| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2011 |
10-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,748.0 |
2,723.0 |
-25.0 |
-0.9% |
2,738.0 |
| High |
2,760.0 |
2,723.0 |
-37.0 |
-1.3% |
2,790.0 |
| Low |
2,714.0 |
2,678.0 |
-36.0 |
-1.3% |
2,710.0 |
| Close |
2,730.0 |
2,688.0 |
-42.0 |
-1.5% |
2,730.0 |
| Range |
46.0 |
45.0 |
-1.0 |
-2.2% |
80.0 |
| ATR |
41.6 |
42.4 |
0.7 |
1.8% |
0.0 |
| Volume |
75 |
142 |
67 |
89.3% |
5,560 |
|
| Daily Pivots for day following 10-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,831.3 |
2,804.7 |
2,712.8 |
|
| R3 |
2,786.3 |
2,759.7 |
2,700.4 |
|
| R2 |
2,741.3 |
2,741.3 |
2,696.3 |
|
| R1 |
2,714.7 |
2,714.7 |
2,692.1 |
2,705.5 |
| PP |
2,696.3 |
2,696.3 |
2,696.3 |
2,691.8 |
| S1 |
2,669.7 |
2,669.7 |
2,683.9 |
2,660.5 |
| S2 |
2,651.3 |
2,651.3 |
2,679.8 |
|
| S3 |
2,606.3 |
2,624.7 |
2,675.6 |
|
| S4 |
2,561.3 |
2,579.7 |
2,663.3 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,983.3 |
2,936.7 |
2,774.0 |
|
| R3 |
2,903.3 |
2,856.7 |
2,752.0 |
|
| R2 |
2,823.3 |
2,823.3 |
2,744.7 |
|
| R1 |
2,776.7 |
2,776.7 |
2,737.3 |
2,760.0 |
| PP |
2,743.3 |
2,743.3 |
2,743.3 |
2,735.0 |
| S1 |
2,696.7 |
2,696.7 |
2,722.7 |
2,680.0 |
| S2 |
2,663.3 |
2,663.3 |
2,715.3 |
|
| S3 |
2,583.3 |
2,616.7 |
2,708.0 |
|
| S4 |
2,503.3 |
2,536.7 |
2,686.0 |
|
|
| 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 |
2,678.0 |
112.0 |
4.2% |
47.2 |
1.8% |
9% |
False |
True |
1,118 |
| 10 |
2,790.0 |
2,678.0 |
112.0 |
4.2% |
40.8 |
1.5% |
9% |
False |
True |
700 |
| 20 |
2,809.0 |
2,678.0 |
131.0 |
4.9% |
33.7 |
1.3% |
8% |
False |
True |
4,799 |
| 40 |
2,809.0 |
2,561.0 |
248.0 |
9.2% |
39.8 |
1.5% |
51% |
False |
False |
3,486 |
| 60 |
2,821.0 |
2,561.0 |
260.0 |
9.7% |
35.5 |
1.3% |
49% |
False |
False |
2,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,914.3 |
|
2.618 |
2,840.8 |
|
1.618 |
2,795.8 |
|
1.000 |
2,768.0 |
|
0.618 |
2,750.8 |
|
HIGH |
2,723.0 |
|
0.618 |
2,705.8 |
|
0.500 |
2,700.5 |
|
0.382 |
2,695.2 |
|
LOW |
2,678.0 |
|
0.618 |
2,650.2 |
|
1.000 |
2,633.0 |
|
1.618 |
2,605.2 |
|
2.618 |
2,560.2 |
|
4.250 |
2,486.8 |
|
|