Day Change Summary |
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Previous |
Current |
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04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,275.65 |
1,277.30 |
1.65 |
0.1% |
1,265.02 |
High |
1,278.73 |
1,283.05 |
4.32 |
0.3% |
1,269.37 |
Low |
1,268.10 |
1,265.26 |
-2.84 |
-0.2% |
1,248.64 |
Close |
1,277.30 |
1,281.06 |
3.76 |
0.3% |
1,257.60 |
Range |
10.63 |
17.79 |
7.16 |
67.4% |
20.73 |
ATR |
18.90 |
18.82 |
-0.08 |
-0.4% |
0.00 |
Volume |
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Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,329.83 |
1,323.23 |
1,290.84 |
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R3 |
1,312.04 |
1,305.44 |
1,285.95 |
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R2 |
1,294.25 |
1,294.25 |
1,284.32 |
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R1 |
1,287.65 |
1,287.65 |
1,282.69 |
1,290.95 |
PP |
1,276.46 |
1,276.46 |
1,276.46 |
1,278.11 |
S1 |
1,269.86 |
1,269.86 |
1,279.43 |
1,273.16 |
S2 |
1,258.67 |
1,258.67 |
1,277.80 |
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S3 |
1,240.88 |
1,252.07 |
1,276.17 |
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S4 |
1,223.09 |
1,234.28 |
1,271.28 |
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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 |
1,249.75 |
34.87 |
2.7% |
14.93 |
1.2% |
90% |
False |
False |
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10 |
1,284.62 |
1,229.51 |
55.11 |
4.3% |
13.59 |
1.1% |
94% |
False |
False |
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20 |
1,284.62 |
1,202.37 |
82.25 |
6.4% |
17.95 |
1.4% |
96% |
False |
False |
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40 |
1,284.62 |
1,158.66 |
125.96 |
9.8% |
20.15 |
1.6% |
97% |
False |
False |
|
60 |
1,292.66 |
1,158.66 |
134.00 |
10.5% |
21.61 |
1.7% |
91% |
False |
False |
|
80 |
1,292.66 |
1,074.77 |
217.89 |
17.0% |
24.00 |
1.9% |
95% |
False |
False |
|
100 |
1,292.66 |
1,074.77 |
217.89 |
17.0% |
25.34 |
2.0% |
95% |
False |
False |
|
120 |
1,347.00 |
1,074.77 |
272.23 |
21.3% |
26.36 |
2.1% |
76% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,358.66 |
2.618 |
1,329.62 |
1.618 |
1,311.83 |
1.000 |
1,300.84 |
0.618 |
1,294.04 |
HIGH |
1,283.05 |
0.618 |
1,276.25 |
0.500 |
1,274.16 |
0.382 |
1,272.06 |
LOW |
1,265.26 |
0.618 |
1,254.27 |
1.000 |
1,247.47 |
1.618 |
1,236.48 |
2.618 |
1,218.69 |
4.250 |
1,189.65 |
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