| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2011 |
18-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,304.37 |
2,300.93 |
-3.44 |
-0.1% |
2,270.64 |
| High |
2,323.43 |
2,331.32 |
7.89 |
0.3% |
2,323.43 |
| Low |
2,300.25 |
2,299.37 |
-0.88 |
0.0% |
2,265.00 |
| Close |
2,323.43 |
2,328.79 |
5.36 |
0.2% |
2,323.43 |
| Range |
23.18 |
31.95 |
8.77 |
37.8% |
58.43 |
| ATR |
20.89 |
21.68 |
0.79 |
3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,415.68 |
2,404.18 |
2,346.36 |
|
| R3 |
2,383.73 |
2,372.23 |
2,337.58 |
|
| R2 |
2,351.78 |
2,351.78 |
2,334.65 |
|
| R1 |
2,340.28 |
2,340.28 |
2,331.72 |
2,346.03 |
| PP |
2,319.83 |
2,319.83 |
2,319.83 |
2,322.70 |
| S1 |
2,308.33 |
2,308.33 |
2,325.86 |
2,314.08 |
| S2 |
2,287.88 |
2,287.88 |
2,322.93 |
|
| S3 |
2,255.93 |
2,276.38 |
2,320.00 |
|
| S4 |
2,223.98 |
2,244.43 |
2,311.22 |
|
|
| 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 |
2,331.32 |
2,279.48 |
51.84 |
2.2% |
19.96 |
0.9% |
95% |
True |
False |
|
| 10 |
2,331.32 |
2,237.73 |
93.59 |
4.0% |
21.55 |
0.9% |
97% |
True |
False |
|
| 20 |
2,331.32 |
2,206.30 |
125.02 |
5.4% |
18.35 |
0.8% |
98% |
True |
False |
|
| 40 |
2,331.32 |
2,105.61 |
225.71 |
9.7% |
19.69 |
0.8% |
99% |
True |
False |
|
| 60 |
2,331.32 |
2,085.27 |
246.05 |
10.6% |
21.21 |
0.9% |
99% |
True |
False |
|
| 80 |
2,331.32 |
1,963.68 |
367.64 |
15.8% |
22.78 |
1.0% |
99% |
True |
False |
|
| 100 |
2,331.32 |
1,747.32 |
584.00 |
25.1% |
23.11 |
1.0% |
100% |
True |
False |
|
| 120 |
2,331.32 |
1,747.32 |
584.00 |
25.1% |
23.87 |
1.0% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,467.11 |
|
2.618 |
2,414.97 |
|
1.618 |
2,383.02 |
|
1.000 |
2,363.27 |
|
0.618 |
2,351.07 |
|
HIGH |
2,331.32 |
|
0.618 |
2,319.12 |
|
0.500 |
2,315.35 |
|
0.382 |
2,311.57 |
|
LOW |
2,299.37 |
|
0.618 |
2,279.62 |
|
1.000 |
2,267.42 |
|
1.618 |
2,247.67 |
|
2.618 |
2,215.72 |
|
4.250 |
2,163.58 |
|
|