| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,374.26 |
2,363.60 |
-10.66 |
-0.4% |
2,323.16 |
| High |
2,381.43 |
2,376.58 |
-4.85 |
-0.2% |
2,362.58 |
| Low |
2,360.98 |
2,357.53 |
-3.45 |
-0.1% |
2,307.56 |
| Close |
2,367.38 |
2,372.25 |
4.87 |
0.2% |
2,356.17 |
| Range |
20.45 |
19.05 |
-1.40 |
-6.8% |
55.02 |
| ATR |
34.98 |
33.84 |
-1.14 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,425.94 |
2,418.14 |
2,382.73 |
|
| R3 |
2,406.89 |
2,399.09 |
2,377.49 |
|
| R2 |
2,387.84 |
2,387.84 |
2,375.74 |
|
| R1 |
2,380.04 |
2,380.04 |
2,374.00 |
2,383.94 |
| PP |
2,368.79 |
2,368.79 |
2,368.79 |
2,370.74 |
| S1 |
2,360.99 |
2,360.99 |
2,370.50 |
2,364.89 |
| S2 |
2,349.74 |
2,349.74 |
2,368.76 |
|
| S3 |
2,330.69 |
2,341.94 |
2,367.01 |
|
| S4 |
2,311.64 |
2,322.89 |
2,361.77 |
|
|
| 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 |
2,317.52 |
63.91 |
2.7% |
23.10 |
1.0% |
86% |
False |
False |
|
| 10 |
2,381.43 |
2,262.22 |
119.21 |
5.0% |
22.33 |
0.9% |
92% |
False |
False |
|
| 20 |
2,381.43 |
2,209.57 |
171.86 |
7.2% |
27.88 |
1.2% |
95% |
False |
False |
|
| 40 |
2,381.43 |
2,150.71 |
230.72 |
9.7% |
30.76 |
1.3% |
96% |
False |
False |
|
| 60 |
2,412.52 |
2,150.71 |
261.81 |
11.0% |
34.72 |
1.5% |
85% |
False |
False |
|
| 80 |
2,412.52 |
2,042.90 |
369.62 |
15.6% |
39.70 |
1.7% |
89% |
False |
False |
|
| 100 |
2,412.52 |
2,035.30 |
377.22 |
15.9% |
41.58 |
1.8% |
89% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
17.0% |
44.66 |
1.9% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,457.54 |
|
2.618 |
2,426.45 |
|
1.618 |
2,407.40 |
|
1.000 |
2,395.63 |
|
0.618 |
2,388.35 |
|
HIGH |
2,376.58 |
|
0.618 |
2,369.30 |
|
0.500 |
2,367.06 |
|
0.382 |
2,364.81 |
|
LOW |
2,357.53 |
|
0.618 |
2,345.76 |
|
1.000 |
2,338.48 |
|
1.618 |
2,326.71 |
|
2.618 |
2,307.66 |
|
4.250 |
2,276.57 |
|
|