Day Change Summary |
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Previous |
Current |
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10-Jan-2011 |
11-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,378.0 |
1,382.1 |
4.1 |
0.3% |
1,424.2 |
High |
1,382.0 |
1,390.4 |
8.4 |
0.6% |
1,429.5 |
Low |
1,372.0 |
1,382.1 |
10.1 |
0.7% |
1,364.3 |
Close |
1,380.0 |
1,390.4 |
10.4 |
0.8% |
1,374.6 |
Range |
10.0 |
8.3 |
-1.7 |
-17.0% |
65.2 |
ATR |
16.0 |
15.6 |
-0.4 |
-2.5% |
0.0 |
Volume |
845 |
692 |
-153 |
-18.1% |
2,579 |
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Daily Pivots for day following 11-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,412.5 |
1,409.8 |
1,395.0 |
|
R3 |
1,404.2 |
1,401.5 |
1,392.7 |
|
R2 |
1,395.9 |
1,395.9 |
1,391.9 |
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R1 |
1,393.2 |
1,393.2 |
1,391.2 |
1,394.6 |
PP |
1,387.6 |
1,387.6 |
1,387.6 |
1,388.3 |
S1 |
1,384.9 |
1,384.9 |
1,389.6 |
1,386.3 |
S2 |
1,379.3 |
1,379.3 |
1,388.9 |
|
S3 |
1,371.0 |
1,376.6 |
1,388.1 |
|
S4 |
1,362.7 |
1,368.3 |
1,385.8 |
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Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,585.1 |
1,545.0 |
1,410.5 |
|
R3 |
1,519.9 |
1,479.8 |
1,392.5 |
|
R2 |
1,454.7 |
1,454.7 |
1,386.6 |
|
R1 |
1,414.6 |
1,414.6 |
1,380.6 |
1,402.1 |
PP |
1,389.5 |
1,389.5 |
1,389.5 |
1,383.2 |
S1 |
1,349.4 |
1,349.4 |
1,368.6 |
1,336.9 |
S2 |
1,324.3 |
1,324.3 |
1,362.6 |
|
S3 |
1,259.1 |
1,284.2 |
1,356.7 |
|
S4 |
1,193.9 |
1,219.0 |
1,338.7 |
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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 |
1,390.4 |
1,364.3 |
26.1 |
1.9% |
13.2 |
0.9% |
100% |
True |
False |
705 |
10 |
1,429.5 |
1,364.3 |
65.2 |
4.7% |
14.7 |
1.1% |
40% |
False |
False |
516 |
20 |
1,429.5 |
1,364.3 |
65.2 |
4.7% |
11.7 |
0.8% |
40% |
False |
False |
396 |
40 |
1,436.9 |
1,337.3 |
99.6 |
7.2% |
14.0 |
1.0% |
53% |
False |
False |
446 |
60 |
1,436.9 |
1,327.1 |
109.8 |
7.9% |
12.9 |
0.9% |
58% |
False |
False |
696 |
80 |
1,436.9 |
1,280.4 |
156.5 |
11.3% |
10.5 |
0.8% |
70% |
False |
False |
612 |
100 |
1,436.9 |
1,233.9 |
203.0 |
14.6% |
8.6 |
0.6% |
77% |
False |
False |
541 |
120 |
1,436.9 |
1,167.9 |
269.0 |
19.3% |
7.4 |
0.5% |
83% |
False |
False |
480 |
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Fibonacci Retracements and Extensions |
4.250 |
1,425.7 |
2.618 |
1,412.1 |
1.618 |
1,403.8 |
1.000 |
1,398.7 |
0.618 |
1,395.5 |
HIGH |
1,390.4 |
0.618 |
1,387.2 |
0.500 |
1,386.3 |
0.382 |
1,385.3 |
LOW |
1,382.1 |
0.618 |
1,377.0 |
1.000 |
1,373.8 |
1.618 |
1,368.7 |
2.618 |
1,360.4 |
4.250 |
1,346.8 |
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