Day Change Summary |
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Previous |
Current |
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26-Jan-2011 |
27-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,291.97 |
1,297.51 |
5.54 |
0.4% |
1,293.22 |
High |
1,299.74 |
1,301.29 |
1.55 |
0.1% |
1,296.06 |
Low |
1,291.97 |
1,294.41 |
2.44 |
0.2% |
1,271.26 |
Close |
1,296.63 |
1,299.54 |
2.91 |
0.2% |
1,283.35 |
Range |
7.77 |
6.88 |
-0.89 |
-11.5% |
24.80 |
ATR |
10.07 |
9.84 |
-0.23 |
-2.3% |
0.00 |
Volume |
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Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,319.05 |
1,316.18 |
1,303.32 |
|
R3 |
1,312.17 |
1,309.30 |
1,301.43 |
|
R2 |
1,305.29 |
1,305.29 |
1,300.80 |
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R1 |
1,302.42 |
1,302.42 |
1,300.17 |
1,303.86 |
PP |
1,298.41 |
1,298.41 |
1,298.41 |
1,299.13 |
S1 |
1,295.54 |
1,295.54 |
1,298.91 |
1,296.98 |
S2 |
1,291.53 |
1,291.53 |
1,298.28 |
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S3 |
1,284.65 |
1,288.66 |
1,297.65 |
|
S4 |
1,277.77 |
1,281.78 |
1,295.76 |
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Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,357.96 |
1,345.45 |
1,296.99 |
|
R3 |
1,333.16 |
1,320.65 |
1,290.17 |
|
R2 |
1,308.36 |
1,308.36 |
1,287.90 |
|
R1 |
1,295.85 |
1,295.85 |
1,285.62 |
1,289.71 |
PP |
1,283.56 |
1,283.56 |
1,283.56 |
1,280.48 |
S1 |
1,271.05 |
1,271.05 |
1,281.08 |
1,264.91 |
S2 |
1,258.76 |
1,258.76 |
1,278.80 |
|
S3 |
1,233.96 |
1,246.25 |
1,276.53 |
|
S4 |
1,209.16 |
1,221.45 |
1,269.71 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,301.29 |
1,281.07 |
20.22 |
1.6% |
8.69 |
0.7% |
91% |
True |
False |
|
10 |
1,301.29 |
1,271.26 |
30.03 |
2.3% |
9.53 |
0.7% |
94% |
True |
False |
|
20 |
1,301.29 |
1,254.19 |
47.10 |
3.6% |
9.93 |
0.8% |
96% |
True |
False |
|
40 |
1,301.29 |
1,186.60 |
114.69 |
8.8% |
9.15 |
0.7% |
98% |
True |
False |
|
60 |
1,301.29 |
1,173.00 |
128.29 |
9.9% |
10.57 |
0.8% |
99% |
True |
False |
|
80 |
1,301.29 |
1,140.68 |
160.61 |
12.4% |
11.12 |
0.9% |
99% |
True |
False |
|
100 |
1,301.29 |
1,091.15 |
210.14 |
16.2% |
11.35 |
0.9% |
99% |
True |
False |
|
120 |
1,301.29 |
1,039.70 |
261.59 |
20.1% |
12.16 |
0.9% |
99% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,330.53 |
2.618 |
1,319.30 |
1.618 |
1,312.42 |
1.000 |
1,308.17 |
0.618 |
1,305.54 |
HIGH |
1,301.29 |
0.618 |
1,298.66 |
0.500 |
1,297.85 |
0.382 |
1,297.04 |
LOW |
1,294.41 |
0.618 |
1,290.16 |
1.000 |
1,287.53 |
1.618 |
1,283.28 |
2.618 |
1,276.40 |
4.250 |
1,265.17 |
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