| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2011 |
26-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,295.50 |
2,298.25 |
2.75 |
0.1% |
2,295.00 |
| High |
2,301.00 |
2,316.50 |
15.50 |
0.7% |
2,342.50 |
| Low |
2,279.75 |
2,295.25 |
15.50 |
0.7% |
2,263.50 |
| Close |
2,298.25 |
2,315.50 |
17.25 |
0.8% |
2,266.25 |
| Range |
21.25 |
21.25 |
0.00 |
0.0% |
79.00 |
| ATR |
25.64 |
25.33 |
-0.31 |
-1.2% |
0.00 |
| Volume |
64 |
112 |
48 |
75.0% |
391 |
|
| Daily Pivots for day following 26-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,372.75 |
2,365.50 |
2,327.25 |
|
| R3 |
2,351.50 |
2,344.25 |
2,321.25 |
|
| R2 |
2,330.25 |
2,330.25 |
2,319.50 |
|
| R1 |
2,323.00 |
2,323.00 |
2,317.50 |
2,326.50 |
| PP |
2,309.00 |
2,309.00 |
2,309.00 |
2,311.00 |
| S1 |
2,301.75 |
2,301.75 |
2,313.50 |
2,305.50 |
| S2 |
2,287.75 |
2,287.75 |
2,311.50 |
|
| S3 |
2,266.50 |
2,280.50 |
2,309.75 |
|
| S4 |
2,245.25 |
2,259.25 |
2,303.75 |
|
|
| 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 |
2,316.50 |
2,263.25 |
53.25 |
2.3% |
28.25 |
1.2% |
98% |
True |
False |
91 |
| 10 |
2,342.50 |
2,263.25 |
79.25 |
3.4% |
29.75 |
1.3% |
66% |
False |
False |
118 |
| 20 |
2,342.50 |
2,202.50 |
140.00 |
6.0% |
26.75 |
1.2% |
81% |
False |
False |
133 |
| 40 |
2,342.50 |
2,118.75 |
223.75 |
9.7% |
17.75 |
0.8% |
88% |
False |
False |
81 |
| 60 |
2,342.50 |
2,092.50 |
250.00 |
10.8% |
13.00 |
0.6% |
89% |
False |
False |
54 |
| 80 |
2,342.50 |
1,966.75 |
375.75 |
16.2% |
11.00 |
0.5% |
93% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,406.75 |
|
2.618 |
2,372.25 |
|
1.618 |
2,351.00 |
|
1.000 |
2,337.75 |
|
0.618 |
2,329.75 |
|
HIGH |
2,316.50 |
|
0.618 |
2,308.50 |
|
0.500 |
2,306.00 |
|
0.382 |
2,303.25 |
|
LOW |
2,295.25 |
|
0.618 |
2,282.00 |
|
1.000 |
2,274.00 |
|
1.618 |
2,260.75 |
|
2.618 |
2,239.50 |
|
4.250 |
2,205.00 |
|
|