Day Change Summary |
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Previous |
Current |
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11-Jan-2011 |
12-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,260.50 |
1,266.00 |
5.50 |
0.4% |
1,250.75 |
High |
1,268.50 |
1,279.00 |
10.50 |
0.8% |
1,271.75 |
Low |
1,259.50 |
1,264.50 |
5.00 |
0.4% |
1,250.75 |
Close |
1,265.50 |
1,278.50 |
13.00 |
1.0% |
1,262.50 |
Range |
9.00 |
14.50 |
5.50 |
61.1% |
21.00 |
ATR |
11.01 |
11.26 |
0.25 |
2.3% |
0.00 |
Volume |
383 |
1,375 |
992 |
259.0% |
4,439 |
|
Daily Pivots for day following 12-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,317.50 |
1,312.50 |
1,286.50 |
|
R3 |
1,303.00 |
1,298.00 |
1,282.50 |
|
R2 |
1,288.50 |
1,288.50 |
1,281.25 |
|
R1 |
1,283.50 |
1,283.50 |
1,279.75 |
1,286.00 |
PP |
1,274.00 |
1,274.00 |
1,274.00 |
1,275.25 |
S1 |
1,269.00 |
1,269.00 |
1,277.25 |
1,271.50 |
S2 |
1,259.50 |
1,259.50 |
1,275.75 |
|
S3 |
1,245.00 |
1,254.50 |
1,274.50 |
|
S4 |
1,230.50 |
1,240.00 |
1,270.50 |
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|
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 |
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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 |
1,279.00 |
1,253.00 |
26.00 |
2.0% |
11.75 |
0.9% |
98% |
True |
False |
877 |
10 |
1,279.00 |
1,244.75 |
34.25 |
2.7% |
11.50 |
0.9% |
99% |
True |
False |
740 |
20 |
1,279.00 |
1,224.00 |
55.00 |
4.3% |
9.50 |
0.7% |
99% |
True |
False |
593 |
40 |
1,279.00 |
1,161.50 |
117.50 |
9.2% |
12.25 |
1.0% |
100% |
True |
False |
327 |
60 |
1,279.00 |
1,145.75 |
133.25 |
10.4% |
12.50 |
1.0% |
100% |
True |
False |
222 |
80 |
1,279.00 |
1,107.75 |
171.25 |
13.4% |
13.00 |
1.0% |
100% |
True |
False |
169 |
100 |
1,279.00 |
1,030.50 |
248.50 |
19.4% |
11.50 |
0.9% |
100% |
True |
False |
137 |
|
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Fibonacci Retracements and Extensions |
4.250 |
1,340.50 |
2.618 |
1,317.00 |
1.618 |
1,302.50 |
1.000 |
1,293.50 |
0.618 |
1,288.00 |
HIGH |
1,279.00 |
0.618 |
1,273.50 |
0.500 |
1,271.75 |
0.382 |
1,270.00 |
LOW |
1,264.50 |
0.618 |
1,255.50 |
1.000 |
1,250.00 |
1.618 |
1,241.00 |
2.618 |
1,226.50 |
4.250 |
1,203.00 |
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