| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2011 |
13-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,718.0 |
2,809.0 |
91.0 |
3.3% |
2,738.0 |
| High |
2,805.0 |
2,839.0 |
34.0 |
1.2% |
2,790.0 |
| Low |
2,718.0 |
2,802.0 |
84.0 |
3.1% |
2,710.0 |
| Close |
2,798.0 |
2,837.0 |
39.0 |
1.4% |
2,730.0 |
| Range |
87.0 |
37.0 |
-50.0 |
-57.5% |
80.0 |
| ATR |
44.9 |
44.6 |
-0.3 |
-0.6% |
0.0 |
| Volume |
647 |
575 |
-72 |
-11.1% |
5,560 |
|
| Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,937.0 |
2,924.0 |
2,857.4 |
|
| R3 |
2,900.0 |
2,887.0 |
2,847.2 |
|
| R2 |
2,863.0 |
2,863.0 |
2,843.8 |
|
| R1 |
2,850.0 |
2,850.0 |
2,840.4 |
2,856.5 |
| PP |
2,826.0 |
2,826.0 |
2,826.0 |
2,829.3 |
| S1 |
2,813.0 |
2,813.0 |
2,833.6 |
2,819.5 |
| S2 |
2,789.0 |
2,789.0 |
2,830.2 |
|
| S3 |
2,752.0 |
2,776.0 |
2,826.8 |
|
| S4 |
2,715.0 |
2,739.0 |
2,816.7 |
|
|
| 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 |
2,839.0 |
2,678.0 |
161.0 |
5.7% |
49.4 |
1.7% |
99% |
True |
False |
671 |
| 10 |
2,839.0 |
2,678.0 |
161.0 |
5.7% |
48.4 |
1.7% |
99% |
True |
False |
988 |
| 20 |
2,839.0 |
2,678.0 |
161.0 |
5.7% |
37.9 |
1.3% |
99% |
True |
False |
3,517 |
| 40 |
2,839.0 |
2,561.0 |
278.0 |
9.8% |
40.3 |
1.4% |
99% |
True |
False |
3,452 |
| 60 |
2,839.0 |
2,561.0 |
278.0 |
9.8% |
36.5 |
1.3% |
99% |
True |
False |
2,561 |
| 80 |
2,839.0 |
2,561.0 |
278.0 |
9.8% |
35.3 |
1.2% |
99% |
True |
False |
1,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,996.3 |
|
2.618 |
2,935.9 |
|
1.618 |
2,898.9 |
|
1.000 |
2,876.0 |
|
0.618 |
2,861.9 |
|
HIGH |
2,839.0 |
|
0.618 |
2,824.9 |
|
0.500 |
2,820.5 |
|
0.382 |
2,816.1 |
|
LOW |
2,802.0 |
|
0.618 |
2,779.1 |
|
1.000 |
2,765.0 |
|
1.618 |
2,742.1 |
|
2.618 |
2,705.1 |
|
4.250 |
2,644.8 |
|
|