| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2010 |
03-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1,412.3 |
1,424.2 |
11.9 |
0.8% |
1,385.0 |
| High |
1,428.1 |
1,429.5 |
1.4 |
0.1% |
1,428.1 |
| Low |
1,412.2 |
1,419.5 |
7.3 |
0.5% |
1,385.0 |
| Close |
1,427.7 |
1,429.2 |
1.5 |
0.1% |
1,427.7 |
| Range |
15.9 |
10.0 |
-5.9 |
-37.1% |
43.1 |
| ATR |
14.6 |
14.3 |
-0.3 |
-2.3% |
0.0 |
| Volume |
279 |
475 |
196 |
70.3% |
1,593 |
|
| Daily Pivots for day following 03-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,456.1 |
1,452.6 |
1,434.7 |
|
| R3 |
1,446.1 |
1,442.6 |
1,432.0 |
|
| R2 |
1,436.1 |
1,436.1 |
1,431.0 |
|
| R1 |
1,432.6 |
1,432.6 |
1,430.1 |
1,434.4 |
| PP |
1,426.1 |
1,426.1 |
1,426.1 |
1,426.9 |
| S1 |
1,422.6 |
1,422.6 |
1,428.3 |
1,424.4 |
| S2 |
1,416.1 |
1,416.1 |
1,427.4 |
|
| S3 |
1,406.1 |
1,412.6 |
1,426.5 |
|
| S4 |
1,396.1 |
1,402.6 |
1,423.7 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,542.9 |
1,528.4 |
1,451.4 |
|
| R3 |
1,499.8 |
1,485.3 |
1,439.6 |
|
| R2 |
1,456.7 |
1,456.7 |
1,435.6 |
|
| R1 |
1,442.2 |
1,442.2 |
1,431.7 |
1,449.5 |
| PP |
1,413.6 |
1,413.6 |
1,413.6 |
1,417.2 |
| S1 |
1,399.1 |
1,399.1 |
1,423.7 |
1,406.4 |
| S2 |
1,370.5 |
1,370.5 |
1,419.8 |
|
| S3 |
1,327.4 |
1,356.0 |
1,415.8 |
|
| S4 |
1,284.3 |
1,312.9 |
1,404.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,429.5 |
1,405.0 |
24.5 |
1.7% |
10.1 |
0.7% |
99% |
True |
False |
338 |
| 10 |
1,429.5 |
1,379.9 |
49.6 |
3.5% |
7.8 |
0.5% |
99% |
True |
False |
311 |
| 20 |
1,436.9 |
1,370.1 |
66.8 |
4.7% |
11.9 |
0.8% |
88% |
False |
False |
365 |
| 40 |
1,436.9 |
1,337.3 |
99.6 |
7.0% |
14.3 |
1.0% |
92% |
False |
False |
706 |
| 60 |
1,436.9 |
1,327.1 |
109.8 |
7.7% |
11.3 |
0.8% |
93% |
False |
False |
702 |
| 80 |
1,436.9 |
1,245.0 |
191.9 |
13.4% |
9.3 |
0.7% |
96% |
False |
False |
579 |
| 100 |
1,436.9 |
1,222.6 |
214.3 |
15.0% |
7.5 |
0.5% |
96% |
False |
False |
519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,472.0 |
|
2.618 |
1,455.7 |
|
1.618 |
1,445.7 |
|
1.000 |
1,439.5 |
|
0.618 |
1,435.7 |
|
HIGH |
1,429.5 |
|
0.618 |
1,425.7 |
|
0.500 |
1,424.5 |
|
0.382 |
1,423.3 |
|
LOW |
1,419.5 |
|
0.618 |
1,413.3 |
|
1.000 |
1,409.5 |
|
1.618 |
1,403.3 |
|
2.618 |
1,393.3 |
|
4.250 |
1,377.0 |
|
|