15 |
|
1.000 |
2,237.06 |
|
1.618 |
2,217.49 |
|
2.618 |
2,185.83 |
|
4.250 |
2,134.17 |
|
|