| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2011 |
28-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,315.00 |
2,319.00 |
4.00 |
0.2% |
2,267.00 |
| High |
2,331.50 |
2,327.50 |
-4.00 |
-0.2% |
2,331.50 |
| Low |
2,311.00 |
2,255.50 |
-55.50 |
-2.4% |
2,255.50 |
| Close |
2,320.25 |
2,265.25 |
-55.00 |
-2.4% |
2,265.25 |
| Range |
20.50 |
72.00 |
51.50 |
251.2% |
76.00 |
| ATR |
24.98 |
28.34 |
3.36 |
13.4% |
0.00 |
| Volume |
161 |
264 |
103 |
64.0% |
731 |
|
| Daily Pivots for day following 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,498.75 |
2,454.00 |
2,304.75 |
|
| R3 |
2,426.75 |
2,382.00 |
2,285.00 |
|
| R2 |
2,354.75 |
2,354.75 |
2,278.50 |
|
| R1 |
2,310.00 |
2,310.00 |
2,271.75 |
2,296.50 |
| PP |
2,282.75 |
2,282.75 |
2,282.75 |
2,276.00 |
| S1 |
2,238.00 |
2,238.00 |
2,258.75 |
2,224.50 |
| S2 |
2,210.75 |
2,210.75 |
2,252.00 |
|
| S3 |
2,138.75 |
2,166.00 |
2,245.50 |
|
| S4 |
2,066.75 |
2,094.00 |
2,225.75 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,512.00 |
2,464.75 |
2,307.00 |
|
| R3 |
2,436.00 |
2,388.75 |
2,286.25 |
|
| R2 |
2,360.00 |
2,360.00 |
2,279.25 |
|
| R1 |
2,312.75 |
2,312.75 |
2,272.25 |
2,298.50 |
| PP |
2,284.00 |
2,284.00 |
2,284.00 |
2,277.00 |
| S1 |
2,236.75 |
2,236.75 |
2,258.25 |
2,222.50 |
| S2 |
2,208.00 |
2,208.00 |
2,251.25 |
|
| S3 |
2,132.00 |
2,160.75 |
2,244.25 |
|
| S4 |
2,056.00 |
2,084.75 |
2,223.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,331.50 |
2,255.50 |
76.00 |
3.4% |
33.75 |
1.5% |
13% |
False |
True |
146 |
| 10 |
2,342.50 |
2,255.50 |
87.00 |
3.8% |
35.50 |
1.6% |
11% |
False |
True |
124 |
| 20 |
2,342.50 |
2,202.50 |
140.00 |
6.2% |
30.50 |
1.3% |
45% |
False |
False |
153 |
| 40 |
2,342.50 |
2,172.75 |
169.75 |
7.5% |
20.25 |
0.9% |
54% |
False |
False |
91 |
| 60 |
2,342.50 |
2,092.50 |
250.00 |
11.0% |
14.50 |
0.6% |
69% |
False |
False |
61 |
| 80 |
2,342.50 |
1,998.50 |
344.00 |
15.2% |
12.00 |
0.5% |
78% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,633.50 |
|
2.618 |
2,516.00 |
|
1.618 |
2,444.00 |
|
1.000 |
2,399.50 |
|
0.618 |
2,372.00 |
|
HIGH |
2,327.50 |
|
0.618 |
2,300.00 |
|
0.500 |
2,291.50 |
|
0.382 |
2,283.00 |
|
LOW |
2,255.50 |
|
0.618 |
2,211.00 |
|
1.000 |
2,183.50 |
|
1.618 |
2,139.00 |
|
2.618 |
2,067.00 |
|
4.250 |
1,949.50 |
|
|