| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2011 |
27-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,298.25 |
2,315.00 |
16.75 |
0.7% |
2,295.00 |
| High |
2,316.50 |
2,331.50 |
15.00 |
0.6% |
2,342.50 |
| Low |
2,295.25 |
2,311.00 |
15.75 |
0.7% |
2,263.50 |
| Close |
2,315.50 |
2,320.25 |
4.75 |
0.2% |
2,266.25 |
| Range |
21.25 |
20.50 |
-0.75 |
-3.5% |
79.00 |
| ATR |
25.33 |
24.98 |
-0.34 |
-1.4% |
0.00 |
| Volume |
112 |
161 |
49 |
43.8% |
391 |
|
| Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,382.50 |
2,371.75 |
2,331.50 |
|
| R3 |
2,362.00 |
2,351.25 |
2,326.00 |
|
| R2 |
2,341.50 |
2,341.50 |
2,324.00 |
|
| R1 |
2,330.75 |
2,330.75 |
2,322.25 |
2,336.00 |
| PP |
2,321.00 |
2,321.00 |
2,321.00 |
2,323.50 |
| S1 |
2,310.25 |
2,310.25 |
2,318.25 |
2,315.50 |
| S2 |
2,300.50 |
2,300.50 |
2,316.50 |
|
| S3 |
2,280.00 |
2,289.75 |
2,314.50 |
|
| S4 |
2,259.50 |
2,269.25 |
2,309.00 |
|
|
| 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 |
2,331.50 |
2,263.25 |
68.25 |
2.9% |
26.00 |
1.1% |
84% |
True |
False |
113 |
| 10 |
2,342.50 |
2,263.25 |
79.25 |
3.4% |
29.50 |
1.3% |
72% |
False |
False |
114 |
| 20 |
2,342.50 |
2,202.50 |
140.00 |
6.0% |
27.25 |
1.2% |
84% |
False |
False |
140 |
| 40 |
2,342.50 |
2,154.00 |
188.50 |
8.1% |
18.25 |
0.8% |
88% |
False |
False |
85 |
| 60 |
2,342.50 |
2,092.50 |
250.00 |
10.8% |
13.25 |
0.6% |
91% |
False |
False |
57 |
| 80 |
2,342.50 |
1,998.50 |
344.00 |
14.8% |
11.00 |
0.5% |
94% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,418.50 |
|
2.618 |
2,385.25 |
|
1.618 |
2,364.75 |
|
1.000 |
2,352.00 |
|
0.618 |
2,344.25 |
|
HIGH |
2,331.50 |
|
0.618 |
2,323.75 |
|
0.500 |
2,321.25 |
|
0.382 |
2,318.75 |
|
LOW |
2,311.00 |
|
0.618 |
2,298.25 |
|
1.000 |
2,290.50 |
|
1.618 |
2,277.75 |
|
2.618 |
2,257.25 |
|
4.250 |
2,224.00 |
|
|