Day Change Summary |
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Previous |
Current |
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03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,258.86 |
1,275.65 |
16.79 |
1.3% |
1,265.02 |
High |
1,284.62 |
1,278.73 |
-5.89 |
-0.5% |
1,269.37 |
Low |
1,258.86 |
1,268.10 |
9.24 |
0.7% |
1,248.64 |
Close |
1,277.06 |
1,277.30 |
0.24 |
0.0% |
1,257.60 |
Range |
25.76 |
10.63 |
-15.13 |
-58.7% |
20.73 |
ATR |
19.54 |
18.90 |
-0.64 |
-3.3% |
0.00 |
Volume |
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Daily Pivots for day following 04-Jan-2012 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,306.60 |
1,302.58 |
1,283.15 |
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R3 |
1,295.97 |
1,291.95 |
1,280.22 |
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R2 |
1,285.34 |
1,285.34 |
1,279.25 |
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R1 |
1,281.32 |
1,281.32 |
1,278.27 |
1,283.33 |
PP |
1,274.71 |
1,274.71 |
1,274.71 |
1,275.72 |
S1 |
1,270.69 |
1,270.69 |
1,276.33 |
1,272.70 |
S2 |
1,264.08 |
1,264.08 |
1,275.35 |
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S3 |
1,253.45 |
1,260.06 |
1,274.38 |
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S4 |
1,242.82 |
1,249.43 |
1,271.45 |
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Weekly Pivots for week ending 30-Dec-2011 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,320.73 |
1,309.89 |
1,269.00 |
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R3 |
1,300.00 |
1,289.16 |
1,263.30 |
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R2 |
1,279.27 |
1,279.27 |
1,261.40 |
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R1 |
1,268.43 |
1,268.43 |
1,259.50 |
1,263.49 |
PP |
1,258.54 |
1,258.54 |
1,258.54 |
1,256.06 |
S1 |
1,247.70 |
1,247.70 |
1,255.70 |
1,242.76 |
S2 |
1,237.81 |
1,237.81 |
1,253.80 |
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S3 |
1,217.08 |
1,226.97 |
1,251.90 |
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S4 |
1,196.35 |
1,206.24 |
1,246.20 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,284.62 |
1,248.64 |
35.98 |
2.8% |
14.81 |
1.2% |
80% |
False |
False |
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10 |
1,284.62 |
1,213.32 |
71.30 |
5.6% |
14.77 |
1.2% |
90% |
False |
False |
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20 |
1,284.62 |
1,202.37 |
82.25 |
6.4% |
17.71 |
1.4% |
91% |
False |
False |
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40 |
1,284.62 |
1,158.66 |
125.96 |
9.9% |
20.23 |
1.6% |
94% |
False |
False |
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60 |
1,292.66 |
1,158.15 |
134.51 |
10.5% |
21.93 |
1.7% |
89% |
False |
False |
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80 |
1,292.66 |
1,074.77 |
217.89 |
17.1% |
24.11 |
1.9% |
93% |
False |
False |
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100 |
1,292.66 |
1,074.77 |
217.89 |
17.1% |
25.34 |
2.0% |
93% |
False |
False |
|
120 |
1,347.00 |
1,074.77 |
272.23 |
21.3% |
26.30 |
2.1% |
74% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,323.91 |
2.618 |
1,306.56 |
1.618 |
1,295.93 |
1.000 |
1,289.36 |
0.618 |
1,285.30 |
HIGH |
1,278.73 |
0.618 |
1,274.67 |
0.500 |
1,273.42 |
0.382 |
1,272.16 |
LOW |
1,268.10 |
0.618 |
1,261.53 |
1.000 |
1,257.47 |
1.618 |
1,250.90 |
2.618 |
1,240.27 |
4.250 |
1,222.92 |
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