| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2011 |
24-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,276.00 |
2,267.00 |
-9.00 |
-0.4% |
2,295.00 |
| High |
2,296.75 |
2,297.00 |
0.25 |
0.0% |
2,342.50 |
| Low |
2,263.50 |
2,263.25 |
-0.25 |
0.0% |
2,263.50 |
| Close |
2,266.25 |
2,295.00 |
28.75 |
1.3% |
2,266.25 |
| Range |
33.25 |
33.75 |
0.50 |
1.5% |
79.00 |
| ATR |
25.38 |
25.98 |
0.60 |
2.4% |
0.00 |
| Volume |
99 |
130 |
31 |
31.3% |
391 |
|
| Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,386.25 |
2,374.50 |
2,313.50 |
|
| R3 |
2,352.50 |
2,340.75 |
2,304.25 |
|
| R2 |
2,318.75 |
2,318.75 |
2,301.25 |
|
| R1 |
2,307.00 |
2,307.00 |
2,298.00 |
2,313.00 |
| PP |
2,285.00 |
2,285.00 |
2,285.00 |
2,288.00 |
| S1 |
2,273.25 |
2,273.25 |
2,292.00 |
2,279.00 |
| S2 |
2,251.25 |
2,251.25 |
2,288.75 |
|
| S3 |
2,217.50 |
2,239.50 |
2,285.75 |
|
| S4 |
2,183.75 |
2,205.75 |
2,276.50 |
|
|
| 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 |
2,263.25 |
79.25 |
3.5% |
39.25 |
1.7% |
40% |
False |
True |
104 |
| 10 |
2,342.50 |
2,258.25 |
84.25 |
3.7% |
29.75 |
1.3% |
44% |
False |
False |
152 |
| 20 |
2,342.50 |
2,202.50 |
140.00 |
6.1% |
26.50 |
1.2% |
66% |
False |
False |
128 |
| 40 |
2,342.50 |
2,118.75 |
223.75 |
9.7% |
16.75 |
0.7% |
79% |
False |
False |
76 |
| 60 |
2,342.50 |
2,092.50 |
250.00 |
10.9% |
12.25 |
0.5% |
81% |
False |
False |
51 |
| 80 |
2,342.50 |
1,966.75 |
375.75 |
16.4% |
10.50 |
0.5% |
87% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,440.50 |
|
2.618 |
2,385.25 |
|
1.618 |
2,351.50 |
|
1.000 |
2,330.75 |
|
0.618 |
2,317.75 |
|
HIGH |
2,297.00 |
|
0.618 |
2,284.00 |
|
0.500 |
2,280.00 |
|
0.382 |
2,276.25 |
|
LOW |
2,263.25 |
|
0.618 |
2,242.50 |
|
1.000 |
2,229.50 |
|
1.618 |
2,208.75 |
|
2.618 |
2,175.00 |
|
4.250 |
2,119.75 |
|
|