| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2011 |
06-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,235.00 |
2,266.00 |
31.00 |
1.4% |
2,220.00 |
| High |
2,268.25 |
2,275.50 |
7.25 |
0.3% |
2,232.50 |
| Low |
2,227.25 |
2,264.50 |
37.25 |
1.7% |
2,202.50 |
| Close |
2,266.75 |
2,273.00 |
6.25 |
0.3% |
2,212.75 |
| Range |
41.00 |
11.00 |
-30.00 |
-73.2% |
30.00 |
| ATR |
20.35 |
19.68 |
-0.67 |
-3.3% |
0.00 |
| Volume |
85 |
581 |
496 |
583.5% |
128 |
|
| Daily Pivots for day following 06-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,304.00 |
2,299.50 |
2,279.00 |
|
| R3 |
2,293.00 |
2,288.50 |
2,276.00 |
|
| R2 |
2,282.00 |
2,282.00 |
2,275.00 |
|
| R1 |
2,277.50 |
2,277.50 |
2,274.00 |
2,279.75 |
| PP |
2,271.00 |
2,271.00 |
2,271.00 |
2,272.00 |
| S1 |
2,266.50 |
2,266.50 |
2,272.00 |
2,268.75 |
| S2 |
2,260.00 |
2,260.00 |
2,271.00 |
|
| S3 |
2,249.00 |
2,255.50 |
2,270.00 |
|
| S4 |
2,238.00 |
2,244.50 |
2,267.00 |
|
|
| 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 |
2,275.50 |
2,202.50 |
73.00 |
3.2% |
29.25 |
1.3% |
97% |
True |
False |
171 |
| 10 |
2,275.50 |
2,202.50 |
73.00 |
3.2% |
21.75 |
1.0% |
97% |
True |
False |
109 |
| 20 |
2,275.50 |
2,199.25 |
76.25 |
3.4% |
15.75 |
0.7% |
97% |
True |
False |
73 |
| 40 |
2,275.50 |
2,092.50 |
183.00 |
8.1% |
10.00 |
0.4% |
99% |
True |
False |
37 |
| 60 |
2,275.50 |
2,041.00 |
234.50 |
10.3% |
7.75 |
0.3% |
99% |
True |
False |
25 |
| 80 |
2,275.50 |
1,934.50 |
341.00 |
15.0% |
6.50 |
0.3% |
99% |
True |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,322.25 |
|
2.618 |
2,304.25 |
|
1.618 |
2,293.25 |
|
1.000 |
2,286.50 |
|
0.618 |
2,282.25 |
|
HIGH |
2,275.50 |
|
0.618 |
2,271.25 |
|
0.500 |
2,270.00 |
|
0.382 |
2,268.75 |
|
LOW |
2,264.50 |
|
0.618 |
2,257.75 |
|
1.000 |
2,253.50 |
|
1.618 |
2,246.75 |
|
2.618 |
2,235.75 |
|
4.250 |
2,217.75 |
|
|