| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2011 |
05-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1,421.8 |
1,389.3 |
-32.5 |
-2.3% |
1,385.0 |
| High |
1,422.4 |
1,389.3 |
-33.1 |
-2.3% |
1,428.1 |
| Low |
1,383.1 |
1,372.0 |
-11.1 |
-0.8% |
1,385.0 |
| Close |
1,384.8 |
1,379.6 |
-5.2 |
-0.4% |
1,427.7 |
| Range |
39.3 |
17.3 |
-22.0 |
-56.0% |
43.1 |
| ATR |
16.6 |
16.6 |
0.1 |
0.3% |
0.0 |
| Volume |
112 |
481 |
369 |
329.5% |
1,593 |
|
| Daily Pivots for day following 05-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,432.2 |
1,423.2 |
1,389.1 |
|
| R3 |
1,414.9 |
1,405.9 |
1,384.4 |
|
| R2 |
1,397.6 |
1,397.6 |
1,382.8 |
|
| R1 |
1,388.6 |
1,388.6 |
1,381.2 |
1,384.5 |
| PP |
1,380.3 |
1,380.3 |
1,380.3 |
1,378.2 |
| S1 |
1,371.3 |
1,371.3 |
1,378.0 |
1,367.2 |
| S2 |
1,363.0 |
1,363.0 |
1,376.4 |
|
| S3 |
1,345.7 |
1,354.0 |
1,374.8 |
|
| S4 |
1,328.4 |
1,336.7 |
1,370.1 |
|
|
| 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 |
1,372.0 |
57.5 |
4.2% |
18.3 |
1.3% |
13% |
False |
True |
377 |
| 10 |
1,429.5 |
1,372.0 |
57.5 |
4.2% |
12.4 |
0.9% |
13% |
False |
True |
319 |
| 20 |
1,429.5 |
1,370.1 |
59.4 |
4.3% |
12.5 |
0.9% |
16% |
False |
False |
320 |
| 40 |
1,436.9 |
1,337.3 |
99.6 |
7.2% |
14.8 |
1.1% |
42% |
False |
False |
444 |
| 60 |
1,436.9 |
1,327.1 |
109.8 |
8.0% |
12.2 |
0.9% |
48% |
False |
False |
696 |
| 80 |
1,436.9 |
1,274.8 |
162.1 |
11.7% |
9.9 |
0.7% |
65% |
False |
False |
584 |
| 100 |
1,436.9 |
1,232.1 |
204.8 |
14.8% |
8.1 |
0.6% |
72% |
False |
False |
519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,462.8 |
|
2.618 |
1,434.6 |
|
1.618 |
1,417.3 |
|
1.000 |
1,406.6 |
|
0.618 |
1,400.0 |
|
HIGH |
1,389.3 |
|
0.618 |
1,382.7 |
|
0.500 |
1,380.7 |
|
0.382 |
1,378.6 |
|
LOW |
1,372.0 |
|
0.618 |
1,361.3 |
|
1.000 |
1,354.7 |
|
1.618 |
1,344.0 |
|
2.618 |
1,326.7 |
|
4.250 |
1,298.5 |
|
|