| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2011 |
14-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,301.75 |
2,305.75 |
4.00 |
0.2% |
2,266.00 |
| High |
2,305.75 |
2,319.75 |
14.00 |
0.6% |
2,319.75 |
| Low |
2,294.00 |
2,295.25 |
1.25 |
0.1% |
2,258.25 |
| Close |
2,299.75 |
2,317.00 |
17.25 |
0.8% |
2,317.00 |
| Range |
11.75 |
24.50 |
12.75 |
108.5% |
61.50 |
| ATR |
19.98 |
20.31 |
0.32 |
1.6% |
0.00 |
| Volume |
170 |
119 |
-51 |
-30.0% |
1,007 |
|
| Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,384.25 |
2,375.00 |
2,330.50 |
|
| R3 |
2,359.75 |
2,350.50 |
2,323.75 |
|
| R2 |
2,335.25 |
2,335.25 |
2,321.50 |
|
| R1 |
2,326.00 |
2,326.00 |
2,319.25 |
2,330.50 |
| PP |
2,310.75 |
2,310.75 |
2,310.75 |
2,313.00 |
| S1 |
2,301.50 |
2,301.50 |
2,314.75 |
2,306.00 |
| S2 |
2,286.25 |
2,286.25 |
2,312.50 |
|
| S3 |
2,261.75 |
2,277.00 |
2,310.25 |
|
| S4 |
2,237.25 |
2,252.50 |
2,303.50 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,482.75 |
2,461.50 |
2,350.75 |
|
| R3 |
2,421.25 |
2,400.00 |
2,334.00 |
|
| R2 |
2,359.75 |
2,359.75 |
2,328.25 |
|
| R1 |
2,338.50 |
2,338.50 |
2,322.75 |
2,349.00 |
| PP |
2,298.25 |
2,298.25 |
2,298.25 |
2,303.75 |
| S1 |
2,277.00 |
2,277.00 |
2,311.25 |
2,287.50 |
| S2 |
2,236.75 |
2,236.75 |
2,305.75 |
|
| S3 |
2,175.25 |
2,215.50 |
2,300.00 |
|
| S4 |
2,113.75 |
2,154.00 |
2,283.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,319.75 |
2,258.25 |
61.50 |
2.7% |
20.50 |
0.9% |
96% |
True |
False |
201 |
| 10 |
2,319.75 |
2,217.25 |
102.50 |
4.4% |
25.50 |
1.1% |
97% |
True |
False |
192 |
| 20 |
2,319.75 |
2,202.50 |
117.25 |
5.1% |
20.75 |
0.9% |
98% |
True |
False |
126 |
| 40 |
2,319.75 |
2,114.00 |
205.75 |
8.9% |
12.00 |
0.5% |
99% |
True |
False |
63 |
| 60 |
2,319.75 |
2,072.25 |
247.50 |
10.7% |
9.25 |
0.4% |
99% |
True |
False |
43 |
| 80 |
2,319.75 |
1,966.75 |
353.00 |
15.2% |
8.00 |
0.3% |
99% |
True |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,424.00 |
|
2.618 |
2,384.00 |
|
1.618 |
2,359.50 |
|
1.000 |
2,344.25 |
|
0.618 |
2,335.00 |
|
HIGH |
2,319.75 |
|
0.618 |
2,310.50 |
|
0.500 |
2,307.50 |
|
0.382 |
2,304.50 |
|
LOW |
2,295.25 |
|
0.618 |
2,280.00 |
|
1.000 |
2,270.75 |
|
1.618 |
2,255.50 |
|
2.618 |
2,231.00 |
|
4.250 |
2,191.00 |
|
|