| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2011 |
19-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,295.00 |
2,338.00 |
43.00 |
1.9% |
2,266.00 |
| High |
2,328.75 |
2,342.50 |
13.75 |
0.6% |
2,319.75 |
| Low |
2,283.25 |
2,290.50 |
7.25 |
0.3% |
2,258.25 |
| Close |
2,327.75 |
2,291.50 |
-36.25 |
-1.6% |
2,317.00 |
| Range |
45.50 |
52.00 |
6.50 |
14.3% |
61.50 |
| ATR |
22.11 |
24.24 |
2.14 |
9.7% |
0.00 |
| Volume |
81 |
159 |
78 |
96.3% |
1,007 |
|
| Daily Pivots for day following 19-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,464.25 |
2,429.75 |
2,320.00 |
|
| R3 |
2,412.25 |
2,377.75 |
2,305.75 |
|
| R2 |
2,360.25 |
2,360.25 |
2,301.00 |
|
| R1 |
2,325.75 |
2,325.75 |
2,296.25 |
2,317.00 |
| PP |
2,308.25 |
2,308.25 |
2,308.25 |
2,303.75 |
| S1 |
2,273.75 |
2,273.75 |
2,286.75 |
2,265.00 |
| S2 |
2,256.25 |
2,256.25 |
2,282.00 |
|
| S3 |
2,204.25 |
2,221.75 |
2,277.25 |
|
| S4 |
2,152.25 |
2,169.75 |
2,263.00 |
|
|
| 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 |
2,342.50 |
2,280.25 |
62.25 |
2.7% |
31.25 |
1.4% |
18% |
True |
False |
146 |
| 10 |
2,342.50 |
2,227.25 |
115.25 |
5.0% |
28.00 |
1.2% |
56% |
True |
False |
198 |
| 20 |
2,342.50 |
2,202.50 |
140.00 |
6.1% |
23.50 |
1.0% |
64% |
True |
False |
134 |
| 40 |
2,342.50 |
2,114.00 |
228.50 |
10.0% |
14.25 |
0.6% |
78% |
True |
False |
69 |
| 60 |
2,342.50 |
2,092.50 |
250.00 |
10.9% |
10.75 |
0.5% |
80% |
True |
False |
46 |
| 80 |
2,342.50 |
1,966.75 |
375.75 |
16.4% |
9.25 |
0.4% |
86% |
True |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,563.50 |
|
2.618 |
2,478.75 |
|
1.618 |
2,426.75 |
|
1.000 |
2,394.50 |
|
0.618 |
2,374.75 |
|
HIGH |
2,342.50 |
|
0.618 |
2,322.75 |
|
0.500 |
2,316.50 |
|
0.382 |
2,310.25 |
|
LOW |
2,290.50 |
|
0.618 |
2,258.25 |
|
1.000 |
2,238.50 |
|
1.618 |
2,206.25 |
|
2.618 |
2,154.25 |
|
4.250 |
2,069.50 |
|
|