| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,362.53 |
2,374.26 |
11.73 |
0.5% |
2,323.16 |
| High |
2,363.48 |
2,381.43 |
17.95 |
0.8% |
2,362.58 |
| Low |
2,342.34 |
2,360.98 |
18.64 |
0.8% |
2,307.56 |
| Close |
2,350.65 |
2,367.38 |
16.73 |
0.7% |
2,356.17 |
| Range |
21.14 |
20.45 |
-0.69 |
-3.3% |
55.02 |
| ATR |
35.31 |
34.98 |
-0.32 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,431.28 |
2,419.78 |
2,378.63 |
|
| R3 |
2,410.83 |
2,399.33 |
2,373.00 |
|
| R2 |
2,390.38 |
2,390.38 |
2,371.13 |
|
| R1 |
2,378.88 |
2,378.88 |
2,369.25 |
2,374.41 |
| PP |
2,369.93 |
2,369.93 |
2,369.93 |
2,367.69 |
| S1 |
2,358.43 |
2,358.43 |
2,365.51 |
2,353.96 |
| S2 |
2,349.48 |
2,349.48 |
2,363.63 |
|
| S3 |
2,329.03 |
2,337.98 |
2,361.76 |
|
| S4 |
2,308.58 |
2,317.53 |
2,356.13 |
|
|
| 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 |
2,381.43 |
2,307.56 |
73.87 |
3.1% |
24.44 |
1.0% |
81% |
True |
False |
|
| 10 |
2,381.43 |
2,262.22 |
119.21 |
5.0% |
22.37 |
0.9% |
88% |
True |
False |
|
| 20 |
2,381.43 |
2,209.57 |
171.86 |
7.3% |
28.00 |
1.2% |
92% |
True |
False |
|
| 40 |
2,381.43 |
2,150.71 |
230.72 |
9.7% |
31.10 |
1.3% |
94% |
True |
False |
|
| 60 |
2,412.52 |
2,150.71 |
261.81 |
11.1% |
34.85 |
1.5% |
83% |
False |
False |
|
| 80 |
2,412.52 |
2,042.90 |
369.62 |
15.6% |
39.78 |
1.7% |
88% |
False |
False |
|
| 100 |
2,412.52 |
2,035.30 |
377.22 |
15.9% |
42.02 |
1.8% |
88% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
17.0% |
44.83 |
1.9% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,468.34 |
|
2.618 |
2,434.97 |
|
1.618 |
2,414.52 |
|
1.000 |
2,401.88 |
|
0.618 |
2,394.07 |
|
HIGH |
2,381.43 |
|
0.618 |
2,373.62 |
|
0.500 |
2,371.21 |
|
0.382 |
2,368.79 |
|
LOW |
2,360.98 |
|
0.618 |
2,348.34 |
|
1.000 |
2,340.53 |
|
1.618 |
2,327.89 |
|
2.618 |
2,307.44 |
|
4.250 |
2,274.07 |
|
|