Day Change Summary |
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Previous |
Current |
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03-Jan-2011 |
04-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
7,029.0 |
7,018.0 |
-11.0 |
-0.2% |
7,100.0 |
High |
7,058.0 |
7,056.0 |
-2.0 |
0.0% |
7,100.0 |
Low |
7,008.0 |
6,992.5 |
-15.5 |
-0.2% |
6,938.0 |
Close |
7,021.0 |
7,005.5 |
-15.5 |
-0.2% |
6,950.0 |
Range |
50.0 |
63.5 |
13.5 |
27.0% |
162.0 |
ATR |
70.3 |
69.8 |
-0.5 |
-0.7% |
0.0 |
Volume |
352 |
229 |
-123 |
-34.9% |
1,256 |
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Daily Pivots for day following 04-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,208.5 |
7,170.5 |
7,040.4 |
|
R3 |
7,145.0 |
7,107.0 |
7,023.0 |
|
R2 |
7,081.5 |
7,081.5 |
7,017.1 |
|
R1 |
7,043.5 |
7,043.5 |
7,011.3 |
7,030.8 |
PP |
7,018.0 |
7,018.0 |
7,018.0 |
7,011.6 |
S1 |
6,980.0 |
6,980.0 |
6,999.7 |
6,967.3 |
S2 |
6,954.5 |
6,954.5 |
6,993.9 |
|
S3 |
6,891.0 |
6,916.5 |
6,988.0 |
|
S4 |
6,827.5 |
6,853.0 |
6,970.6 |
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Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,482.0 |
7,378.0 |
7,039.1 |
|
R3 |
7,320.0 |
7,216.0 |
6,994.6 |
|
R2 |
7,158.0 |
7,158.0 |
6,979.7 |
|
R1 |
7,054.0 |
7,054.0 |
6,964.9 |
7,025.0 |
PP |
6,996.0 |
6,996.0 |
6,996.0 |
6,981.5 |
S1 |
6,892.0 |
6,892.0 |
6,935.2 |
6,863.0 |
S2 |
6,834.0 |
6,834.0 |
6,920.3 |
|
S3 |
6,672.0 |
6,730.0 |
6,905.5 |
|
S4 |
6,510.0 |
6,568.0 |
6,860.9 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,058.0 |
6,938.0 |
120.0 |
1.7% |
51.7 |
0.7% |
56% |
False |
False |
240 |
10 |
7,125.0 |
6,938.0 |
187.0 |
2.7% |
53.9 |
0.8% |
36% |
False |
False |
361 |
20 |
7,125.0 |
6,938.0 |
187.0 |
2.7% |
51.9 |
0.7% |
36% |
False |
False |
1,876 |
40 |
7,125.0 |
6,700.0 |
425.0 |
6.1% |
69.7 |
1.0% |
72% |
False |
False |
1,071 |
60 |
7,125.0 |
6,261.0 |
864.0 |
12.3% |
65.4 |
0.9% |
86% |
False |
False |
808 |
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Fibonacci Retracements and Extensions |
4.250 |
7,325.9 |
2.618 |
7,222.2 |
1.618 |
7,158.7 |
1.000 |
7,119.5 |
0.618 |
7,095.2 |
HIGH |
7,056.0 |
0.618 |
7,031.7 |
0.500 |
7,024.3 |
0.382 |
7,016.8 |
LOW |
6,992.5 |
0.618 |
6,953.3 |
1.000 |
6,929.0 |
1.618 |
6,889.8 |
2.618 |
6,826.3 |
4.250 |
6,722.6 |
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