Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2011 |
05-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
10,370 |
10,420 |
50 |
0.5% |
10,300 |
High |
10,460 |
10,565 |
105 |
1.0% |
10,425 |
Low |
10,345 |
10,365 |
20 |
0.2% |
10,150 |
Close |
10,430 |
10,540 |
110 |
1.1% |
10,230 |
Range |
115 |
200 |
85 |
73.9% |
275 |
ATR |
113 |
119 |
6 |
5.5% |
0 |
Volume |
6,751 |
10,933 |
4,182 |
61.9% |
18,313 |
|
Daily Pivots for day following 05-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,090 |
11,015 |
10,650 |
|
R3 |
10,890 |
10,815 |
10,595 |
|
R2 |
10,690 |
10,690 |
10,577 |
|
R1 |
10,615 |
10,615 |
10,558 |
10,653 |
PP |
10,490 |
10,490 |
10,490 |
10,509 |
S1 |
10,415 |
10,415 |
10,522 |
10,453 |
S2 |
10,290 |
10,290 |
10,503 |
|
S3 |
10,090 |
10,215 |
10,485 |
|
S4 |
9,890 |
10,015 |
10,430 |
|
|
Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,093 |
10,937 |
10,381 |
|
R3 |
10,818 |
10,662 |
10,306 |
|
R2 |
10,543 |
10,543 |
10,281 |
|
R1 |
10,387 |
10,387 |
10,255 |
10,328 |
PP |
10,268 |
10,268 |
10,268 |
10,239 |
S1 |
10,112 |
10,112 |
10,205 |
10,053 |
S2 |
9,993 |
9,993 |
10,180 |
|
S3 |
9,718 |
9,837 |
10,155 |
|
S4 |
9,443 |
9,562 |
10,079 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,565 |
10,150 |
415 |
3.9% |
147 |
1.4% |
94% |
True |
False |
6,029 |
10 |
10,565 |
10,150 |
415 |
3.9% |
124 |
1.2% |
94% |
True |
False |
5,035 |
20 |
10,565 |
10,150 |
415 |
3.9% |
119 |
1.1% |
94% |
True |
False |
6,649 |
40 |
10,565 |
9,735 |
830 |
7.9% |
90 |
0.9% |
97% |
True |
False |
3,973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,415 |
2.618 |
11,089 |
1.618 |
10,889 |
1.000 |
10,765 |
0.618 |
10,689 |
HIGH |
10,565 |
0.618 |
10,489 |
0.500 |
10,465 |
0.382 |
10,442 |
LOW |
10,365 |
0.618 |
10,242 |
1.000 |
10,165 |
1.618 |
10,042 |
2.618 |
9,842 |
4.250 |
9,515 |
|
|