Day Change Summary |
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Previous |
Current |
|
|
|
|
26-Jan-2011 |
27-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
5,914.5 |
5,880.0 |
-34.5 |
-0.6% |
5,899.5 |
High |
5,914.5 |
5,880.0 |
-34.5 |
-0.6% |
5,995.0 |
Low |
5,914.5 |
5,880.0 |
-34.5 |
-0.6% |
5,787.5 |
Close |
5,898.0 |
5,888.0 |
-10.0 |
-0.2% |
5,820.5 |
Range |
|
|
|
|
|
ATR |
51.3 |
48.9 |
-2.4 |
-4.6% |
0.0 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,882.5 |
5,885.5 |
5,888.0 |
|
R3 |
5,882.5 |
5,885.5 |
5,888.0 |
|
R2 |
5,882.5 |
5,882.5 |
5,888.0 |
|
R1 |
5,885.5 |
5,885.5 |
5,888.0 |
5,884.0 |
PP |
5,882.5 |
5,882.5 |
5,882.5 |
5,882.0 |
S1 |
5,885.5 |
5,885.5 |
5,888.0 |
5,884.0 |
S2 |
5,882.5 |
5,882.5 |
5,888.0 |
|
S3 |
5,882.5 |
5,885.5 |
5,888.0 |
|
S4 |
5,882.5 |
5,885.5 |
5,888.0 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,490.0 |
6,363.0 |
5,934.5 |
|
R3 |
6,282.5 |
6,155.5 |
5,877.5 |
|
R2 |
6,075.0 |
6,075.0 |
5,858.5 |
|
R1 |
5,948.0 |
5,948.0 |
5,839.5 |
5,908.0 |
PP |
5,867.5 |
5,867.5 |
5,867.5 |
5,847.5 |
S1 |
5,740.5 |
5,740.5 |
5,801.5 |
5,700.0 |
S2 |
5,660.0 |
5,660.0 |
5,782.5 |
|
S3 |
5,452.5 |
5,533.0 |
5,763.5 |
|
S4 |
5,245.0 |
5,325.5 |
5,706.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,914.5 |
5,800.0 |
114.5 |
1.9% |
19.0 |
0.3% |
77% |
False |
False |
43 |
10 |
5,995.0 |
5,787.5 |
207.5 |
3.5% |
37.0 |
0.6% |
48% |
False |
False |
92 |
20 |
6,001.0 |
5,787.5 |
213.5 |
3.6% |
28.0 |
0.5% |
47% |
False |
False |
66 |
40 |
6,001.0 |
5,463.0 |
538.0 |
9.1% |
19.5 |
0.3% |
79% |
False |
False |
39 |
60 |
6,001.0 |
5,463.0 |
538.0 |
9.1% |
20.5 |
0.3% |
79% |
False |
False |
45 |
80 |
6,001.0 |
5,456.5 |
544.5 |
9.2% |
20.0 |
0.3% |
79% |
False |
False |
37 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,880.0 |
2.618 |
5,880.0 |
1.618 |
5,880.0 |
1.000 |
5,880.0 |
0.618 |
5,880.0 |
HIGH |
5,880.0 |
0.618 |
5,880.0 |
0.500 |
5,880.0 |
0.382 |
5,880.0 |
LOW |
5,880.0 |
0.618 |
5,880.0 |
1.000 |
5,880.0 |
1.618 |
5,880.0 |
2.618 |
5,880.0 |
4.250 |
5,880.0 |
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