Day Change Summary |
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Previous |
Current |
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10-Jan-2011 |
11-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,261.25 |
1,260.50 |
-0.75 |
-0.1% |
1,250.75 |
High |
1,262.50 |
1,268.50 |
6.00 |
0.5% |
1,271.75 |
Low |
1,253.50 |
1,259.50 |
6.00 |
0.5% |
1,250.75 |
Close |
1,260.50 |
1,265.50 |
5.00 |
0.4% |
1,262.50 |
Range |
9.00 |
9.00 |
0.00 |
0.0% |
21.00 |
ATR |
11.17 |
11.01 |
-0.15 |
-1.4% |
0.00 |
Volume |
581 |
383 |
-198 |
-34.1% |
4,439 |
|
Daily Pivots for day following 11-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,291.50 |
1,287.50 |
1,270.50 |
|
R3 |
1,282.50 |
1,278.50 |
1,268.00 |
|
R2 |
1,273.50 |
1,273.50 |
1,267.25 |
|
R1 |
1,269.50 |
1,269.50 |
1,266.25 |
1,271.50 |
PP |
1,264.50 |
1,264.50 |
1,264.50 |
1,265.50 |
S1 |
1,260.50 |
1,260.50 |
1,264.75 |
1,262.50 |
S2 |
1,255.50 |
1,255.50 |
1,263.75 |
|
S3 |
1,246.50 |
1,251.50 |
1,263.00 |
|
S4 |
1,237.50 |
1,242.50 |
1,260.50 |
|
|
Weekly Pivots for week ending 07-Jan-2011 |
|
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 |
|
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 |
|
|
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 |
1,251.25 |
20.50 |
1.6% |
12.25 |
1.0% |
70% |
False |
False |
908 |
10 |
1,271.75 |
1,244.75 |
27.00 |
2.1% |
10.50 |
0.8% |
77% |
False |
False |
632 |
20 |
1,271.75 |
1,224.00 |
47.75 |
3.8% |
9.25 |
0.7% |
87% |
False |
False |
556 |
40 |
1,271.75 |
1,161.50 |
110.25 |
8.7% |
12.25 |
1.0% |
94% |
False |
False |
292 |
60 |
1,271.75 |
1,145.75 |
126.00 |
10.0% |
12.75 |
1.0% |
95% |
False |
False |
200 |
80 |
1,271.75 |
1,107.75 |
164.00 |
13.0% |
13.00 |
1.0% |
96% |
False |
False |
152 |
100 |
1,271.75 |
1,030.50 |
241.25 |
19.1% |
11.25 |
0.9% |
97% |
False |
False |
124 |
|
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Fibonacci Retracements and Extensions |
4.250 |
1,306.75 |
2.618 |
1,292.00 |
1.618 |
1,283.00 |
1.000 |
1,277.50 |
0.618 |
1,274.00 |
HIGH |
1,268.50 |
0.618 |
1,265.00 |
0.500 |
1,264.00 |
0.382 |
1,263.00 |
LOW |
1,259.50 |
0.618 |
1,254.00 |
1.000 |
1,250.50 |
1.618 |
1,245.00 |
2.618 |
1,236.00 |
4.250 |
1,221.25 |
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