| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2011 |
18-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,305.75 |
2,295.00 |
-10.75 |
-0.5% |
2,266.00 |
| High |
2,319.75 |
2,328.75 |
9.00 |
0.4% |
2,319.75 |
| Low |
2,295.25 |
2,283.25 |
-12.00 |
-0.5% |
2,258.25 |
| Close |
2,317.00 |
2,327.75 |
10.75 |
0.5% |
2,317.00 |
| Range |
24.50 |
45.50 |
21.00 |
85.7% |
61.50 |
| ATR |
20.31 |
22.11 |
1.80 |
8.9% |
0.00 |
| Volume |
119 |
81 |
-38 |
-31.9% |
1,007 |
|
| Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,449.75 |
2,434.25 |
2,352.75 |
|
| R3 |
2,404.25 |
2,388.75 |
2,340.25 |
|
| R2 |
2,358.75 |
2,358.75 |
2,336.00 |
|
| R1 |
2,343.25 |
2,343.25 |
2,332.00 |
2,351.00 |
| PP |
2,313.25 |
2,313.25 |
2,313.25 |
2,317.00 |
| S1 |
2,297.75 |
2,297.75 |
2,323.50 |
2,305.50 |
| S2 |
2,267.75 |
2,267.75 |
2,319.50 |
|
| S3 |
2,222.25 |
2,252.25 |
2,315.25 |
|
| S4 |
2,176.75 |
2,206.75 |
2,302.75 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,482.75 |
2,461.50 |
2,350.75 |
|
| R3 |
2,421.25 |
2,400.00 |
2,334.00 |
|
| R2 |
2,359.75 |
2,359.75 |
2,328.25 |
|
| R1 |
2,338.50 |
2,338.50 |
2,322.75 |
2,349.00 |
| PP |
2,298.25 |
2,298.25 |
2,298.25 |
2,303.75 |
| S1 |
2,277.00 |
2,277.00 |
2,311.25 |
2,287.50 |
| S2 |
2,236.75 |
2,236.75 |
2,305.75 |
|
| S3 |
2,175.25 |
2,215.50 |
2,300.00 |
|
| S4 |
2,113.75 |
2,154.00 |
2,283.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,328.75 |
2,275.50 |
53.25 |
2.3% |
24.25 |
1.0% |
98% |
True |
False |
192 |
| 10 |
2,328.75 |
2,227.25 |
101.50 |
4.4% |
25.25 |
1.1% |
99% |
True |
False |
191 |
| 20 |
2,328.75 |
2,202.50 |
126.25 |
5.4% |
22.25 |
1.0% |
99% |
True |
False |
130 |
| 40 |
2,328.75 |
2,114.00 |
214.75 |
9.2% |
13.00 |
0.6% |
100% |
True |
False |
65 |
| 60 |
2,328.75 |
2,092.50 |
236.25 |
10.1% |
9.75 |
0.4% |
100% |
True |
False |
44 |
| 80 |
2,328.75 |
1,966.75 |
362.00 |
15.6% |
8.50 |
0.4% |
100% |
True |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,522.00 |
|
2.618 |
2,447.75 |
|
1.618 |
2,402.25 |
|
1.000 |
2,374.25 |
|
0.618 |
2,356.75 |
|
HIGH |
2,328.75 |
|
0.618 |
2,311.25 |
|
0.500 |
2,306.00 |
|
0.382 |
2,300.75 |
|
LOW |
2,283.25 |
|
0.618 |
2,255.25 |
|
1.000 |
2,237.75 |
|
1.618 |
2,209.75 |
|
2.618 |
2,164.25 |
|
4.250 |
2,090.00 |
|
|