| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2011 |
20-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,338.00 |
2,285.50 |
-52.50 |
-2.2% |
2,266.00 |
| High |
2,342.50 |
2,296.25 |
-46.25 |
-2.0% |
2,319.75 |
| Low |
2,290.50 |
2,264.50 |
-26.00 |
-1.1% |
2,258.25 |
| Close |
2,291.50 |
2,278.50 |
-13.00 |
-0.6% |
2,317.00 |
| Range |
52.00 |
31.75 |
-20.25 |
-38.9% |
61.50 |
| ATR |
24.24 |
24.78 |
0.54 |
2.2% |
0.00 |
| Volume |
159 |
52 |
-107 |
-67.3% |
1,007 |
|
| Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,375.00 |
2,358.50 |
2,296.00 |
|
| R3 |
2,343.25 |
2,326.75 |
2,287.25 |
|
| R2 |
2,311.50 |
2,311.50 |
2,284.25 |
|
| R1 |
2,295.00 |
2,295.00 |
2,281.50 |
2,287.50 |
| PP |
2,279.75 |
2,279.75 |
2,279.75 |
2,276.00 |
| S1 |
2,263.25 |
2,263.25 |
2,275.50 |
2,255.50 |
| S2 |
2,248.00 |
2,248.00 |
2,272.75 |
|
| S3 |
2,216.25 |
2,231.50 |
2,269.75 |
|
| S4 |
2,184.50 |
2,199.75 |
2,261.00 |
|
|
| 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 |
2,264.50 |
78.00 |
3.4% |
33.00 |
1.5% |
18% |
False |
True |
116 |
| 10 |
2,342.50 |
2,249.75 |
92.75 |
4.1% |
27.00 |
1.2% |
31% |
False |
False |
195 |
| 20 |
2,342.50 |
2,202.50 |
140.00 |
6.1% |
24.25 |
1.1% |
54% |
False |
False |
127 |
| 40 |
2,342.50 |
2,114.00 |
228.50 |
10.0% |
15.00 |
0.7% |
72% |
False |
False |
71 |
| 60 |
2,342.50 |
2,092.50 |
250.00 |
11.0% |
11.25 |
0.5% |
74% |
False |
False |
47 |
| 80 |
2,342.50 |
1,966.75 |
375.75 |
16.5% |
9.75 |
0.4% |
83% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,431.25 |
|
2.618 |
2,379.25 |
|
1.618 |
2,347.50 |
|
1.000 |
2,328.00 |
|
0.618 |
2,315.75 |
|
HIGH |
2,296.25 |
|
0.618 |
2,284.00 |
|
0.500 |
2,280.50 |
|
0.382 |
2,276.75 |
|
LOW |
2,264.50 |
|
0.618 |
2,245.00 |
|
1.000 |
2,232.75 |
|
1.618 |
2,213.25 |
|
2.618 |
2,181.50 |
|
4.250 |
2,129.50 |
|
|