| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2011 |
05-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1,256.25 |
1,250.00 |
-6.25 |
-0.5% |
1,243.50 |
| High |
1,259.25 |
1,263.25 |
4.00 |
0.3% |
1,248.00 |
| Low |
1,249.00 |
1,246.50 |
-2.50 |
-0.2% |
1,236.50 |
| Close |
1,255.50 |
1,262.00 |
6.50 |
0.5% |
1,243.00 |
| Range |
10.25 |
16.75 |
6.50 |
63.4% |
11.50 |
| ATR |
6.41 |
7.14 |
0.74 |
11.5% |
0.00 |
| Volume |
17 |
2 |
-15 |
-88.2% |
80 |
|
| Daily Pivots for day following 05-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,307.50 |
1,301.50 |
1,271.25 |
|
| R3 |
1,290.75 |
1,284.75 |
1,266.50 |
|
| R2 |
1,274.00 |
1,274.00 |
1,265.00 |
|
| R1 |
1,268.00 |
1,268.00 |
1,263.50 |
1,271.00 |
| PP |
1,257.25 |
1,257.25 |
1,257.25 |
1,258.75 |
| S1 |
1,251.25 |
1,251.25 |
1,260.50 |
1,254.25 |
| S2 |
1,240.50 |
1,240.50 |
1,259.00 |
|
| S3 |
1,223.75 |
1,234.50 |
1,257.50 |
|
| S4 |
1,207.00 |
1,217.75 |
1,252.75 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,277.00 |
1,271.50 |
1,249.25 |
|
| R3 |
1,265.50 |
1,260.00 |
1,246.25 |
|
| R2 |
1,254.00 |
1,254.00 |
1,245.00 |
|
| R1 |
1,248.50 |
1,248.50 |
1,244.00 |
1,245.50 |
| PP |
1,242.50 |
1,242.50 |
1,242.50 |
1,241.00 |
| S1 |
1,237.00 |
1,237.00 |
1,242.00 |
1,234.00 |
| S2 |
1,231.00 |
1,231.00 |
1,241.00 |
|
| S3 |
1,219.50 |
1,225.50 |
1,239.75 |
|
| S4 |
1,208.00 |
1,214.00 |
1,236.75 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,334.50 |
|
2.618 |
1,307.00 |
|
1.618 |
1,290.25 |
|
1.000 |
1,280.00 |
|
0.618 |
1,273.50 |
|
HIGH |
1,263.25 |
|
0.618 |
1,256.75 |
|
0.500 |
1,255.00 |
|
0.382 |
1,253.00 |
|
LOW |
1,246.50 |
|
0.618 |
1,236.25 |
|
1.000 |
1,229.75 |
|
1.618 |
1,219.50 |
|
2.618 |
1,202.75 |
|
4.250 |
1,175.25 |
|
|