| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2011 |
17-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,827.0 |
2,848.0 |
21.0 |
0.7% |
2,723.0 |
| High |
2,861.0 |
2,848.0 |
-13.0 |
-0.5% |
2,861.0 |
| Low |
2,813.0 |
2,828.0 |
15.0 |
0.5% |
2,678.0 |
| Close |
2,847.0 |
2,834.0 |
-13.0 |
-0.5% |
2,847.0 |
| Range |
48.0 |
20.0 |
-28.0 |
-58.3% |
183.0 |
| ATR |
44.9 |
43.1 |
-1.8 |
-4.0% |
0.0 |
| Volume |
326 |
104 |
-222 |
-68.1% |
3,608 |
|
| Daily Pivots for day following 17-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,896.7 |
2,885.3 |
2,845.0 |
|
| R3 |
2,876.7 |
2,865.3 |
2,839.5 |
|
| R2 |
2,856.7 |
2,856.7 |
2,837.7 |
|
| R1 |
2,845.3 |
2,845.3 |
2,835.8 |
2,841.0 |
| PP |
2,836.7 |
2,836.7 |
2,836.7 |
2,834.5 |
| S1 |
2,825.3 |
2,825.3 |
2,832.2 |
2,821.0 |
| S2 |
2,816.7 |
2,816.7 |
2,830.3 |
|
| S3 |
2,796.7 |
2,805.3 |
2,828.5 |
|
| S4 |
2,776.7 |
2,785.3 |
2,823.0 |
|
|
| 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 |
2,688.0 |
173.0 |
6.1% |
44.8 |
1.6% |
84% |
False |
False |
714 |
| 10 |
2,861.0 |
2,678.0 |
183.0 |
6.5% |
46.0 |
1.6% |
85% |
False |
False |
916 |
| 20 |
2,861.0 |
2,678.0 |
183.0 |
6.5% |
38.7 |
1.4% |
85% |
False |
False |
1,501 |
| 40 |
2,861.0 |
2,561.0 |
300.0 |
10.6% |
40.6 |
1.4% |
91% |
False |
False |
3,462 |
| 60 |
2,861.0 |
2,561.0 |
300.0 |
10.6% |
37.3 |
1.3% |
91% |
False |
False |
2,563 |
| 80 |
2,861.0 |
2,561.0 |
300.0 |
10.6% |
35.3 |
1.2% |
91% |
False |
False |
1,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,933.0 |
|
2.618 |
2,900.4 |
|
1.618 |
2,880.4 |
|
1.000 |
2,868.0 |
|
0.618 |
2,860.4 |
|
HIGH |
2,848.0 |
|
0.618 |
2,840.4 |
|
0.500 |
2,838.0 |
|
0.382 |
2,835.6 |
|
LOW |
2,828.0 |
|
0.618 |
2,815.6 |
|
1.000 |
2,808.0 |
|
1.618 |
2,795.6 |
|
2.618 |
2,775.6 |
|
4.250 |
2,743.0 |
|
|