Day Change Summary |
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Previous |
Current |
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11-Jan-2011 |
12-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,382.1 |
1,387.9 |
5.8 |
0.4% |
1,424.2 |
High |
1,390.4 |
1,394.4 |
4.0 |
0.3% |
1,429.5 |
Low |
1,382.1 |
1,383.0 |
0.9 |
0.1% |
1,364.3 |
Close |
1,390.4 |
1,391.8 |
1.4 |
0.1% |
1,374.6 |
Range |
8.3 |
11.4 |
3.1 |
37.3% |
65.2 |
ATR |
15.6 |
15.3 |
-0.3 |
-1.9% |
0.0 |
Volume |
692 |
536 |
-156 |
-22.5% |
2,579 |
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Daily Pivots for day following 12-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,423.9 |
1,419.3 |
1,398.1 |
|
R3 |
1,412.5 |
1,407.9 |
1,394.9 |
|
R2 |
1,401.1 |
1,401.1 |
1,393.9 |
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R1 |
1,396.5 |
1,396.5 |
1,392.8 |
1,398.8 |
PP |
1,389.7 |
1,389.7 |
1,389.7 |
1,390.9 |
S1 |
1,385.1 |
1,385.1 |
1,390.8 |
1,387.4 |
S2 |
1,378.3 |
1,378.3 |
1,389.7 |
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S3 |
1,366.9 |
1,373.7 |
1,388.7 |
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S4 |
1,355.5 |
1,362.3 |
1,385.5 |
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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 |
1,394.4 |
1,364.3 |
30.1 |
2.2% |
12.0 |
0.9% |
91% |
True |
False |
716 |
10 |
1,429.5 |
1,364.3 |
65.2 |
4.7% |
15.1 |
1.1% |
42% |
False |
False |
547 |
20 |
1,429.5 |
1,364.3 |
65.2 |
4.7% |
11.6 |
0.8% |
42% |
False |
False |
416 |
40 |
1,436.9 |
1,337.3 |
99.6 |
7.2% |
13.8 |
1.0% |
55% |
False |
False |
406 |
60 |
1,436.9 |
1,327.1 |
109.8 |
7.9% |
12.9 |
0.9% |
59% |
False |
False |
702 |
80 |
1,436.9 |
1,280.4 |
156.5 |
11.2% |
10.6 |
0.8% |
71% |
False |
False |
618 |
100 |
1,436.9 |
1,233.9 |
203.0 |
14.6% |
8.7 |
0.6% |
78% |
False |
False |
545 |
120 |
1,436.9 |
1,167.9 |
269.0 |
19.3% |
7.4 |
0.5% |
83% |
False |
False |
484 |
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Fibonacci Retracements and Extensions |
4.250 |
1,442.9 |
2.618 |
1,424.2 |
1.618 |
1,412.8 |
1.000 |
1,405.8 |
0.618 |
1,401.4 |
HIGH |
1,394.4 |
0.618 |
1,390.0 |
0.500 |
1,388.7 |
0.382 |
1,387.4 |
LOW |
1,383.0 |
0.618 |
1,376.0 |
1.000 |
1,371.6 |
1.618 |
1,364.6 |
2.618 |
1,353.2 |
4.250 |
1,334.6 |
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