| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2011 |
26-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,288.50 |
2,306.99 |
18.49 |
0.8% |
2,300.93 |
| High |
2,304.04 |
2,321.22 |
17.18 |
0.7% |
2,331.62 |
| Low |
2,283.79 |
2,300.11 |
16.32 |
0.7% |
2,267.17 |
| Close |
2,304.03 |
2,314.19 |
10.16 |
0.4% |
2,268.32 |
| Range |
20.25 |
21.11 |
0.86 |
4.2% |
64.45 |
| ATR |
24.56 |
24.31 |
-0.25 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,375.17 |
2,365.79 |
2,325.80 |
|
| R3 |
2,354.06 |
2,344.68 |
2,320.00 |
|
| R2 |
2,332.95 |
2,332.95 |
2,318.06 |
|
| R1 |
2,323.57 |
2,323.57 |
2,316.13 |
2,328.26 |
| PP |
2,311.84 |
2,311.84 |
2,311.84 |
2,314.19 |
| S1 |
2,302.46 |
2,302.46 |
2,312.25 |
2,307.15 |
| S2 |
2,290.73 |
2,290.73 |
2,310.32 |
|
| S3 |
2,269.62 |
2,281.35 |
2,308.38 |
|
| S4 |
2,248.51 |
2,260.24 |
2,302.58 |
|
|
| 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 |
2,321.22 |
2,267.17 |
54.05 |
2.3% |
26.71 |
1.2% |
87% |
True |
False |
|
| 10 |
2,331.62 |
2,267.17 |
64.45 |
2.8% |
25.34 |
1.1% |
73% |
False |
False |
|
| 20 |
2,331.62 |
2,209.37 |
122.25 |
5.3% |
22.39 |
1.0% |
86% |
False |
False |
|
| 40 |
2,331.62 |
2,110.24 |
221.38 |
9.6% |
20.17 |
0.9% |
92% |
False |
False |
|
| 60 |
2,331.62 |
2,085.27 |
246.35 |
10.6% |
22.03 |
1.0% |
93% |
False |
False |
|
| 80 |
2,331.62 |
1,963.68 |
367.94 |
15.9% |
22.85 |
1.0% |
95% |
False |
False |
|
| 100 |
2,331.62 |
1,851.60 |
480.02 |
20.7% |
22.93 |
1.0% |
96% |
False |
False |
|
| 120 |
2,331.62 |
1,747.32 |
584.30 |
25.2% |
23.94 |
1.0% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,410.94 |
|
2.618 |
2,376.49 |
|
1.618 |
2,355.38 |
|
1.000 |
2,342.33 |
|
0.618 |
2,334.27 |
|
HIGH |
2,321.22 |
|
0.618 |
2,313.16 |
|
0.500 |
2,310.67 |
|
0.382 |
2,308.17 |
|
LOW |
2,300.11 |
|
0.618 |
2,287.06 |
|
1.000 |
2,279.00 |
|
1.618 |
2,265.95 |
|
2.618 |
2,244.84 |
|
4.250 |
2,210.39 |
|
|