| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2011 |
04-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,738.0 |
2,764.0 |
26.0 |
0.9% |
2,775.0 |
| High |
2,771.0 |
2,790.0 |
19.0 |
0.7% |
2,775.0 |
| Low |
2,735.0 |
2,749.0 |
14.0 |
0.5% |
2,711.0 |
| Close |
2,759.0 |
2,762.0 |
3.0 |
0.1% |
2,719.0 |
| Range |
36.0 |
41.0 |
5.0 |
13.9% |
64.0 |
| ATR |
39.5 |
39.6 |
0.1 |
0.3% |
0.0 |
| Volume |
110 |
242 |
132 |
120.0% |
1,303 |
|
| Daily Pivots for day following 04-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,890.0 |
2,867.0 |
2,784.6 |
|
| R3 |
2,849.0 |
2,826.0 |
2,773.3 |
|
| R2 |
2,808.0 |
2,808.0 |
2,769.5 |
|
| R1 |
2,785.0 |
2,785.0 |
2,765.8 |
2,776.0 |
| PP |
2,767.0 |
2,767.0 |
2,767.0 |
2,762.5 |
| S1 |
2,744.0 |
2,744.0 |
2,758.2 |
2,735.0 |
| S2 |
2,726.0 |
2,726.0 |
2,754.5 |
|
| S3 |
2,685.0 |
2,703.0 |
2,750.7 |
|
| S4 |
2,644.0 |
2,662.0 |
2,739.5 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,927.0 |
2,887.0 |
2,754.2 |
|
| R3 |
2,863.0 |
2,823.0 |
2,736.6 |
|
| R2 |
2,799.0 |
2,799.0 |
2,730.7 |
|
| R1 |
2,759.0 |
2,759.0 |
2,724.9 |
2,747.0 |
| PP |
2,735.0 |
2,735.0 |
2,735.0 |
2,729.0 |
| S1 |
2,695.0 |
2,695.0 |
2,713.1 |
2,683.0 |
| S2 |
2,671.0 |
2,671.0 |
2,707.3 |
|
| S3 |
2,607.0 |
2,631.0 |
2,701.4 |
|
| S4 |
2,543.0 |
2,567.0 |
2,683.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,790.0 |
2,711.0 |
79.0 |
2.9% |
33.6 |
1.2% |
65% |
True |
False |
313 |
| 10 |
2,809.0 |
2,711.0 |
98.0 |
3.5% |
31.6 |
1.1% |
52% |
False |
False |
1,384 |
| 20 |
2,809.0 |
2,682.0 |
127.0 |
4.6% |
32.3 |
1.2% |
63% |
False |
False |
5,768 |
| 40 |
2,821.0 |
2,561.0 |
260.0 |
9.4% |
38.4 |
1.4% |
77% |
False |
False |
3,428 |
| 60 |
2,821.0 |
2,561.0 |
260.0 |
9.4% |
33.7 |
1.2% |
77% |
False |
False |
2,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,964.3 |
|
2.618 |
2,897.3 |
|
1.618 |
2,856.3 |
|
1.000 |
2,831.0 |
|
0.618 |
2,815.3 |
|
HIGH |
2,790.0 |
|
0.618 |
2,774.3 |
|
0.500 |
2,769.5 |
|
0.382 |
2,764.7 |
|
LOW |
2,749.0 |
|
0.618 |
2,723.7 |
|
1.000 |
2,708.0 |
|
1.618 |
2,682.7 |
|
2.618 |
2,641.7 |
|
4.250 |
2,574.8 |
|
|