| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,316.53 |
2,326.58 |
10.05 |
0.4% |
2,284.29 |
| High |
2,333.29 |
2,351.45 |
18.16 |
0.8% |
2,301.30 |
| Low |
2,307.56 |
2,317.52 |
9.96 |
0.4% |
2,262.22 |
| Close |
2,329.71 |
2,348.98 |
19.27 |
0.8% |
2,277.83 |
| Range |
25.73 |
33.93 |
8.20 |
31.9% |
39.08 |
| ATR |
37.86 |
37.58 |
-0.28 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,441.11 |
2,428.97 |
2,367.64 |
|
| R3 |
2,407.18 |
2,395.04 |
2,358.31 |
|
| R2 |
2,373.25 |
2,373.25 |
2,355.20 |
|
| R1 |
2,361.11 |
2,361.11 |
2,352.09 |
2,367.18 |
| PP |
2,339.32 |
2,339.32 |
2,339.32 |
2,342.35 |
| S1 |
2,327.18 |
2,327.18 |
2,345.87 |
2,333.25 |
| S2 |
2,305.39 |
2,305.39 |
2,342.76 |
|
| S3 |
2,271.46 |
2,293.25 |
2,339.65 |
|
| S4 |
2,237.53 |
2,259.32 |
2,330.32 |
|
|
| 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 |
2,351.45 |
2,264.89 |
86.56 |
3.7% |
21.76 |
0.9% |
97% |
True |
False |
|
| 10 |
2,351.45 |
2,222.68 |
128.77 |
5.5% |
24.25 |
1.0% |
98% |
True |
False |
|
| 20 |
2,351.45 |
2,209.57 |
141.88 |
6.0% |
31.05 |
1.3% |
98% |
True |
False |
|
| 40 |
2,402.51 |
2,150.71 |
251.80 |
10.7% |
32.93 |
1.4% |
79% |
False |
False |
|
| 60 |
2,412.52 |
2,150.71 |
261.81 |
11.1% |
35.29 |
1.5% |
76% |
False |
False |
|
| 80 |
2,412.52 |
2,042.90 |
369.62 |
15.7% |
40.72 |
1.7% |
83% |
False |
False |
|
| 100 |
2,412.52 |
2,035.30 |
377.22 |
16.1% |
42.75 |
1.8% |
83% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
17.2% |
45.08 |
1.9% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,495.65 |
|
2.618 |
2,440.28 |
|
1.618 |
2,406.35 |
|
1.000 |
2,385.38 |
|
0.618 |
2,372.42 |
|
HIGH |
2,351.45 |
|
0.618 |
2,338.49 |
|
0.500 |
2,334.49 |
|
0.382 |
2,330.48 |
|
LOW |
2,317.52 |
|
0.618 |
2,296.55 |
|
1.000 |
2,283.59 |
|
1.618 |
2,262.62 |
|
2.618 |
2,228.69 |
|
4.250 |
2,173.32 |
|
|