| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2011 |
07-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,266.00 |
2,275.00 |
9.00 |
0.4% |
2,220.00 |
| High |
2,275.50 |
2,278.25 |
2.75 |
0.1% |
2,278.25 |
| Low |
2,264.50 |
2,249.75 |
-14.75 |
-0.7% |
2,217.25 |
| Close |
2,273.00 |
2,269.75 |
-3.25 |
-0.1% |
2,269.75 |
| Range |
11.00 |
28.50 |
17.50 |
159.1% |
61.00 |
| ATR |
19.68 |
20.31 |
0.63 |
3.2% |
0.00 |
| Volume |
581 |
74 |
-507 |
-87.3% |
918 |
|
| Daily Pivots for day following 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,351.50 |
2,339.00 |
2,285.50 |
|
| R3 |
2,323.00 |
2,310.50 |
2,277.50 |
|
| R2 |
2,294.50 |
2,294.50 |
2,275.00 |
|
| R1 |
2,282.00 |
2,282.00 |
2,272.25 |
2,274.00 |
| PP |
2,266.00 |
2,266.00 |
2,266.00 |
2,262.00 |
| S1 |
2,253.50 |
2,253.50 |
2,267.25 |
2,245.50 |
| S2 |
2,237.50 |
2,237.50 |
2,264.50 |
|
| S3 |
2,209.00 |
2,225.00 |
2,262.00 |
|
| S4 |
2,180.50 |
2,196.50 |
2,254.00 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,438.00 |
2,415.00 |
2,303.25 |
|
| R3 |
2,377.00 |
2,354.00 |
2,286.50 |
|
| R2 |
2,316.00 |
2,316.00 |
2,281.00 |
|
| R1 |
2,293.00 |
2,293.00 |
2,275.25 |
2,304.50 |
| PP |
2,255.00 |
2,255.00 |
2,255.00 |
2,261.00 |
| S1 |
2,232.00 |
2,232.00 |
2,264.25 |
2,243.50 |
| S2 |
2,194.00 |
2,194.00 |
2,258.50 |
|
| S3 |
2,133.00 |
2,171.00 |
2,253.00 |
|
| S4 |
2,072.00 |
2,110.00 |
2,236.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,278.25 |
2,217.25 |
61.00 |
2.7% |
30.25 |
1.3% |
86% |
True |
False |
183 |
| 10 |
2,278.25 |
2,202.50 |
75.75 |
3.3% |
23.25 |
1.0% |
89% |
True |
False |
104 |
| 20 |
2,278.25 |
2,199.25 |
79.00 |
3.5% |
17.00 |
0.8% |
89% |
True |
False |
76 |
| 40 |
2,278.25 |
2,092.50 |
185.75 |
8.2% |
10.50 |
0.5% |
95% |
True |
False |
38 |
| 60 |
2,278.25 |
2,056.75 |
221.50 |
9.8% |
8.00 |
0.4% |
96% |
True |
False |
26 |
| 80 |
2,278.25 |
1,944.75 |
333.50 |
14.7% |
6.75 |
0.3% |
97% |
True |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,399.50 |
|
2.618 |
2,352.75 |
|
1.618 |
2,324.25 |
|
1.000 |
2,306.75 |
|
0.618 |
2,295.75 |
|
HIGH |
2,278.25 |
|
0.618 |
2,267.25 |
|
0.500 |
2,264.00 |
|
0.382 |
2,260.75 |
|
LOW |
2,249.75 |
|
0.618 |
2,232.25 |
|
1.000 |
2,221.25 |
|
1.618 |
2,203.75 |
|
2.618 |
2,175.25 |
|
4.250 |
2,128.50 |
|
|