| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2011 |
11-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,266.00 |
2,280.75 |
14.75 |
0.7% |
2,220.00 |
| High |
2,284.25 |
2,292.25 |
8.00 |
0.4% |
2,278.25 |
| Low |
2,258.25 |
2,275.50 |
17.25 |
0.8% |
2,217.25 |
| Close |
2,279.50 |
2,282.50 |
3.00 |
0.1% |
2,269.75 |
| Range |
26.00 |
16.75 |
-9.25 |
-35.6% |
61.00 |
| ATR |
20.72 |
20.43 |
-0.28 |
-1.4% |
0.00 |
| Volume |
128 |
387 |
259 |
202.3% |
918 |
|
| Daily Pivots for day following 11-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,333.75 |
2,324.75 |
2,291.75 |
|
| R3 |
2,317.00 |
2,308.00 |
2,287.00 |
|
| R2 |
2,300.25 |
2,300.25 |
2,285.50 |
|
| R1 |
2,291.25 |
2,291.25 |
2,284.00 |
2,295.75 |
| PP |
2,283.50 |
2,283.50 |
2,283.50 |
2,285.50 |
| S1 |
2,274.50 |
2,274.50 |
2,281.00 |
2,279.00 |
| S2 |
2,266.75 |
2,266.75 |
2,279.50 |
|
| S3 |
2,250.00 |
2,257.75 |
2,278.00 |
|
| S4 |
2,233.25 |
2,241.00 |
2,273.25 |
|
|
| 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 |
2,292.25 |
2,227.25 |
65.00 |
2.8% |
24.75 |
1.1% |
85% |
True |
False |
251 |
| 10 |
2,292.25 |
2,202.50 |
89.75 |
3.9% |
23.50 |
1.0% |
89% |
True |
False |
148 |
| 20 |
2,292.25 |
2,199.25 |
93.00 |
4.1% |
18.75 |
0.8% |
90% |
True |
False |
102 |
| 40 |
2,292.25 |
2,092.50 |
199.75 |
8.8% |
10.50 |
0.5% |
95% |
True |
False |
51 |
| 60 |
2,292.25 |
2,062.50 |
229.75 |
10.1% |
8.50 |
0.4% |
96% |
True |
False |
34 |
| 80 |
2,292.25 |
1,966.75 |
325.50 |
14.3% |
7.25 |
0.3% |
97% |
True |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,363.50 |
|
2.618 |
2,336.00 |
|
1.618 |
2,319.25 |
|
1.000 |
2,309.00 |
|
0.618 |
2,302.50 |
|
HIGH |
2,292.25 |
|
0.618 |
2,285.75 |
|
0.500 |
2,284.00 |
|
0.382 |
2,282.00 |
|
LOW |
2,275.50 |
|
0.618 |
2,265.25 |
|
1.000 |
2,258.75 |
|
1.618 |
2,248.50 |
|
2.618 |
2,231.75 |
|
4.250 |
2,204.25 |
|
|