| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2011 |
14-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,809.0 |
2,827.0 |
18.0 |
0.6% |
2,723.0 |
| High |
2,839.0 |
2,861.0 |
22.0 |
0.8% |
2,861.0 |
| Low |
2,802.0 |
2,813.0 |
11.0 |
0.4% |
2,678.0 |
| Close |
2,837.0 |
2,847.0 |
10.0 |
0.4% |
2,847.0 |
| Range |
37.0 |
48.0 |
11.0 |
29.7% |
183.0 |
| ATR |
44.6 |
44.9 |
0.2 |
0.5% |
0.0 |
| Volume |
575 |
326 |
-249 |
-43.3% |
3,608 |
|
| Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,984.3 |
2,963.7 |
2,873.4 |
|
| R3 |
2,936.3 |
2,915.7 |
2,860.2 |
|
| R2 |
2,888.3 |
2,888.3 |
2,855.8 |
|
| R1 |
2,867.7 |
2,867.7 |
2,851.4 |
2,878.0 |
| PP |
2,840.3 |
2,840.3 |
2,840.3 |
2,845.5 |
| S1 |
2,819.7 |
2,819.7 |
2,842.6 |
2,830.0 |
| S2 |
2,792.3 |
2,792.3 |
2,838.2 |
|
| S3 |
2,744.3 |
2,771.7 |
2,833.8 |
|
| S4 |
2,696.3 |
2,723.7 |
2,820.6 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,344.3 |
3,278.7 |
2,947.7 |
|
| R3 |
3,161.3 |
3,095.7 |
2,897.3 |
|
| R2 |
2,978.3 |
2,978.3 |
2,880.6 |
|
| R1 |
2,912.7 |
2,912.7 |
2,863.8 |
2,945.5 |
| PP |
2,795.3 |
2,795.3 |
2,795.3 |
2,811.8 |
| S1 |
2,729.7 |
2,729.7 |
2,830.2 |
2,762.5 |
| S2 |
2,612.3 |
2,612.3 |
2,813.5 |
|
| S3 |
2,429.3 |
2,546.7 |
2,796.7 |
|
| S4 |
2,246.3 |
2,363.7 |
2,746.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,861.0 |
2,678.0 |
183.0 |
6.4% |
49.8 |
1.7% |
92% |
True |
False |
721 |
| 10 |
2,861.0 |
2,678.0 |
183.0 |
6.4% |
47.6 |
1.7% |
92% |
True |
False |
916 |
| 20 |
2,861.0 |
2,678.0 |
183.0 |
6.4% |
39.2 |
1.4% |
92% |
True |
False |
2,940 |
| 40 |
2,861.0 |
2,561.0 |
300.0 |
10.5% |
40.8 |
1.4% |
95% |
True |
False |
3,459 |
| 60 |
2,861.0 |
2,561.0 |
300.0 |
10.5% |
37.3 |
1.3% |
95% |
True |
False |
2,565 |
| 80 |
2,861.0 |
2,561.0 |
300.0 |
10.5% |
35.3 |
1.2% |
95% |
True |
False |
1,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,065.0 |
|
2.618 |
2,986.7 |
|
1.618 |
2,938.7 |
|
1.000 |
2,909.0 |
|
0.618 |
2,890.7 |
|
HIGH |
2,861.0 |
|
0.618 |
2,842.7 |
|
0.500 |
2,837.0 |
|
0.382 |
2,831.3 |
|
LOW |
2,813.0 |
|
0.618 |
2,783.3 |
|
1.000 |
2,765.0 |
|
1.618 |
2,735.3 |
|
2.618 |
2,687.3 |
|
4.250 |
2,609.0 |
|
|