| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2011 |
13-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,283.50 |
2,301.75 |
18.25 |
0.8% |
2,220.00 |
| High |
2,303.25 |
2,305.75 |
2.50 |
0.1% |
2,278.25 |
| Low |
2,280.25 |
2,294.00 |
13.75 |
0.6% |
2,217.25 |
| Close |
2,301.50 |
2,299.75 |
-1.75 |
-0.1% |
2,269.75 |
| Range |
23.00 |
11.75 |
-11.25 |
-48.9% |
61.00 |
| ATR |
20.62 |
19.98 |
-0.63 |
-3.1% |
0.00 |
| Volume |
203 |
170 |
-33 |
-16.3% |
918 |
|
| Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,335.00 |
2,329.25 |
2,306.25 |
|
| R3 |
2,323.25 |
2,317.50 |
2,303.00 |
|
| R2 |
2,311.50 |
2,311.50 |
2,302.00 |
|
| R1 |
2,305.75 |
2,305.75 |
2,300.75 |
2,302.75 |
| PP |
2,299.75 |
2,299.75 |
2,299.75 |
2,298.50 |
| S1 |
2,294.00 |
2,294.00 |
2,298.75 |
2,291.00 |
| S2 |
2,288.00 |
2,288.00 |
2,297.50 |
|
| S3 |
2,276.25 |
2,282.25 |
2,296.50 |
|
| S4 |
2,264.50 |
2,270.50 |
2,293.25 |
|
|
| 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 |
2,305.75 |
2,249.75 |
56.00 |
2.4% |
21.25 |
0.9% |
89% |
True |
False |
192 |
| 10 |
2,305.75 |
2,202.50 |
103.25 |
4.5% |
25.25 |
1.1% |
94% |
True |
False |
182 |
| 20 |
2,305.75 |
2,202.50 |
103.25 |
4.5% |
19.50 |
0.8% |
94% |
True |
False |
120 |
| 40 |
2,305.75 |
2,094.50 |
211.25 |
9.2% |
11.25 |
0.5% |
97% |
True |
False |
61 |
| 60 |
2,305.75 |
2,072.25 |
233.50 |
10.2% |
9.00 |
0.4% |
97% |
True |
False |
41 |
| 80 |
2,305.75 |
1,966.75 |
339.00 |
14.7% |
7.75 |
0.3% |
98% |
True |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,355.75 |
|
2.618 |
2,336.50 |
|
1.618 |
2,324.75 |
|
1.000 |
2,317.50 |
|
0.618 |
2,313.00 |
|
HIGH |
2,305.75 |
|
0.618 |
2,301.25 |
|
0.500 |
2,300.00 |
|
0.382 |
2,298.50 |
|
LOW |
2,294.00 |
|
0.618 |
2,286.75 |
|
1.000 |
2,282.25 |
|
1.618 |
2,275.00 |
|
2.618 |
2,263.25 |
|
4.250 |
2,244.00 |
|
|