Day Change Summary |
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Previous |
Current |
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05-Jan-2011 |
06-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,389.3 |
1,382.0 |
-7.3 |
-0.5% |
1,385.0 |
High |
1,389.3 |
1,385.2 |
-4.1 |
-0.3% |
1,428.1 |
Low |
1,372.0 |
1,370.9 |
-1.1 |
-0.1% |
1,385.0 |
Close |
1,379.6 |
1,377.4 |
-2.2 |
-0.2% |
1,427.7 |
Range |
17.3 |
14.3 |
-3.0 |
-17.3% |
43.1 |
ATR |
16.6 |
16.5 |
-0.2 |
-1.0% |
0.0 |
Volume |
481 |
712 |
231 |
48.0% |
1,593 |
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Daily Pivots for day following 06-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,420.7 |
1,413.4 |
1,385.3 |
|
R3 |
1,406.4 |
1,399.1 |
1,381.3 |
|
R2 |
1,392.1 |
1,392.1 |
1,380.0 |
|
R1 |
1,384.8 |
1,384.8 |
1,378.7 |
1,381.3 |
PP |
1,377.8 |
1,377.8 |
1,377.8 |
1,376.1 |
S1 |
1,370.5 |
1,370.5 |
1,376.1 |
1,367.0 |
S2 |
1,363.5 |
1,363.5 |
1,374.8 |
|
S3 |
1,349.2 |
1,356.2 |
1,373.5 |
|
S4 |
1,334.9 |
1,341.9 |
1,369.5 |
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Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,542.9 |
1,528.4 |
1,451.4 |
|
R3 |
1,499.8 |
1,485.3 |
1,439.6 |
|
R2 |
1,456.7 |
1,456.7 |
1,435.6 |
|
R1 |
1,442.2 |
1,442.2 |
1,431.7 |
1,449.5 |
PP |
1,413.6 |
1,413.6 |
1,413.6 |
1,417.2 |
S1 |
1,399.1 |
1,399.1 |
1,423.7 |
1,406.4 |
S2 |
1,370.5 |
1,370.5 |
1,419.8 |
|
S3 |
1,327.4 |
1,356.0 |
1,415.8 |
|
S4 |
1,284.3 |
1,312.9 |
1,404.0 |
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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 |
1,429.5 |
1,370.9 |
58.6 |
4.3% |
19.4 |
1.4% |
11% |
False |
True |
411 |
10 |
1,429.5 |
1,370.9 |
58.6 |
4.3% |
13.5 |
1.0% |
11% |
False |
True |
386 |
20 |
1,429.5 |
1,370.1 |
59.4 |
4.3% |
11.6 |
0.8% |
12% |
False |
False |
338 |
40 |
1,436.9 |
1,337.3 |
99.6 |
7.2% |
14.5 |
1.1% |
40% |
False |
False |
418 |
60 |
1,436.9 |
1,327.1 |
109.8 |
8.0% |
12.4 |
0.9% |
46% |
False |
False |
707 |
80 |
1,436.9 |
1,274.8 |
162.1 |
11.8% |
10.1 |
0.7% |
63% |
False |
False |
593 |
100 |
1,436.9 |
1,233.9 |
203.0 |
14.7% |
8.2 |
0.6% |
71% |
False |
False |
523 |
|
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Fibonacci Retracements and Extensions |
4.250 |
1,446.0 |
2.618 |
1,422.6 |
1.618 |
1,408.3 |
1.000 |
1,399.5 |
0.618 |
1,394.0 |
HIGH |
1,385.2 |
0.618 |
1,379.7 |
0.500 |
1,378.1 |
0.382 |
1,376.4 |
LOW |
1,370.9 |
0.618 |
1,362.1 |
1.000 |
1,356.6 |
1.618 |
1,347.8 |
2.618 |
1,333.5 |
4.250 |
1,310.1 |
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