| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2011 |
18-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,848.0 |
2,844.0 |
-4.0 |
-0.1% |
2,723.0 |
| High |
2,848.0 |
2,874.0 |
26.0 |
0.9% |
2,861.0 |
| Low |
2,828.0 |
2,844.0 |
16.0 |
0.6% |
2,678.0 |
| Close |
2,834.0 |
2,869.0 |
35.0 |
1.2% |
2,847.0 |
| Range |
20.0 |
30.0 |
10.0 |
50.0% |
183.0 |
| ATR |
43.1 |
42.9 |
-0.2 |
-0.5% |
0.0 |
| Volume |
104 |
396 |
292 |
280.8% |
3,608 |
|
| Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,952.3 |
2,940.7 |
2,885.5 |
|
| R3 |
2,922.3 |
2,910.7 |
2,877.3 |
|
| R2 |
2,892.3 |
2,892.3 |
2,874.5 |
|
| R1 |
2,880.7 |
2,880.7 |
2,871.8 |
2,886.5 |
| PP |
2,862.3 |
2,862.3 |
2,862.3 |
2,865.3 |
| S1 |
2,850.7 |
2,850.7 |
2,866.3 |
2,856.5 |
| S2 |
2,832.3 |
2,832.3 |
2,863.5 |
|
| S3 |
2,802.3 |
2,820.7 |
2,860.8 |
|
| S4 |
2,772.3 |
2,790.7 |
2,852.5 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,344.3 |
3,278.7 |
2,947.7 |
|
| R3 |
3,161.3 |
3,095.7 |
2,897.3 |
|
| R2 |
2,978.3 |
2,978.3 |
2,880.6 |
|
| R1 |
2,912.7 |
2,912.7 |
2,863.8 |
2,945.5 |
| PP |
2,795.3 |
2,795.3 |
2,795.3 |
2,811.8 |
| S1 |
2,729.7 |
2,729.7 |
2,830.2 |
2,762.5 |
| S2 |
2,612.3 |
2,612.3 |
2,813.5 |
|
| S3 |
2,429.3 |
2,546.7 |
2,796.7 |
|
| S4 |
2,246.3 |
2,363.7 |
2,746.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,874.0 |
2,718.0 |
156.0 |
5.4% |
44.4 |
1.5% |
97% |
True |
False |
409 |
| 10 |
2,874.0 |
2,678.0 |
196.0 |
6.8% |
44.9 |
1.6% |
97% |
True |
False |
931 |
| 20 |
2,874.0 |
2,678.0 |
196.0 |
6.8% |
38.3 |
1.3% |
97% |
True |
False |
1,157 |
| 40 |
2,874.0 |
2,561.0 |
313.0 |
10.9% |
40.9 |
1.4% |
98% |
True |
False |
3,470 |
| 60 |
2,874.0 |
2,561.0 |
313.0 |
10.9% |
37.8 |
1.3% |
98% |
True |
False |
2,566 |
| 80 |
2,874.0 |
2,561.0 |
313.0 |
10.9% |
35.3 |
1.2% |
98% |
True |
False |
1,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,001.5 |
|
2.618 |
2,952.5 |
|
1.618 |
2,922.5 |
|
1.000 |
2,904.0 |
|
0.618 |
2,892.5 |
|
HIGH |
2,874.0 |
|
0.618 |
2,862.5 |
|
0.500 |
2,859.0 |
|
0.382 |
2,855.5 |
|
LOW |
2,844.0 |
|
0.618 |
2,825.5 |
|
1.000 |
2,814.0 |
|
1.618 |
2,795.5 |
|
2.618 |
2,765.5 |
|
4.250 |
2,716.5 |
|
|