| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,350.68 |
2,362.53 |
11.85 |
0.5% |
2,323.16 |
| High |
2,362.58 |
2,363.48 |
0.90 |
0.0% |
2,362.58 |
| Low |
2,341.64 |
2,342.34 |
0.70 |
0.0% |
2,307.56 |
| Close |
2,356.17 |
2,350.65 |
-5.52 |
-0.2% |
2,356.17 |
| Range |
20.94 |
21.14 |
0.20 |
1.0% |
55.02 |
| ATR |
36.39 |
35.31 |
-1.09 |
-3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,415.58 |
2,404.25 |
2,362.28 |
|
| R3 |
2,394.44 |
2,383.11 |
2,356.46 |
|
| R2 |
2,373.30 |
2,373.30 |
2,354.53 |
|
| R1 |
2,361.97 |
2,361.97 |
2,352.59 |
2,357.07 |
| PP |
2,352.16 |
2,352.16 |
2,352.16 |
2,349.70 |
| S1 |
2,340.83 |
2,340.83 |
2,348.71 |
2,335.93 |
| S2 |
2,331.02 |
2,331.02 |
2,346.77 |
|
| S3 |
2,309.88 |
2,319.69 |
2,344.84 |
|
| S4 |
2,288.74 |
2,298.55 |
2,339.02 |
|
|
| 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 |
2,363.48 |
2,307.56 |
55.92 |
2.4% |
23.74 |
1.0% |
77% |
True |
False |
|
| 10 |
2,363.48 |
2,262.22 |
101.26 |
4.3% |
22.30 |
0.9% |
87% |
True |
False |
|
| 20 |
2,363.48 |
2,209.57 |
153.91 |
6.5% |
28.90 |
1.2% |
92% |
True |
False |
|
| 40 |
2,375.10 |
2,150.71 |
224.39 |
9.5% |
31.80 |
1.4% |
89% |
False |
False |
|
| 60 |
2,412.52 |
2,150.71 |
261.81 |
11.1% |
35.03 |
1.5% |
76% |
False |
False |
|
| 80 |
2,412.52 |
2,042.90 |
369.62 |
15.7% |
39.96 |
1.7% |
83% |
False |
False |
|
| 100 |
2,412.52 |
2,035.30 |
377.22 |
16.0% |
42.37 |
1.8% |
84% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
17.2% |
44.89 |
1.9% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,453.33 |
|
2.618 |
2,418.82 |
|
1.618 |
2,397.68 |
|
1.000 |
2,384.62 |
|
0.618 |
2,376.54 |
|
HIGH |
2,363.48 |
|
0.618 |
2,355.40 |
|
0.500 |
2,352.91 |
|
0.382 |
2,350.42 |
|
LOW |
2,342.34 |
|
0.618 |
2,329.28 |
|
1.000 |
2,321.20 |
|
1.618 |
2,308.14 |
|
2.618 |
2,287.00 |
|
4.250 |
2,252.50 |
|
|