| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2011 |
12-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,701.0 |
2,718.0 |
17.0 |
0.6% |
2,738.0 |
| High |
2,720.0 |
2,805.0 |
85.0 |
3.1% |
2,790.0 |
| Low |
2,688.0 |
2,718.0 |
30.0 |
1.1% |
2,710.0 |
| Close |
2,718.0 |
2,798.0 |
80.0 |
2.9% |
2,730.0 |
| Range |
32.0 |
87.0 |
55.0 |
171.9% |
80.0 |
| ATR |
41.6 |
44.9 |
3.2 |
7.8% |
0.0 |
| Volume |
1,918 |
647 |
-1,271 |
-66.3% |
5,560 |
|
| Daily Pivots for day following 12-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,034.7 |
3,003.3 |
2,845.9 |
|
| R3 |
2,947.7 |
2,916.3 |
2,821.9 |
|
| R2 |
2,860.7 |
2,860.7 |
2,814.0 |
|
| R1 |
2,829.3 |
2,829.3 |
2,806.0 |
2,845.0 |
| PP |
2,773.7 |
2,773.7 |
2,773.7 |
2,781.5 |
| S1 |
2,742.3 |
2,742.3 |
2,790.0 |
2,758.0 |
| S2 |
2,686.7 |
2,686.7 |
2,782.1 |
|
| S3 |
2,599.7 |
2,655.3 |
2,774.1 |
|
| S4 |
2,512.7 |
2,568.3 |
2,750.2 |
|
|
| 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 |
2,805.0 |
2,678.0 |
127.0 |
4.5% |
51.2 |
1.8% |
94% |
True |
False |
580 |
| 10 |
2,805.0 |
2,678.0 |
127.0 |
4.5% |
46.8 |
1.7% |
94% |
True |
False |
939 |
| 20 |
2,809.0 |
2,678.0 |
131.0 |
4.7% |
37.3 |
1.3% |
92% |
False |
False |
4,459 |
| 40 |
2,809.0 |
2,561.0 |
248.0 |
8.9% |
39.9 |
1.4% |
96% |
False |
False |
3,437 |
| 60 |
2,821.0 |
2,561.0 |
260.0 |
9.3% |
36.7 |
1.3% |
91% |
False |
False |
2,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,174.8 |
|
2.618 |
3,032.8 |
|
1.618 |
2,945.8 |
|
1.000 |
2,892.0 |
|
0.618 |
2,858.8 |
|
HIGH |
2,805.0 |
|
0.618 |
2,771.8 |
|
0.500 |
2,761.5 |
|
0.382 |
2,751.2 |
|
LOW |
2,718.0 |
|
0.618 |
2,664.2 |
|
1.000 |
2,631.0 |
|
1.618 |
2,577.2 |
|
2.618 |
2,490.2 |
|
4.250 |
2,348.3 |
|
|