| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2011 |
21-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,292.17 |
2,295.14 |
2.97 |
0.1% |
2,300.93 |
| High |
2,295.24 |
2,301.05 |
5.81 |
0.3% |
2,331.62 |
| Low |
2,268.59 |
2,267.17 |
-1.42 |
-0.1% |
2,267.17 |
| Close |
2,286.08 |
2,268.32 |
-17.76 |
-0.8% |
2,268.32 |
| Range |
26.65 |
33.88 |
7.23 |
27.1% |
64.45 |
| ATR |
23.61 |
24.34 |
0.73 |
3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,380.49 |
2,358.28 |
2,286.95 |
|
| R3 |
2,346.61 |
2,324.40 |
2,277.64 |
|
| R2 |
2,312.73 |
2,312.73 |
2,274.53 |
|
| R1 |
2,290.52 |
2,290.52 |
2,271.43 |
2,284.69 |
| PP |
2,278.85 |
2,278.85 |
2,278.85 |
2,275.93 |
| S1 |
2,256.64 |
2,256.64 |
2,265.21 |
2,250.81 |
| S2 |
2,244.97 |
2,244.97 |
2,262.11 |
|
| S3 |
2,211.09 |
2,222.76 |
2,259.00 |
|
| S4 |
2,177.21 |
2,188.88 |
2,249.69 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,482.39 |
2,439.80 |
2,303.77 |
|
| R3 |
2,417.94 |
2,375.35 |
2,286.04 |
|
| R2 |
2,353.49 |
2,353.49 |
2,280.14 |
|
| R1 |
2,310.90 |
2,310.90 |
2,274.23 |
2,299.97 |
| PP |
2,289.04 |
2,289.04 |
2,289.04 |
2,283.57 |
| S1 |
2,246.45 |
2,246.45 |
2,262.41 |
2,235.52 |
| S2 |
2,224.59 |
2,224.59 |
2,256.50 |
|
| S3 |
2,160.14 |
2,182.00 |
2,250.60 |
|
| S4 |
2,095.69 |
2,117.55 |
2,232.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,331.62 |
2,267.17 |
64.45 |
2.8% |
30.48 |
1.3% |
2% |
False |
True |
|
| 10 |
2,331.62 |
2,254.22 |
77.40 |
3.4% |
24.94 |
1.1% |
18% |
False |
False |
|
| 20 |
2,331.62 |
2,208.80 |
122.82 |
5.4% |
21.18 |
0.9% |
48% |
False |
False |
|
| 40 |
2,331.62 |
2,110.24 |
221.38 |
9.8% |
20.27 |
0.9% |
71% |
False |
False |
|
| 60 |
2,331.62 |
2,085.27 |
246.35 |
10.9% |
21.79 |
1.0% |
74% |
False |
False |
|
| 80 |
2,331.62 |
1,963.68 |
367.94 |
16.2% |
23.06 |
1.0% |
83% |
False |
False |
|
| 100 |
2,331.62 |
1,755.38 |
576.24 |
25.4% |
23.02 |
1.0% |
89% |
False |
False |
|
| 120 |
2,331.62 |
1,747.32 |
584.30 |
25.8% |
23.77 |
1.0% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,445.04 |
|
2.618 |
2,389.75 |
|
1.618 |
2,355.87 |
|
1.000 |
2,334.93 |
|
0.618 |
2,321.99 |
|
HIGH |
2,301.05 |
|
0.618 |
2,288.11 |
|
0.500 |
2,284.11 |
|
0.382 |
2,280.11 |
|
LOW |
2,267.17 |
|
0.618 |
2,246.23 |
|
1.000 |
2,233.29 |
|
1.618 |
2,212.35 |
|
2.618 |
2,178.47 |
|
4.250 |
2,123.18 |
|
|