| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2011 |
11-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,723.0 |
2,701.0 |
-22.0 |
-0.8% |
2,738.0 |
| High |
2,723.0 |
2,720.0 |
-3.0 |
-0.1% |
2,790.0 |
| Low |
2,678.0 |
2,688.0 |
10.0 |
0.4% |
2,710.0 |
| Close |
2,688.0 |
2,718.0 |
30.0 |
1.1% |
2,730.0 |
| Range |
45.0 |
32.0 |
-13.0 |
-28.9% |
80.0 |
| ATR |
42.4 |
41.6 |
-0.7 |
-1.8% |
0.0 |
| Volume |
142 |
1,918 |
1,776 |
1,250.7% |
5,560 |
|
| Daily Pivots for day following 11-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,804.7 |
2,793.3 |
2,735.6 |
|
| R3 |
2,772.7 |
2,761.3 |
2,726.8 |
|
| R2 |
2,740.7 |
2,740.7 |
2,723.9 |
|
| R1 |
2,729.3 |
2,729.3 |
2,720.9 |
2,735.0 |
| PP |
2,708.7 |
2,708.7 |
2,708.7 |
2,711.5 |
| S1 |
2,697.3 |
2,697.3 |
2,715.1 |
2,703.0 |
| S2 |
2,676.7 |
2,676.7 |
2,712.1 |
|
| S3 |
2,644.7 |
2,665.3 |
2,709.2 |
|
| S4 |
2,612.7 |
2,633.3 |
2,700.4 |
|
|
| 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 |
4.1% |
45.4 |
1.7% |
36% |
False |
False |
1,453 |
| 10 |
2,790.0 |
2,678.0 |
112.0 |
4.1% |
39.5 |
1.5% |
36% |
False |
False |
883 |
| 20 |
2,809.0 |
2,678.0 |
131.0 |
4.8% |
34.3 |
1.3% |
31% |
False |
False |
4,713 |
| 40 |
2,809.0 |
2,561.0 |
248.0 |
9.1% |
39.2 |
1.4% |
63% |
False |
False |
3,439 |
| 60 |
2,821.0 |
2,561.0 |
260.0 |
9.6% |
35.6 |
1.3% |
60% |
False |
False |
2,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,856.0 |
|
2.618 |
2,803.8 |
|
1.618 |
2,771.8 |
|
1.000 |
2,752.0 |
|
0.618 |
2,739.8 |
|
HIGH |
2,720.0 |
|
0.618 |
2,707.8 |
|
0.500 |
2,704.0 |
|
0.382 |
2,700.2 |
|
LOW |
2,688.0 |
|
0.618 |
2,668.2 |
|
1.000 |
2,656.0 |
|
1.618 |
2,636.2 |
|
2.618 |
2,604.2 |
|
4.250 |
2,552.0 |
|
|