| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2011 |
31-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,330.07 |
2,274.22 |
-55.85 |
-2.4% |
2,271.73 |
| High |
2,330.07 |
2,287.50 |
-42.57 |
-1.8% |
2,336.04 |
| Low |
2,260.60 |
2,258.05 |
-2.55 |
-0.1% |
2,260.60 |
| Close |
2,270.51 |
2,281.90 |
11.39 |
0.5% |
2,270.51 |
| Range |
69.47 |
29.45 |
-40.02 |
-57.6% |
75.44 |
| ATR |
27.38 |
27.52 |
0.15 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,364.17 |
2,352.48 |
2,298.10 |
|
| R3 |
2,334.72 |
2,323.03 |
2,290.00 |
|
| R2 |
2,305.27 |
2,305.27 |
2,287.30 |
|
| R1 |
2,293.58 |
2,293.58 |
2,284.60 |
2,299.43 |
| PP |
2,275.82 |
2,275.82 |
2,275.82 |
2,278.74 |
| S1 |
2,264.13 |
2,264.13 |
2,279.20 |
2,269.98 |
| S2 |
2,246.37 |
2,246.37 |
2,276.50 |
|
| S3 |
2,216.92 |
2,234.68 |
2,273.80 |
|
| S4 |
2,187.47 |
2,205.23 |
2,265.70 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,515.37 |
2,468.38 |
2,312.00 |
|
| R3 |
2,439.93 |
2,392.94 |
2,291.26 |
|
| R2 |
2,364.49 |
2,364.49 |
2,284.34 |
|
| R1 |
2,317.50 |
2,317.50 |
2,277.43 |
2,303.28 |
| PP |
2,289.05 |
2,289.05 |
2,289.05 |
2,281.94 |
| S1 |
2,242.06 |
2,242.06 |
2,263.59 |
2,227.84 |
| S2 |
2,213.61 |
2,213.61 |
2,256.68 |
|
| S3 |
2,138.17 |
2,166.62 |
2,249.76 |
|
| S4 |
2,062.73 |
2,091.18 |
2,229.02 |
|
|
| 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 |
2,258.05 |
77.99 |
3.4% |
31.42 |
1.4% |
31% |
False |
True |
|
| 10 |
2,336.04 |
2,258.05 |
77.99 |
3.4% |
31.80 |
1.4% |
31% |
False |
True |
|
| 20 |
2,336.04 |
2,237.73 |
98.31 |
4.3% |
26.60 |
1.2% |
45% |
False |
False |
|
| 40 |
2,336.04 |
2,176.28 |
159.76 |
7.0% |
21.38 |
0.9% |
66% |
False |
False |
|
| 60 |
2,336.04 |
2,085.27 |
250.77 |
11.0% |
22.77 |
1.0% |
78% |
False |
False |
|
| 80 |
2,336.04 |
1,996.25 |
339.79 |
14.9% |
23.09 |
1.0% |
84% |
False |
False |
|
| 100 |
2,336.04 |
1,879.71 |
456.33 |
20.0% |
23.50 |
1.0% |
88% |
False |
False |
|
| 120 |
2,336.04 |
1,747.32 |
588.72 |
25.8% |
24.30 |
1.1% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,412.66 |
|
2.618 |
2,364.60 |
|
1.618 |
2,335.15 |
|
1.000 |
2,316.95 |
|
0.618 |
2,305.70 |
|
HIGH |
2,287.50 |
|
0.618 |
2,276.25 |
|
0.500 |
2,272.78 |
|
0.382 |
2,269.30 |
|
LOW |
2,258.05 |
|
0.618 |
2,239.85 |
|
1.000 |
2,228.60 |
|
1.618 |
2,210.40 |
|
2.618 |
2,180.95 |
|
4.250 |
2,132.89 |
|
|