| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2011 |
04-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,220.00 |
2,247.75 |
27.75 |
1.3% |
2,220.00 |
| High |
2,263.75 |
2,258.75 |
-5.00 |
-0.2% |
2,232.50 |
| Low |
2,217.25 |
2,234.00 |
16.75 |
0.8% |
2,202.50 |
| Close |
2,247.25 |
2,242.25 |
-5.00 |
-0.2% |
2,212.75 |
| Range |
46.50 |
24.75 |
-21.75 |
-46.8% |
30.00 |
| ATR |
18.30 |
18.76 |
0.46 |
2.5% |
0.00 |
| Volume |
90 |
88 |
-2 |
-2.2% |
128 |
|
| Daily Pivots for day following 04-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,319.25 |
2,305.50 |
2,255.75 |
|
| R3 |
2,294.50 |
2,280.75 |
2,249.00 |
|
| R2 |
2,269.75 |
2,269.75 |
2,246.75 |
|
| R1 |
2,256.00 |
2,256.00 |
2,244.50 |
2,250.50 |
| PP |
2,245.00 |
2,245.00 |
2,245.00 |
2,242.25 |
| S1 |
2,231.25 |
2,231.25 |
2,240.00 |
2,225.75 |
| S2 |
2,220.25 |
2,220.25 |
2,237.75 |
|
| S3 |
2,195.50 |
2,206.50 |
2,235.50 |
|
| S4 |
2,170.75 |
2,181.75 |
2,228.75 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,306.00 |
2,289.25 |
2,229.25 |
|
| R3 |
2,276.00 |
2,259.25 |
2,221.00 |
|
| R2 |
2,246.00 |
2,246.00 |
2,218.25 |
|
| R1 |
2,229.25 |
2,229.25 |
2,215.50 |
2,222.50 |
| PP |
2,216.00 |
2,216.00 |
2,216.00 |
2,212.50 |
| S1 |
2,199.25 |
2,199.25 |
2,210.00 |
2,192.50 |
| S2 |
2,186.00 |
2,186.00 |
2,207.25 |
|
| S3 |
2,156.00 |
2,169.25 |
2,204.50 |
|
| S4 |
2,126.00 |
2,139.25 |
2,196.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,263.75 |
2,202.50 |
61.25 |
2.7% |
22.25 |
1.0% |
65% |
False |
False |
45 |
| 10 |
2,263.75 |
2,202.50 |
61.25 |
2.7% |
19.00 |
0.9% |
65% |
False |
False |
69 |
| 20 |
2,263.75 |
2,175.00 |
88.75 |
4.0% |
14.50 |
0.7% |
76% |
False |
False |
40 |
| 40 |
2,263.75 |
2,092.50 |
171.25 |
7.6% |
9.00 |
0.4% |
87% |
False |
False |
20 |
| 60 |
2,263.75 |
2,015.00 |
248.75 |
11.1% |
7.00 |
0.3% |
91% |
False |
False |
14 |
| 80 |
2,263.75 |
1,911.75 |
352.00 |
15.7% |
5.75 |
0.3% |
94% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,364.00 |
|
2.618 |
2,323.50 |
|
1.618 |
2,298.75 |
|
1.000 |
2,283.50 |
|
0.618 |
2,274.00 |
|
HIGH |
2,258.75 |
|
0.618 |
2,249.25 |
|
0.500 |
2,246.50 |
|
0.382 |
2,243.50 |
|
LOW |
2,234.00 |
|
0.618 |
2,218.75 |
|
1.000 |
2,209.25 |
|
1.618 |
2,194.00 |
|
2.618 |
2,169.25 |
|
4.250 |
2,128.75 |
|
|