Day Change Summary |
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Previous |
Current |
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04-Jan-2011 |
05-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,260.25 |
1,260.50 |
0.25 |
0.0% |
1,243.00 |
High |
1,264.75 |
1,268.75 |
4.00 |
0.3% |
1,253.25 |
Low |
1,253.50 |
1,251.25 |
-2.25 |
-0.2% |
1,241.00 |
Close |
1,260.25 |
1,266.75 |
6.50 |
0.5% |
1,248.00 |
Range |
11.25 |
17.50 |
6.25 |
55.6% |
12.25 |
ATR |
10.58 |
11.07 |
0.49 |
4.7% |
0.00 |
Volume |
734 |
1,528 |
794 |
108.2% |
1,303 |
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Daily Pivots for day following 05-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,314.75 |
1,308.25 |
1,276.50 |
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R3 |
1,297.25 |
1,290.75 |
1,271.50 |
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R2 |
1,279.75 |
1,279.75 |
1,270.00 |
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R1 |
1,273.25 |
1,273.25 |
1,268.25 |
1,276.50 |
PP |
1,262.25 |
1,262.25 |
1,262.25 |
1,264.00 |
S1 |
1,255.75 |
1,255.75 |
1,265.25 |
1,259.00 |
S2 |
1,244.75 |
1,244.75 |
1,263.50 |
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S3 |
1,227.25 |
1,238.25 |
1,262.00 |
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S4 |
1,209.75 |
1,220.75 |
1,257.00 |
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Weekly Pivots for week ending 31-Dec-2010 |
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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 |
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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 |
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S3 |
1,223.00 |
1,229.25 |
1,244.75 |
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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 |
1,268.75 |
1,244.75 |
24.00 |
1.9% |
11.50 |
0.9% |
92% |
True |
False |
604 |
10 |
1,268.75 |
1,241.00 |
27.75 |
2.2% |
8.50 |
0.7% |
93% |
True |
False |
447 |
20 |
1,268.75 |
1,208.00 |
60.75 |
4.8% |
9.00 |
0.7% |
97% |
True |
False |
424 |
40 |
1,268.75 |
1,161.50 |
107.25 |
8.5% |
12.50 |
1.0% |
98% |
True |
False |
219 |
60 |
1,268.75 |
1,142.25 |
126.50 |
10.0% |
13.00 |
1.0% |
98% |
True |
False |
150 |
80 |
1,268.75 |
1,100.00 |
168.75 |
13.3% |
13.00 |
1.0% |
99% |
True |
False |
115 |
100 |
1,268.75 |
1,030.50 |
238.25 |
18.8% |
11.00 |
0.9% |
99% |
True |
False |
95 |
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Fibonacci Retracements and Extensions |
4.250 |
1,343.00 |
2.618 |
1,314.50 |
1.618 |
1,297.00 |
1.000 |
1,286.25 |
0.618 |
1,279.50 |
HIGH |
1,268.75 |
0.618 |
1,262.00 |
0.500 |
1,260.00 |
0.382 |
1,258.00 |
LOW |
1,251.25 |
0.618 |
1,240.50 |
1.000 |
1,233.75 |
1.618 |
1,223.00 |
2.618 |
1,205.50 |
4.250 |
1,177.00 |
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