| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2011 |
21-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,285.50 |
2,276.00 |
-9.50 |
-0.4% |
2,295.00 |
| High |
2,296.25 |
2,296.75 |
0.50 |
0.0% |
2,342.50 |
| Low |
2,264.50 |
2,263.50 |
-1.00 |
0.0% |
2,263.50 |
| Close |
2,278.50 |
2,266.25 |
-12.25 |
-0.5% |
2,266.25 |
| Range |
31.75 |
33.25 |
1.50 |
4.7% |
79.00 |
| ATR |
24.78 |
25.38 |
0.61 |
2.4% |
0.00 |
| Volume |
52 |
99 |
47 |
90.4% |
391 |
|
| Daily Pivots for day following 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,375.25 |
2,354.00 |
2,284.50 |
|
| R3 |
2,342.00 |
2,320.75 |
2,275.50 |
|
| R2 |
2,308.75 |
2,308.75 |
2,272.25 |
|
| R1 |
2,287.50 |
2,287.50 |
2,269.25 |
2,281.50 |
| PP |
2,275.50 |
2,275.50 |
2,275.50 |
2,272.50 |
| S1 |
2,254.25 |
2,254.25 |
2,263.25 |
2,248.25 |
| S2 |
2,242.25 |
2,242.25 |
2,260.25 |
|
| S3 |
2,209.00 |
2,221.00 |
2,257.00 |
|
| S4 |
2,175.75 |
2,187.75 |
2,248.00 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,527.75 |
2,476.00 |
2,309.75 |
|
| R3 |
2,448.75 |
2,397.00 |
2,288.00 |
|
| R2 |
2,369.75 |
2,369.75 |
2,280.75 |
|
| R1 |
2,318.00 |
2,318.00 |
2,273.50 |
2,304.50 |
| PP |
2,290.75 |
2,290.75 |
2,290.75 |
2,284.00 |
| S1 |
2,239.00 |
2,239.00 |
2,259.00 |
2,225.50 |
| S2 |
2,211.75 |
2,211.75 |
2,251.75 |
|
| S3 |
2,132.75 |
2,160.00 |
2,244.50 |
|
| S4 |
2,053.75 |
2,081.00 |
2,222.75 |
|
|
| 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 |
2,263.50 |
79.00 |
3.5% |
37.50 |
1.7% |
3% |
False |
True |
102 |
| 10 |
2,342.50 |
2,249.75 |
92.75 |
4.1% |
29.25 |
1.3% |
18% |
False |
False |
147 |
| 20 |
2,342.50 |
2,202.50 |
140.00 |
6.2% |
25.50 |
1.1% |
46% |
False |
False |
128 |
| 40 |
2,342.50 |
2,118.75 |
223.75 |
9.9% |
16.00 |
0.7% |
66% |
False |
False |
73 |
| 60 |
2,342.50 |
2,092.50 |
250.00 |
11.0% |
11.75 |
0.5% |
70% |
False |
False |
49 |
| 80 |
2,342.50 |
1,966.75 |
375.75 |
16.6% |
10.00 |
0.4% |
80% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,438.00 |
|
2.618 |
2,383.75 |
|
1.618 |
2,350.50 |
|
1.000 |
2,330.00 |
|
0.618 |
2,317.25 |
|
HIGH |
2,296.75 |
|
0.618 |
2,284.00 |
|
0.500 |
2,280.00 |
|
0.382 |
2,276.25 |
|
LOW |
2,263.50 |
|
0.618 |
2,243.00 |
|
1.000 |
2,230.25 |
|
1.618 |
2,209.75 |
|
2.618 |
2,176.50 |
|
4.250 |
2,122.25 |
|
|