| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2011 |
05-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,247.75 |
2,235.00 |
-12.75 |
-0.6% |
2,220.00 |
| High |
2,258.75 |
2,268.25 |
9.50 |
0.4% |
2,232.50 |
| Low |
2,234.00 |
2,227.25 |
-6.75 |
-0.3% |
2,202.50 |
| Close |
2,242.25 |
2,266.75 |
24.50 |
1.1% |
2,212.75 |
| Range |
24.75 |
41.00 |
16.25 |
65.7% |
30.00 |
| ATR |
18.76 |
20.35 |
1.59 |
8.5% |
0.00 |
| Volume |
88 |
85 |
-3 |
-3.4% |
128 |
|
| Daily Pivots for day following 05-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,377.00 |
2,363.00 |
2,289.25 |
|
| R3 |
2,336.00 |
2,322.00 |
2,278.00 |
|
| R2 |
2,295.00 |
2,295.00 |
2,274.25 |
|
| R1 |
2,281.00 |
2,281.00 |
2,270.50 |
2,288.00 |
| PP |
2,254.00 |
2,254.00 |
2,254.00 |
2,257.50 |
| S1 |
2,240.00 |
2,240.00 |
2,263.00 |
2,247.00 |
| S2 |
2,213.00 |
2,213.00 |
2,259.25 |
|
| S3 |
2,172.00 |
2,199.00 |
2,255.50 |
|
| S4 |
2,131.00 |
2,158.00 |
2,244.25 |
|
|
| 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 |
2,268.25 |
2,202.50 |
65.75 |
2.9% |
28.75 |
1.3% |
98% |
True |
False |
56 |
| 10 |
2,268.25 |
2,202.50 |
65.75 |
2.9% |
21.50 |
0.9% |
98% |
True |
False |
59 |
| 20 |
2,268.25 |
2,175.00 |
93.25 |
4.1% |
16.50 |
0.7% |
98% |
True |
False |
44 |
| 40 |
2,268.25 |
2,092.50 |
175.75 |
7.8% |
10.00 |
0.4% |
99% |
True |
False |
22 |
| 60 |
2,268.25 |
2,031.75 |
236.50 |
10.4% |
7.50 |
0.3% |
99% |
True |
False |
15 |
| 80 |
2,268.25 |
1,917.50 |
350.75 |
15.5% |
6.25 |
0.3% |
100% |
True |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,442.50 |
|
2.618 |
2,375.50 |
|
1.618 |
2,334.50 |
|
1.000 |
2,309.25 |
|
0.618 |
2,293.50 |
|
HIGH |
2,268.25 |
|
0.618 |
2,252.50 |
|
0.500 |
2,247.75 |
|
0.382 |
2,243.00 |
|
LOW |
2,227.25 |
|
0.618 |
2,202.00 |
|
1.000 |
2,186.25 |
|
1.618 |
2,161.00 |
|
2.618 |
2,120.00 |
|
4.250 |
2,053.00 |
|
|