| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2011 |
06-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,752.0 |
2,766.0 |
14.0 |
0.5% |
2,775.0 |
| High |
2,768.0 |
2,790.0 |
22.0 |
0.8% |
2,775.0 |
| Low |
2,710.0 |
2,744.0 |
34.0 |
1.3% |
2,711.0 |
| Close |
2,751.0 |
2,757.0 |
6.0 |
0.2% |
2,719.0 |
| Range |
58.0 |
46.0 |
-12.0 |
-20.7% |
64.0 |
| ATR |
41.0 |
41.3 |
0.4 |
0.9% |
0.0 |
| Volume |
5,015 |
118 |
-4,897 |
-97.6% |
1,303 |
|
| Daily Pivots for day following 06-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,901.7 |
2,875.3 |
2,782.3 |
|
| R3 |
2,855.7 |
2,829.3 |
2,769.7 |
|
| R2 |
2,809.7 |
2,809.7 |
2,765.4 |
|
| R1 |
2,783.3 |
2,783.3 |
2,761.2 |
2,773.5 |
| PP |
2,763.7 |
2,763.7 |
2,763.7 |
2,758.8 |
| S1 |
2,737.3 |
2,737.3 |
2,752.8 |
2,727.5 |
| S2 |
2,717.7 |
2,717.7 |
2,748.6 |
|
| S3 |
2,671.7 |
2,691.3 |
2,744.4 |
|
| S4 |
2,625.7 |
2,645.3 |
2,731.7 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,927.0 |
2,887.0 |
2,754.2 |
|
| R3 |
2,863.0 |
2,823.0 |
2,736.6 |
|
| R2 |
2,799.0 |
2,799.0 |
2,730.7 |
|
| R1 |
2,759.0 |
2,759.0 |
2,724.9 |
2,747.0 |
| PP |
2,735.0 |
2,735.0 |
2,735.0 |
2,729.0 |
| S1 |
2,695.0 |
2,695.0 |
2,713.1 |
2,683.0 |
| S2 |
2,671.0 |
2,671.0 |
2,707.3 |
|
| S3 |
2,607.0 |
2,631.0 |
2,701.4 |
|
| S4 |
2,543.0 |
2,567.0 |
2,683.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,790.0 |
2,710.0 |
80.0 |
2.9% |
47.4 |
1.7% |
59% |
True |
False |
1,305 |
| 10 |
2,807.0 |
2,710.0 |
97.0 |
3.5% |
35.2 |
1.3% |
48% |
False |
False |
1,470 |
| 20 |
2,809.0 |
2,707.0 |
102.0 |
3.7% |
33.0 |
1.2% |
49% |
False |
False |
5,644 |
| 40 |
2,809.0 |
2,561.0 |
248.0 |
9.0% |
39.5 |
1.4% |
79% |
False |
False |
3,553 |
| 60 |
2,821.0 |
2,561.0 |
260.0 |
9.4% |
34.8 |
1.3% |
75% |
False |
False |
2,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,985.5 |
|
2.618 |
2,910.4 |
|
1.618 |
2,864.4 |
|
1.000 |
2,836.0 |
|
0.618 |
2,818.4 |
|
HIGH |
2,790.0 |
|
0.618 |
2,772.4 |
|
0.500 |
2,767.0 |
|
0.382 |
2,761.6 |
|
LOW |
2,744.0 |
|
0.618 |
2,715.6 |
|
1.000 |
2,698.0 |
|
1.618 |
2,669.6 |
|
2.618 |
2,623.6 |
|
4.250 |
2,548.5 |
|
|