| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2011 |
10-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1,377.6 |
1,378.0 |
0.4 |
0.0% |
1,424.2 |
| High |
1,380.2 |
1,382.0 |
1.8 |
0.1% |
1,429.5 |
| Low |
1,364.3 |
1,372.0 |
7.7 |
0.6% |
1,364.3 |
| Close |
1,374.6 |
1,380.0 |
5.4 |
0.4% |
1,374.6 |
| Range |
15.9 |
10.0 |
-5.9 |
-37.1% |
65.2 |
| ATR |
16.4 |
16.0 |
-0.5 |
-2.8% |
0.0 |
| Volume |
799 |
845 |
46 |
5.8% |
2,579 |
|
| Daily Pivots for day following 10-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,408.0 |
1,404.0 |
1,385.5 |
|
| R3 |
1,398.0 |
1,394.0 |
1,382.8 |
|
| R2 |
1,388.0 |
1,388.0 |
1,381.8 |
|
| R1 |
1,384.0 |
1,384.0 |
1,380.9 |
1,386.0 |
| PP |
1,378.0 |
1,378.0 |
1,378.0 |
1,379.0 |
| S1 |
1,374.0 |
1,374.0 |
1,379.1 |
1,376.0 |
| S2 |
1,368.0 |
1,368.0 |
1,378.2 |
|
| S3 |
1,358.0 |
1,364.0 |
1,377.3 |
|
| S4 |
1,348.0 |
1,354.0 |
1,374.5 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,585.1 |
1,545.0 |
1,410.5 |
|
| R3 |
1,519.9 |
1,479.8 |
1,392.5 |
|
| R2 |
1,454.7 |
1,454.7 |
1,386.6 |
|
| R1 |
1,414.6 |
1,414.6 |
1,380.6 |
1,402.1 |
| PP |
1,389.5 |
1,389.5 |
1,389.5 |
1,383.2 |
| S1 |
1,349.4 |
1,349.4 |
1,368.6 |
1,336.9 |
| S2 |
1,324.3 |
1,324.3 |
1,362.6 |
|
| S3 |
1,259.1 |
1,284.2 |
1,356.7 |
|
| S4 |
1,193.9 |
1,219.0 |
1,338.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,422.4 |
1,364.3 |
58.1 |
4.2% |
19.4 |
1.4% |
27% |
False |
False |
589 |
| 10 |
1,429.5 |
1,364.3 |
65.2 |
4.7% |
14.7 |
1.1% |
24% |
False |
False |
464 |
| 20 |
1,429.5 |
1,364.3 |
65.2 |
4.7% |
12.0 |
0.9% |
24% |
False |
False |
378 |
| 40 |
1,436.9 |
1,337.3 |
99.6 |
7.2% |
14.5 |
1.1% |
43% |
False |
False |
440 |
| 60 |
1,436.9 |
1,327.1 |
109.8 |
8.0% |
12.9 |
0.9% |
48% |
False |
False |
712 |
| 80 |
1,436.9 |
1,280.4 |
156.5 |
11.3% |
10.4 |
0.8% |
64% |
False |
False |
604 |
| 100 |
1,436.9 |
1,233.9 |
203.0 |
14.7% |
8.5 |
0.6% |
72% |
False |
False |
536 |
| 120 |
1,436.9 |
1,167.9 |
269.0 |
19.5% |
7.4 |
0.5% |
79% |
False |
False |
480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,424.5 |
|
2.618 |
1,408.2 |
|
1.618 |
1,398.2 |
|
1.000 |
1,392.0 |
|
0.618 |
1,388.2 |
|
HIGH |
1,382.0 |
|
0.618 |
1,378.2 |
|
0.500 |
1,377.0 |
|
0.382 |
1,375.8 |
|
LOW |
1,372.0 |
|
0.618 |
1,365.8 |
|
1.000 |
1,362.0 |
|
1.618 |
1,355.8 |
|
2.618 |
1,345.8 |
|
4.250 |
1,329.5 |
|
|