Day Change Summary |
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Previous |
Current |
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06-Jan-2011 |
07-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,266.50 |
1,263.75 |
-2.75 |
-0.2% |
1,250.75 |
High |
1,271.75 |
1,268.50 |
-3.25 |
-0.3% |
1,271.75 |
Low |
1,261.50 |
1,253.00 |
-8.50 |
-0.7% |
1,250.75 |
Close |
1,265.25 |
1,262.50 |
-2.75 |
-0.2% |
1,262.50 |
Range |
10.25 |
15.50 |
5.25 |
51.2% |
21.00 |
ATR |
11.01 |
11.33 |
0.32 |
2.9% |
0.00 |
Volume |
630 |
1,419 |
789 |
125.2% |
4,439 |
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Daily Pivots for day following 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,307.75 |
1,300.75 |
1,271.00 |
|
R3 |
1,292.25 |
1,285.25 |
1,266.75 |
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R2 |
1,276.75 |
1,276.75 |
1,265.25 |
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R1 |
1,269.75 |
1,269.75 |
1,264.00 |
1,265.50 |
PP |
1,261.25 |
1,261.25 |
1,261.25 |
1,259.25 |
S1 |
1,254.25 |
1,254.25 |
1,261.00 |
1,250.00 |
S2 |
1,245.75 |
1,245.75 |
1,259.75 |
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S3 |
1,230.25 |
1,238.75 |
1,258.25 |
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S4 |
1,214.75 |
1,223.25 |
1,254.00 |
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Weekly Pivots for week ending 07-Jan-2011 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,324.75 |
1,314.50 |
1,274.00 |
|
R3 |
1,303.75 |
1,293.50 |
1,268.25 |
|
R2 |
1,282.75 |
1,282.75 |
1,266.25 |
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R1 |
1,272.50 |
1,272.50 |
1,264.50 |
1,277.50 |
PP |
1,261.75 |
1,261.75 |
1,261.75 |
1,264.25 |
S1 |
1,251.50 |
1,251.50 |
1,260.50 |
1,256.50 |
S2 |
1,240.75 |
1,240.75 |
1,258.75 |
|
S3 |
1,219.75 |
1,230.50 |
1,256.75 |
|
S4 |
1,198.75 |
1,209.50 |
1,251.00 |
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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 |
1,271.75 |
1,250.75 |
21.00 |
1.7% |
14.25 |
1.1% |
56% |
False |
False |
887 |
10 |
1,271.75 |
1,241.00 |
30.75 |
2.4% |
10.00 |
0.8% |
70% |
False |
False |
574 |
20 |
1,271.75 |
1,222.25 |
49.50 |
3.9% |
9.25 |
0.7% |
81% |
False |
False |
511 |
40 |
1,271.75 |
1,161.50 |
110.25 |
8.7% |
12.50 |
1.0% |
92% |
False |
False |
269 |
60 |
1,271.75 |
1,145.75 |
126.00 |
10.0% |
12.75 |
1.0% |
93% |
False |
False |
184 |
80 |
1,271.75 |
1,104.25 |
167.50 |
13.3% |
13.25 |
1.0% |
94% |
False |
False |
141 |
100 |
1,271.75 |
1,030.50 |
241.25 |
19.1% |
11.25 |
0.9% |
96% |
False |
False |
115 |
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Fibonacci Retracements and Extensions |
4.250 |
1,334.50 |
2.618 |
1,309.00 |
1.618 |
1,293.50 |
1.000 |
1,284.00 |
0.618 |
1,278.00 |
HIGH |
1,268.50 |
0.618 |
1,262.50 |
0.500 |
1,260.75 |
0.382 |
1,259.00 |
LOW |
1,253.00 |
0.618 |
1,243.50 |
1.000 |
1,237.50 |
1.618 |
1,228.00 |
2.618 |
1,212.50 |
4.250 |
1,187.00 |
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