| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,326.58 |
2,350.68 |
24.10 |
1.0% |
2,323.16 |
| High |
2,351.45 |
2,362.58 |
11.13 |
0.5% |
2,362.58 |
| Low |
2,317.52 |
2,341.64 |
24.12 |
1.0% |
2,307.56 |
| Close |
2,348.98 |
2,356.17 |
7.19 |
0.3% |
2,356.17 |
| Range |
33.93 |
20.94 |
-12.99 |
-38.3% |
55.02 |
| ATR |
37.58 |
36.39 |
-1.19 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,416.28 |
2,407.17 |
2,367.69 |
|
| R3 |
2,395.34 |
2,386.23 |
2,361.93 |
|
| R2 |
2,374.40 |
2,374.40 |
2,360.01 |
|
| R1 |
2,365.29 |
2,365.29 |
2,358.09 |
2,369.85 |
| PP |
2,353.46 |
2,353.46 |
2,353.46 |
2,355.74 |
| S1 |
2,344.35 |
2,344.35 |
2,354.25 |
2,348.91 |
| S2 |
2,332.52 |
2,332.52 |
2,352.33 |
|
| S3 |
2,311.58 |
2,323.41 |
2,350.41 |
|
| S4 |
2,290.64 |
2,302.47 |
2,344.65 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,507.16 |
2,486.69 |
2,386.43 |
|
| R3 |
2,452.14 |
2,431.67 |
2,371.30 |
|
| R2 |
2,397.12 |
2,397.12 |
2,366.26 |
|
| R1 |
2,376.65 |
2,376.65 |
2,361.21 |
2,386.89 |
| PP |
2,342.10 |
2,342.10 |
2,342.10 |
2,347.22 |
| S1 |
2,321.63 |
2,321.63 |
2,351.13 |
2,331.87 |
| S2 |
2,287.08 |
2,287.08 |
2,346.08 |
|
| S3 |
2,232.06 |
2,266.61 |
2,341.04 |
|
| S4 |
2,177.04 |
2,211.59 |
2,325.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,362.58 |
2,277.77 |
84.81 |
3.6% |
21.78 |
0.9% |
92% |
True |
False |
|
| 10 |
2,362.58 |
2,251.31 |
111.27 |
4.7% |
21.91 |
0.9% |
94% |
True |
False |
|
| 20 |
2,362.58 |
2,209.57 |
153.01 |
6.5% |
30.12 |
1.3% |
96% |
True |
False |
|
| 40 |
2,375.10 |
2,150.71 |
224.39 |
9.5% |
32.45 |
1.4% |
92% |
False |
False |
|
| 60 |
2,412.52 |
2,150.71 |
261.81 |
11.1% |
35.12 |
1.5% |
78% |
False |
False |
|
| 80 |
2,412.52 |
2,042.90 |
369.62 |
15.7% |
40.54 |
1.7% |
85% |
False |
False |
|
| 100 |
2,412.52 |
2,035.30 |
377.22 |
16.0% |
42.63 |
1.8% |
85% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
17.1% |
44.99 |
1.9% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,451.58 |
|
2.618 |
2,417.40 |
|
1.618 |
2,396.46 |
|
1.000 |
2,383.52 |
|
0.618 |
2,375.52 |
|
HIGH |
2,362.58 |
|
0.618 |
2,354.58 |
|
0.500 |
2,352.11 |
|
0.382 |
2,349.64 |
|
LOW |
2,341.64 |
|
0.618 |
2,328.70 |
|
1.000 |
2,320.70 |
|
1.618 |
2,307.76 |
|
2.618 |
2,286.82 |
|
4.250 |
2,252.65 |
|
|