| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,323.16 |
2,316.53 |
-6.63 |
-0.3% |
2,284.29 |
| High |
2,332.24 |
2,333.29 |
1.05 |
0.0% |
2,301.30 |
| Low |
2,315.28 |
2,307.56 |
-7.72 |
-0.3% |
2,262.22 |
| Close |
2,321.96 |
2,329.71 |
7.75 |
0.3% |
2,277.83 |
| Range |
16.96 |
25.73 |
8.77 |
51.7% |
39.08 |
| ATR |
38.80 |
37.86 |
-0.93 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,400.71 |
2,390.94 |
2,343.86 |
|
| R3 |
2,374.98 |
2,365.21 |
2,336.79 |
|
| R2 |
2,349.25 |
2,349.25 |
2,334.43 |
|
| R1 |
2,339.48 |
2,339.48 |
2,332.07 |
2,344.37 |
| PP |
2,323.52 |
2,323.52 |
2,323.52 |
2,325.96 |
| S1 |
2,313.75 |
2,313.75 |
2,327.35 |
2,318.64 |
| S2 |
2,297.79 |
2,297.79 |
2,324.99 |
|
| S3 |
2,272.06 |
2,288.02 |
2,322.63 |
|
| S4 |
2,246.33 |
2,262.29 |
2,315.56 |
|
|
| 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 |
2,333.29 |
2,262.22 |
71.07 |
3.1% |
21.56 |
0.9% |
95% |
True |
False |
|
| 10 |
2,333.29 |
2,222.68 |
110.61 |
4.7% |
23.95 |
1.0% |
97% |
True |
False |
|
| 20 |
2,335.79 |
2,209.57 |
126.22 |
5.4% |
30.44 |
1.3% |
95% |
False |
False |
|
| 40 |
2,402.51 |
2,150.71 |
251.80 |
10.8% |
33.16 |
1.4% |
71% |
False |
False |
|
| 60 |
2,412.52 |
2,150.71 |
261.81 |
11.2% |
35.41 |
1.5% |
68% |
False |
False |
|
| 80 |
2,412.52 |
2,042.90 |
369.62 |
15.9% |
40.96 |
1.8% |
78% |
False |
False |
|
| 100 |
2,412.52 |
2,035.30 |
377.22 |
16.2% |
42.82 |
1.8% |
78% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
17.3% |
44.98 |
1.9% |
73% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,442.64 |
|
2.618 |
2,400.65 |
|
1.618 |
2,374.92 |
|
1.000 |
2,359.02 |
|
0.618 |
2,349.19 |
|
HIGH |
2,333.29 |
|
0.618 |
2,323.46 |
|
0.500 |
2,320.43 |
|
0.382 |
2,317.39 |
|
LOW |
2,307.56 |
|
0.618 |
2,291.66 |
|
1.000 |
2,281.83 |
|
1.618 |
2,265.93 |
|
2.618 |
2,240.20 |
|
4.250 |
2,198.21 |
|
|