| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2011 |
25-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,267.00 |
2,295.50 |
28.50 |
1.3% |
2,295.00 |
| High |
2,297.00 |
2,301.00 |
4.00 |
0.2% |
2,342.50 |
| Low |
2,263.25 |
2,279.75 |
16.50 |
0.7% |
2,263.50 |
| Close |
2,295.00 |
2,298.25 |
3.25 |
0.1% |
2,266.25 |
| Range |
33.75 |
21.25 |
-12.50 |
-37.0% |
79.00 |
| ATR |
25.98 |
25.64 |
-0.34 |
-1.3% |
0.00 |
| Volume |
130 |
64 |
-66 |
-50.8% |
391 |
|
| Daily Pivots for day following 25-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,356.75 |
2,348.75 |
2,310.00 |
|
| R3 |
2,335.50 |
2,327.50 |
2,304.00 |
|
| R2 |
2,314.25 |
2,314.25 |
2,302.25 |
|
| R1 |
2,306.25 |
2,306.25 |
2,300.25 |
2,310.25 |
| PP |
2,293.00 |
2,293.00 |
2,293.00 |
2,295.00 |
| S1 |
2,285.00 |
2,285.00 |
2,296.25 |
2,289.00 |
| S2 |
2,271.75 |
2,271.75 |
2,294.25 |
|
| S3 |
2,250.50 |
2,263.75 |
2,292.50 |
|
| S4 |
2,229.25 |
2,242.50 |
2,286.50 |
|
|
| 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 |
3.4% |
34.50 |
1.5% |
44% |
False |
False |
100 |
| 10 |
2,342.50 |
2,263.25 |
79.25 |
3.4% |
29.25 |
1.3% |
44% |
False |
False |
146 |
| 20 |
2,342.50 |
2,202.50 |
140.00 |
6.1% |
26.25 |
1.1% |
68% |
False |
False |
128 |
| 40 |
2,342.50 |
2,118.75 |
223.75 |
9.7% |
17.25 |
0.8% |
80% |
False |
False |
78 |
| 60 |
2,342.50 |
2,092.50 |
250.00 |
10.9% |
12.75 |
0.6% |
82% |
False |
False |
52 |
| 80 |
2,342.50 |
1,966.75 |
375.75 |
16.3% |
10.75 |
0.5% |
88% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,391.25 |
|
2.618 |
2,356.75 |
|
1.618 |
2,335.50 |
|
1.000 |
2,322.25 |
|
0.618 |
2,314.25 |
|
HIGH |
2,301.00 |
|
0.618 |
2,293.00 |
|
0.500 |
2,290.50 |
|
0.382 |
2,287.75 |
|
LOW |
2,279.75 |
|
0.618 |
2,266.50 |
|
1.000 |
2,258.50 |
|
1.618 |
2,245.25 |
|
2.618 |
2,224.00 |
|
4.250 |
2,189.50 |
|
|