| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2011 |
14-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,303.60 |
2,304.37 |
0.77 |
0.0% |
2,270.64 |
| High |
2,310.82 |
2,323.43 |
12.61 |
0.5% |
2,323.43 |
| Low |
2,298.62 |
2,300.25 |
1.63 |
0.1% |
2,265.00 |
| Close |
2,305.53 |
2,323.43 |
17.90 |
0.8% |
2,323.43 |
| Range |
12.20 |
23.18 |
10.98 |
90.0% |
58.43 |
| ATR |
20.71 |
20.89 |
0.18 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,385.24 |
2,377.52 |
2,336.18 |
|
| R3 |
2,362.06 |
2,354.34 |
2,329.80 |
|
| R2 |
2,338.88 |
2,338.88 |
2,327.68 |
|
| R1 |
2,331.16 |
2,331.16 |
2,325.55 |
2,335.02 |
| PP |
2,315.70 |
2,315.70 |
2,315.70 |
2,317.64 |
| S1 |
2,307.98 |
2,307.98 |
2,321.31 |
2,311.84 |
| S2 |
2,292.52 |
2,292.52 |
2,319.18 |
|
| S3 |
2,269.34 |
2,284.80 |
2,317.06 |
|
| S4 |
2,246.16 |
2,261.62 |
2,310.68 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,479.24 |
2,459.77 |
2,355.57 |
|
| R3 |
2,420.81 |
2,401.34 |
2,339.50 |
|
| R2 |
2,362.38 |
2,362.38 |
2,334.14 |
|
| R1 |
2,342.91 |
2,342.91 |
2,328.79 |
2,352.65 |
| PP |
2,303.95 |
2,303.95 |
2,303.95 |
2,308.82 |
| S1 |
2,284.48 |
2,284.48 |
2,318.07 |
2,294.22 |
| S2 |
2,245.52 |
2,245.52 |
2,312.72 |
|
| S3 |
2,187.09 |
2,226.05 |
2,307.36 |
|
| S4 |
2,128.66 |
2,167.62 |
2,291.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,323.43 |
2,265.00 |
58.43 |
2.5% |
18.30 |
0.8% |
100% |
True |
False |
|
| 10 |
2,323.43 |
2,237.73 |
85.70 |
3.7% |
21.40 |
0.9% |
100% |
True |
False |
|
| 20 |
2,323.43 |
2,206.30 |
117.13 |
5.0% |
17.24 |
0.7% |
100% |
True |
False |
|
| 40 |
2,323.43 |
2,105.61 |
217.82 |
9.4% |
19.54 |
0.8% |
100% |
True |
False |
|
| 60 |
2,323.43 |
2,069.45 |
253.98 |
10.9% |
21.29 |
0.9% |
100% |
True |
False |
|
| 80 |
2,323.43 |
1,963.68 |
359.75 |
15.5% |
22.81 |
1.0% |
100% |
True |
False |
|
| 100 |
2,323.43 |
1,747.32 |
576.11 |
24.8% |
23.18 |
1.0% |
100% |
True |
False |
|
| 120 |
2,323.43 |
1,747.32 |
576.11 |
24.8% |
23.84 |
1.0% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,421.95 |
|
2.618 |
2,384.12 |
|
1.618 |
2,360.94 |
|
1.000 |
2,346.61 |
|
0.618 |
2,337.76 |
|
HIGH |
2,323.43 |
|
0.618 |
2,314.58 |
|
0.500 |
2,311.84 |
|
0.382 |
2,309.10 |
|
LOW |
2,300.25 |
|
0.618 |
2,285.92 |
|
1.000 |
2,277.07 |
|
1.618 |
2,262.74 |
|
2.618 |
2,239.56 |
|
4.250 |
2,201.74 |
|
|