Day Change Summary |
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Previous |
Current |
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31-Dec-2010 |
03-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,249.75 |
1,250.75 |
1.00 |
0.1% |
1,243.00 |
High |
1,252.25 |
1,267.00 |
14.75 |
1.2% |
1,253.25 |
Low |
1,244.75 |
1,250.75 |
6.00 |
0.5% |
1,241.00 |
Close |
1,248.00 |
1,260.25 |
12.25 |
1.0% |
1,248.00 |
Range |
7.50 |
16.25 |
8.75 |
116.7% |
12.25 |
ATR |
9.87 |
10.52 |
0.65 |
6.6% |
0.00 |
Volume |
469 |
128 |
-341 |
-72.7% |
1,303 |
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Daily Pivots for day following 03-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,308.00 |
1,300.50 |
1,269.25 |
|
R3 |
1,291.75 |
1,284.25 |
1,264.75 |
|
R2 |
1,275.50 |
1,275.50 |
1,263.25 |
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R1 |
1,268.00 |
1,268.00 |
1,261.75 |
1,271.75 |
PP |
1,259.25 |
1,259.25 |
1,259.25 |
1,261.25 |
S1 |
1,251.75 |
1,251.75 |
1,258.75 |
1,255.50 |
S2 |
1,243.00 |
1,243.00 |
1,257.25 |
|
S3 |
1,226.75 |
1,235.50 |
1,255.75 |
|
S4 |
1,210.50 |
1,219.25 |
1,251.25 |
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Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,284.25 |
1,278.25 |
1,254.75 |
|
R3 |
1,272.00 |
1,266.00 |
1,251.25 |
|
R2 |
1,259.75 |
1,259.75 |
1,250.25 |
|
R1 |
1,253.75 |
1,253.75 |
1,249.00 |
1,256.75 |
PP |
1,247.50 |
1,247.50 |
1,247.50 |
1,249.00 |
S1 |
1,241.50 |
1,241.50 |
1,247.00 |
1,244.50 |
S2 |
1,235.25 |
1,235.25 |
1,245.75 |
|
S3 |
1,223.00 |
1,229.25 |
1,244.75 |
|
S4 |
1,210.75 |
1,217.00 |
1,241.25 |
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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 |
1,267.00 |
1,244.75 |
22.25 |
1.8% |
7.75 |
0.6% |
70% |
True |
False |
231 |
10 |
1,267.00 |
1,229.50 |
37.50 |
3.0% |
7.75 |
0.6% |
82% |
True |
False |
398 |
20 |
1,267.00 |
1,207.00 |
60.00 |
4.8% |
8.75 |
0.7% |
89% |
True |
False |
315 |
40 |
1,267.00 |
1,161.50 |
105.50 |
8.4% |
12.00 |
1.0% |
94% |
True |
False |
166 |
60 |
1,267.00 |
1,141.00 |
126.00 |
10.0% |
12.75 |
1.0% |
95% |
True |
False |
112 |
80 |
1,267.00 |
1,087.25 |
179.75 |
14.3% |
13.00 |
1.0% |
96% |
True |
False |
87 |
100 |
1,267.00 |
1,030.50 |
236.50 |
18.8% |
10.75 |
0.8% |
97% |
True |
False |
73 |
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Fibonacci Retracements and Extensions |
4.250 |
1,336.00 |
2.618 |
1,309.50 |
1.618 |
1,293.25 |
1.000 |
1,283.25 |
0.618 |
1,277.00 |
HIGH |
1,267.00 |
0.618 |
1,260.75 |
0.500 |
1,259.00 |
0.382 |
1,257.00 |
LOW |
1,250.75 |
0.618 |
1,240.75 |
1.000 |
1,234.50 |
1.618 |
1,224.50 |
2.618 |
1,208.25 |
4.250 |
1,181.75 |
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