Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2011 |
04-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,250.75 |
1,260.25 |
9.50 |
0.8% |
1,243.00 |
High |
1,267.00 |
1,264.75 |
-2.25 |
-0.2% |
1,253.25 |
Low |
1,250.75 |
1,253.50 |
2.75 |
0.2% |
1,241.00 |
Close |
1,260.25 |
1,260.25 |
0.00 |
0.0% |
1,248.00 |
Range |
16.25 |
11.25 |
-5.00 |
-30.8% |
12.25 |
ATR |
10.52 |
10.58 |
0.05 |
0.5% |
0.00 |
Volume |
128 |
734 |
606 |
473.4% |
1,303 |
|
Daily Pivots for day following 04-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,293.25 |
1,288.00 |
1,266.50 |
|
R3 |
1,282.00 |
1,276.75 |
1,263.25 |
|
R2 |
1,270.75 |
1,270.75 |
1,262.25 |
|
R1 |
1,265.50 |
1,265.50 |
1,261.25 |
1,266.00 |
PP |
1,259.50 |
1,259.50 |
1,259.50 |
1,259.75 |
S1 |
1,254.25 |
1,254.25 |
1,259.25 |
1,254.50 |
S2 |
1,248.25 |
1,248.25 |
1,258.25 |
|
S3 |
1,237.00 |
1,243.00 |
1,257.25 |
|
S4 |
1,225.75 |
1,231.75 |
1,254.00 |
|
|
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 |
|
|
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% |
9.00 |
0.7% |
70% |
False |
False |
357 |
10 |
1,267.00 |
1,236.50 |
30.50 |
2.4% |
7.75 |
0.6% |
78% |
False |
False |
381 |
20 |
1,267.00 |
1,208.00 |
59.00 |
4.7% |
9.00 |
0.7% |
89% |
False |
False |
349 |
40 |
1,267.00 |
1,161.50 |
105.50 |
8.4% |
12.00 |
1.0% |
94% |
False |
False |
182 |
60 |
1,267.00 |
1,142.25 |
124.75 |
9.9% |
12.75 |
1.0% |
95% |
False |
False |
124 |
80 |
1,267.00 |
1,100.00 |
167.00 |
13.3% |
13.00 |
1.0% |
96% |
False |
False |
96 |
100 |
1,267.00 |
1,030.50 |
236.50 |
18.8% |
10.75 |
0.9% |
97% |
False |
False |
80 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,312.50 |
2.618 |
1,294.25 |
1.618 |
1,283.00 |
1.000 |
1,276.00 |
0.618 |
1,271.75 |
HIGH |
1,264.75 |
0.618 |
1,260.50 |
0.500 |
1,259.00 |
0.382 |
1,257.75 |
LOW |
1,253.50 |
0.618 |
1,246.50 |
1.000 |
1,242.25 |
1.618 |
1,235.25 |
2.618 |
1,224.00 |
4.250 |
1,205.75 |
|
|