| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2011 |
31-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,319.00 |
2,263.00 |
-56.00 |
-2.4% |
2,267.00 |
| High |
2,327.50 |
2,282.50 |
-45.00 |
-1.9% |
2,331.50 |
| Low |
2,255.50 |
2,245.75 |
-9.75 |
-0.4% |
2,255.50 |
| Close |
2,265.25 |
2,277.25 |
12.00 |
0.5% |
2,265.25 |
| Range |
72.00 |
36.75 |
-35.25 |
-49.0% |
76.00 |
| ATR |
28.34 |
28.94 |
0.60 |
2.1% |
0.00 |
| Volume |
264 |
187 |
-77 |
-29.2% |
731 |
|
| Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,378.75 |
2,364.75 |
2,297.50 |
|
| R3 |
2,342.00 |
2,328.00 |
2,287.25 |
|
| R2 |
2,305.25 |
2,305.25 |
2,284.00 |
|
| R1 |
2,291.25 |
2,291.25 |
2,280.50 |
2,298.25 |
| PP |
2,268.50 |
2,268.50 |
2,268.50 |
2,272.00 |
| S1 |
2,254.50 |
2,254.50 |
2,274.00 |
2,261.50 |
| S2 |
2,231.75 |
2,231.75 |
2,270.50 |
|
| S3 |
2,195.00 |
2,217.75 |
2,267.25 |
|
| S4 |
2,158.25 |
2,181.00 |
2,257.00 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,512.00 |
2,464.75 |
2,307.00 |
|
| R3 |
2,436.00 |
2,388.75 |
2,286.25 |
|
| R2 |
2,360.00 |
2,360.00 |
2,279.25 |
|
| R1 |
2,312.75 |
2,312.75 |
2,272.25 |
2,298.50 |
| PP |
2,284.00 |
2,284.00 |
2,284.00 |
2,277.00 |
| S1 |
2,236.75 |
2,236.75 |
2,258.25 |
2,222.50 |
| S2 |
2,208.00 |
2,208.00 |
2,251.25 |
|
| S3 |
2,132.00 |
2,160.75 |
2,244.25 |
|
| S4 |
2,056.00 |
2,084.75 |
2,223.50 |
|
|
| 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 |
2,245.75 |
85.75 |
3.8% |
34.25 |
1.5% |
37% |
False |
True |
157 |
| 10 |
2,342.50 |
2,245.75 |
96.75 |
4.2% |
36.75 |
1.6% |
33% |
False |
True |
130 |
| 20 |
2,342.50 |
2,217.25 |
125.25 |
5.5% |
31.00 |
1.4% |
48% |
False |
False |
161 |
| 40 |
2,342.50 |
2,175.00 |
167.50 |
7.4% |
21.00 |
0.9% |
61% |
False |
False |
96 |
| 60 |
2,342.50 |
2,092.50 |
250.00 |
11.0% |
15.25 |
0.7% |
74% |
False |
False |
64 |
| 80 |
2,342.50 |
1,998.50 |
344.00 |
15.1% |
12.25 |
0.5% |
81% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,438.75 |
|
2.618 |
2,378.75 |
|
1.618 |
2,342.00 |
|
1.000 |
2,319.25 |
|
0.618 |
2,305.25 |
|
HIGH |
2,282.50 |
|
0.618 |
2,268.50 |
|
0.500 |
2,264.00 |
|
0.382 |
2,259.75 |
|
LOW |
2,245.75 |
|
0.618 |
2,223.00 |
|
1.000 |
2,209.00 |
|
1.618 |
2,186.25 |
|
2.618 |
2,149.50 |
|
4.250 |
2,089.50 |
|
|