| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2011 |
12-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,280.75 |
2,283.50 |
2.75 |
0.1% |
2,220.00 |
| High |
2,292.25 |
2,303.25 |
11.00 |
0.5% |
2,278.25 |
| Low |
2,275.50 |
2,280.25 |
4.75 |
0.2% |
2,217.25 |
| Close |
2,282.50 |
2,301.50 |
19.00 |
0.8% |
2,269.75 |
| Range |
16.75 |
23.00 |
6.25 |
37.3% |
61.00 |
| ATR |
20.43 |
20.62 |
0.18 |
0.9% |
0.00 |
| Volume |
387 |
203 |
-184 |
-47.5% |
918 |
|
| Daily Pivots for day following 12-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,364.00 |
2,355.75 |
2,314.25 |
|
| R3 |
2,341.00 |
2,332.75 |
2,307.75 |
|
| R2 |
2,318.00 |
2,318.00 |
2,305.75 |
|
| R1 |
2,309.75 |
2,309.75 |
2,303.50 |
2,314.00 |
| PP |
2,295.00 |
2,295.00 |
2,295.00 |
2,297.00 |
| S1 |
2,286.75 |
2,286.75 |
2,299.50 |
2,291.00 |
| S2 |
2,272.00 |
2,272.00 |
2,297.25 |
|
| S3 |
2,249.00 |
2,263.75 |
2,295.25 |
|
| S4 |
2,226.00 |
2,240.75 |
2,288.75 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,438.00 |
2,415.00 |
2,303.25 |
|
| R3 |
2,377.00 |
2,354.00 |
2,286.50 |
|
| R2 |
2,316.00 |
2,316.00 |
2,281.00 |
|
| R1 |
2,293.00 |
2,293.00 |
2,275.25 |
2,304.50 |
| PP |
2,255.00 |
2,255.00 |
2,255.00 |
2,261.00 |
| S1 |
2,232.00 |
2,232.00 |
2,264.25 |
2,243.50 |
| S2 |
2,194.00 |
2,194.00 |
2,258.50 |
|
| S3 |
2,133.00 |
2,171.00 |
2,253.00 |
|
| S4 |
2,072.00 |
2,110.00 |
2,236.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,303.25 |
2,249.75 |
53.50 |
2.3% |
21.00 |
0.9% |
97% |
True |
False |
274 |
| 10 |
2,303.25 |
2,202.50 |
100.75 |
4.4% |
25.00 |
1.1% |
98% |
True |
False |
165 |
| 20 |
2,303.25 |
2,199.25 |
104.00 |
4.5% |
19.00 |
0.8% |
98% |
True |
False |
112 |
| 40 |
2,303.25 |
2,092.50 |
210.75 |
9.2% |
11.00 |
0.5% |
99% |
True |
False |
56 |
| 60 |
2,303.25 |
2,062.50 |
240.75 |
10.5% |
8.75 |
0.4% |
99% |
True |
False |
38 |
| 80 |
2,303.25 |
1,966.75 |
336.50 |
14.6% |
7.75 |
0.3% |
99% |
True |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,401.00 |
|
2.618 |
2,363.50 |
|
1.618 |
2,340.50 |
|
1.000 |
2,326.25 |
|
0.618 |
2,317.50 |
|
HIGH |
2,303.25 |
|
0.618 |
2,294.50 |
|
0.500 |
2,291.75 |
|
0.382 |
2,289.00 |
|
LOW |
2,280.25 |
|
0.618 |
2,266.00 |
|
1.000 |
2,257.25 |
|
1.618 |
2,243.00 |
|
2.618 |
2,220.00 |
|
4.250 |
2,182.50 |
|
|