| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2011 |
10-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,275.00 |
2,266.00 |
-9.00 |
-0.4% |
2,220.00 |
| High |
2,278.25 |
2,284.25 |
6.00 |
0.3% |
2,278.25 |
| Low |
2,249.75 |
2,258.25 |
8.50 |
0.4% |
2,217.25 |
| Close |
2,269.75 |
2,279.50 |
9.75 |
0.4% |
2,269.75 |
| Range |
28.50 |
26.00 |
-2.50 |
-8.8% |
61.00 |
| ATR |
20.31 |
20.72 |
0.41 |
2.0% |
0.00 |
| Volume |
74 |
128 |
54 |
73.0% |
918 |
|
| Daily Pivots for day following 10-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,352.00 |
2,341.75 |
2,293.75 |
|
| R3 |
2,326.00 |
2,315.75 |
2,286.75 |
|
| R2 |
2,300.00 |
2,300.00 |
2,284.25 |
|
| R1 |
2,289.75 |
2,289.75 |
2,282.00 |
2,295.00 |
| PP |
2,274.00 |
2,274.00 |
2,274.00 |
2,276.50 |
| S1 |
2,263.75 |
2,263.75 |
2,277.00 |
2,269.00 |
| S2 |
2,248.00 |
2,248.00 |
2,274.75 |
|
| S3 |
2,222.00 |
2,237.75 |
2,272.25 |
|
| S4 |
2,196.00 |
2,211.75 |
2,265.25 |
|
|
| 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 |
2,284.25 |
2,227.25 |
57.00 |
2.5% |
26.25 |
1.2% |
92% |
True |
False |
191 |
| 10 |
2,284.25 |
2,202.50 |
81.75 |
3.6% |
23.25 |
1.0% |
94% |
True |
False |
110 |
| 20 |
2,284.25 |
2,199.25 |
85.00 |
3.7% |
18.00 |
0.8% |
94% |
True |
False |
82 |
| 40 |
2,284.25 |
2,092.50 |
191.75 |
8.4% |
10.75 |
0.5% |
98% |
True |
False |
42 |
| 60 |
2,284.25 |
2,061.00 |
223.25 |
9.8% |
8.50 |
0.4% |
98% |
True |
False |
28 |
| 80 |
2,284.25 |
1,948.25 |
336.00 |
14.7% |
7.25 |
0.3% |
99% |
True |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,394.75 |
|
2.618 |
2,352.25 |
|
1.618 |
2,326.25 |
|
1.000 |
2,310.25 |
|
0.618 |
2,300.25 |
|
HIGH |
2,284.25 |
|
0.618 |
2,274.25 |
|
0.500 |
2,271.25 |
|
0.382 |
2,268.25 |
|
LOW |
2,258.25 |
|
0.618 |
2,242.25 |
|
1.000 |
2,232.25 |
|
1.618 |
2,216.25 |
|
2.618 |
2,190.25 |
|
4.250 |
2,147.75 |
|
|