| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,281.91 |
2,323.16 |
41.25 |
1.8% |
2,284.29 |
| High |
2,289.12 |
2,332.24 |
43.12 |
1.9% |
2,301.30 |
| Low |
2,277.77 |
2,315.28 |
37.51 |
1.6% |
2,262.22 |
| Close |
2,277.83 |
2,321.96 |
44.13 |
1.9% |
2,277.83 |
| Range |
11.35 |
16.96 |
5.61 |
49.4% |
39.08 |
| ATR |
37.60 |
38.80 |
1.20 |
3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,374.04 |
2,364.96 |
2,331.29 |
|
| R3 |
2,357.08 |
2,348.00 |
2,326.62 |
|
| R2 |
2,340.12 |
2,340.12 |
2,325.07 |
|
| R1 |
2,331.04 |
2,331.04 |
2,323.51 |
2,327.10 |
| PP |
2,323.16 |
2,323.16 |
2,323.16 |
2,321.19 |
| S1 |
2,314.08 |
2,314.08 |
2,320.41 |
2,310.14 |
| S2 |
2,306.20 |
2,306.20 |
2,318.85 |
|
| S3 |
2,289.24 |
2,297.12 |
2,317.30 |
|
| S4 |
2,272.28 |
2,280.16 |
2,312.63 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,397.69 |
2,376.84 |
2,299.32 |
|
| R3 |
2,358.61 |
2,337.76 |
2,288.58 |
|
| R2 |
2,319.53 |
2,319.53 |
2,284.99 |
|
| R1 |
2,298.68 |
2,298.68 |
2,281.41 |
2,289.57 |
| PP |
2,280.45 |
2,280.45 |
2,280.45 |
2,275.89 |
| S1 |
2,259.60 |
2,259.60 |
2,274.25 |
2,250.49 |
| S2 |
2,241.37 |
2,241.37 |
2,270.67 |
|
| S3 |
2,202.29 |
2,220.52 |
2,267.08 |
|
| S4 |
2,163.21 |
2,181.44 |
2,256.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,332.24 |
2,262.22 |
70.02 |
3.0% |
20.31 |
0.9% |
85% |
True |
False |
|
| 10 |
2,332.24 |
2,209.57 |
122.67 |
5.3% |
25.44 |
1.1% |
92% |
True |
False |
|
| 20 |
2,343.10 |
2,209.57 |
133.53 |
5.8% |
30.55 |
1.3% |
84% |
False |
False |
|
| 40 |
2,402.51 |
2,150.71 |
251.80 |
10.8% |
33.34 |
1.4% |
68% |
False |
False |
|
| 60 |
2,412.52 |
2,150.71 |
261.81 |
11.3% |
35.60 |
1.5% |
65% |
False |
False |
|
| 80 |
2,412.52 |
2,042.90 |
369.62 |
15.9% |
41.32 |
1.8% |
75% |
False |
False |
|
| 100 |
2,412.52 |
2,035.30 |
377.22 |
16.2% |
43.51 |
1.9% |
76% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
17.4% |
45.20 |
1.9% |
71% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,404.32 |
|
2.618 |
2,376.64 |
|
1.618 |
2,359.68 |
|
1.000 |
2,349.20 |
|
0.618 |
2,342.72 |
|
HIGH |
2,332.24 |
|
0.618 |
2,325.76 |
|
0.500 |
2,323.76 |
|
0.382 |
2,321.76 |
|
LOW |
2,315.28 |
|
0.618 |
2,304.80 |
|
1.000 |
2,298.32 |
|
1.618 |
2,287.84 |
|
2.618 |
2,270.88 |
|
4.250 |
2,243.20 |
|
|