| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2011 |
06-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,245.39 |
2,272.33 |
26.94 |
1.2% |
2,223.76 |
| High |
2,271.08 |
2,279.45 |
8.37 |
0.4% |
2,236.19 |
| Low |
2,243.87 |
2,268.59 |
24.72 |
1.1% |
2,208.80 |
| Close |
2,270.39 |
2,277.51 |
7.12 |
0.3% |
2,217.86 |
| Range |
27.21 |
10.86 |
-16.35 |
-60.1% |
27.39 |
| ATR |
22.36 |
21.54 |
-0.82 |
-3.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,307.76 |
2,303.50 |
2,283.48 |
|
| R3 |
2,296.90 |
2,292.64 |
2,280.50 |
|
| R2 |
2,286.04 |
2,286.04 |
2,279.50 |
|
| R1 |
2,281.78 |
2,281.78 |
2,278.51 |
2,283.91 |
| PP |
2,275.18 |
2,275.18 |
2,275.18 |
2,276.25 |
| S1 |
2,270.92 |
2,270.92 |
2,276.51 |
2,273.05 |
| S2 |
2,264.32 |
2,264.32 |
2,275.52 |
|
| S3 |
2,253.46 |
2,260.06 |
2,274.52 |
|
| S4 |
2,242.60 |
2,249.20 |
2,271.54 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,303.12 |
2,287.88 |
2,232.92 |
|
| R3 |
2,275.73 |
2,260.49 |
2,225.39 |
|
| R2 |
2,248.34 |
2,248.34 |
2,222.88 |
|
| R1 |
2,233.10 |
2,233.10 |
2,220.37 |
2,227.03 |
| PP |
2,220.95 |
2,220.95 |
2,220.95 |
2,217.91 |
| S1 |
2,205.71 |
2,205.71 |
2,215.35 |
2,199.64 |
| S2 |
2,193.56 |
2,193.56 |
2,212.84 |
|
| S3 |
2,166.17 |
2,178.32 |
2,210.33 |
|
| S4 |
2,138.78 |
2,150.93 |
2,202.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,279.45 |
2,209.37 |
70.08 |
3.1% |
21.90 |
1.0% |
97% |
True |
False |
|
| 10 |
2,279.45 |
2,208.80 |
70.65 |
3.1% |
17.43 |
0.8% |
97% |
True |
False |
|
| 20 |
2,279.45 |
2,193.92 |
85.53 |
3.8% |
17.25 |
0.8% |
98% |
True |
False |
|
| 40 |
2,279.45 |
2,085.27 |
194.18 |
8.5% |
21.35 |
0.9% |
99% |
True |
False |
|
| 60 |
2,279.45 |
2,043.70 |
235.75 |
10.4% |
21.73 |
1.0% |
99% |
True |
False |
|
| 80 |
2,279.45 |
1,918.10 |
361.35 |
15.9% |
23.01 |
1.0% |
99% |
True |
False |
|
| 100 |
2,279.45 |
1,747.32 |
532.13 |
23.4% |
23.72 |
1.0% |
100% |
True |
False |
|
| 120 |
2,279.45 |
1,747.32 |
532.13 |
23.4% |
24.53 |
1.1% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,325.61 |
|
2.618 |
2,307.88 |
|
1.618 |
2,297.02 |
|
1.000 |
2,290.31 |
|
0.618 |
2,286.16 |
|
HIGH |
2,279.45 |
|
0.618 |
2,275.30 |
|
0.500 |
2,274.02 |
|
0.382 |
2,272.74 |
|
LOW |
2,268.59 |
|
0.618 |
2,261.88 |
|
1.000 |
2,257.73 |
|
1.618 |
2,251.02 |
|
2.618 |
2,240.16 |
|
4.250 |
2,222.44 |
|
|