Day Change Summary |
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Previous |
Current |
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04-Jan-2011 |
05-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
7,018.0 |
6,986.0 |
-32.0 |
-0.5% |
7,100.0 |
High |
7,056.0 |
6,990.5 |
-65.5 |
-0.9% |
7,100.0 |
Low |
6,992.5 |
6,879.0 |
-113.5 |
-1.6% |
6,938.0 |
Close |
7,005.5 |
6,968.0 |
-37.5 |
-0.5% |
6,950.0 |
Range |
63.5 |
111.5 |
48.0 |
75.6% |
162.0 |
ATR |
69.8 |
73.9 |
4.0 |
5.8% |
0.0 |
Volume |
229 |
286 |
57 |
24.9% |
1,256 |
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Daily Pivots for day following 05-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,280.3 |
7,235.7 |
7,029.3 |
|
R3 |
7,168.8 |
7,124.2 |
6,998.7 |
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R2 |
7,057.3 |
7,057.3 |
6,988.4 |
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R1 |
7,012.7 |
7,012.7 |
6,978.2 |
6,979.3 |
PP |
6,945.8 |
6,945.8 |
6,945.8 |
6,929.1 |
S1 |
6,901.2 |
6,901.2 |
6,957.8 |
6,867.8 |
S2 |
6,834.3 |
6,834.3 |
6,947.6 |
|
S3 |
6,722.8 |
6,789.7 |
6,937.3 |
|
S4 |
6,611.3 |
6,678.2 |
6,906.7 |
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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 |
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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 |
6,879.0 |
179.0 |
2.6% |
68.4 |
1.0% |
50% |
False |
True |
293 |
10 |
7,125.0 |
6,879.0 |
246.0 |
3.5% |
57.0 |
0.8% |
36% |
False |
True |
376 |
20 |
7,125.0 |
6,879.0 |
246.0 |
3.5% |
55.3 |
0.8% |
36% |
False |
True |
1,871 |
40 |
7,125.0 |
6,700.0 |
425.0 |
6.1% |
71.6 |
1.0% |
63% |
False |
False |
1,070 |
60 |
7,125.0 |
6,261.0 |
864.0 |
12.4% |
67.1 |
1.0% |
82% |
False |
False |
812 |
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Fibonacci Retracements and Extensions |
4.250 |
7,464.4 |
2.618 |
7,282.4 |
1.618 |
7,170.9 |
1.000 |
7,102.0 |
0.618 |
7,059.4 |
HIGH |
6,990.5 |
0.618 |
6,947.9 |
0.500 |
6,934.8 |
0.382 |
6,921.6 |
LOW |
6,879.0 |
0.618 |
6,810.1 |
1.000 |
6,767.5 |
1.618 |
6,698.6 |
2.618 |
6,587.1 |
4.250 |
6,405.1 |
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