Day Change Summary |
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Previous |
Current |
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26-Jan-2011 |
27-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
2,306.99 |
2,322.33 |
15.34 |
0.7% |
2,300.93 |
High |
2,321.22 |
2,336.04 |
14.82 |
0.6% |
2,331.62 |
Low |
2,300.11 |
2,319.23 |
19.12 |
0.8% |
2,267.17 |
Close |
2,314.19 |
2,330.07 |
15.88 |
0.7% |
2,268.32 |
Range |
21.11 |
16.81 |
-4.30 |
-20.4% |
64.45 |
ATR |
24.31 |
24.14 |
-0.18 |
-0.7% |
0.00 |
Volume |
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Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,378.88 |
2,371.28 |
2,339.32 |
|
R3 |
2,362.07 |
2,354.47 |
2,334.69 |
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R2 |
2,345.26 |
2,345.26 |
2,333.15 |
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R1 |
2,337.66 |
2,337.66 |
2,331.61 |
2,341.46 |
PP |
2,328.45 |
2,328.45 |
2,328.45 |
2,330.35 |
S1 |
2,320.85 |
2,320.85 |
2,328.53 |
2,324.65 |
S2 |
2,311.64 |
2,311.64 |
2,326.99 |
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S3 |
2,294.83 |
2,304.04 |
2,325.45 |
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S4 |
2,278.02 |
2,287.23 |
2,320.82 |
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Weekly Pivots for week ending 21-Jan-2011 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,482.39 |
2,439.80 |
2,303.77 |
|
R3 |
2,417.94 |
2,375.35 |
2,286.04 |
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R2 |
2,353.49 |
2,353.49 |
2,280.14 |
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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 |
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S3 |
2,160.14 |
2,182.00 |
2,250.60 |
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S4 |
2,095.69 |
2,117.55 |
2,232.87 |
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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 |
2,336.04 |
2,267.17 |
68.87 |
3.0% |
24.74 |
1.1% |
91% |
True |
False |
|
10 |
2,336.04 |
2,267.17 |
68.87 |
3.0% |
25.44 |
1.1% |
91% |
True |
False |
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20 |
2,336.04 |
2,209.37 |
126.67 |
5.4% |
22.92 |
1.0% |
95% |
True |
False |
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40 |
2,336.04 |
2,150.63 |
185.41 |
8.0% |
20.06 |
0.9% |
97% |
True |
False |
|
60 |
2,336.04 |
2,085.27 |
250.77 |
10.8% |
21.80 |
0.9% |
98% |
True |
False |
|
80 |
2,336.04 |
1,992.65 |
343.39 |
14.7% |
22.64 |
1.0% |
98% |
True |
False |
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100 |
2,336.04 |
1,854.43 |
481.61 |
20.7% |
22.91 |
1.0% |
99% |
True |
False |
|
120 |
2,336.04 |
1,747.32 |
588.72 |
25.3% |
23.82 |
1.0% |
99% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,407.48 |
2.618 |
2,380.05 |
1.618 |
2,363.24 |
1.000 |
2,352.85 |
0.618 |
2,346.43 |
HIGH |
2,336.04 |
0.618 |
2,329.62 |
0.500 |
2,327.64 |
0.382 |
2,325.65 |
LOW |
2,319.23 |
0.618 |
2,308.84 |
1.000 |
2,302.42 |
1.618 |
2,292.03 |
2.618 |
2,275.22 |
4.250 |
2,247.79 |
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