| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,363.60 |
2,377.34 |
13.74 |
0.6% |
2,323.16 |
| High |
2,376.58 |
2,384.26 |
7.68 |
0.3% |
2,362.58 |
| Low |
2,357.53 |
2,359.92 |
2.39 |
0.1% |
2,307.56 |
| Close |
2,372.25 |
2,381.99 |
9.74 |
0.4% |
2,356.17 |
| Range |
19.05 |
24.34 |
5.29 |
27.8% |
55.02 |
| ATR |
33.84 |
33.17 |
-0.68 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,448.41 |
2,439.54 |
2,395.38 |
|
| R3 |
2,424.07 |
2,415.20 |
2,388.68 |
|
| R2 |
2,399.73 |
2,399.73 |
2,386.45 |
|
| R1 |
2,390.86 |
2,390.86 |
2,384.22 |
2,395.30 |
| PP |
2,375.39 |
2,375.39 |
2,375.39 |
2,377.61 |
| S1 |
2,366.52 |
2,366.52 |
2,379.76 |
2,370.96 |
| S2 |
2,351.05 |
2,351.05 |
2,377.53 |
|
| S3 |
2,326.71 |
2,342.18 |
2,375.30 |
|
| S4 |
2,302.37 |
2,317.84 |
2,368.60 |
|
|
| 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 |
2,384.26 |
2,341.64 |
42.62 |
1.8% |
21.18 |
0.9% |
95% |
True |
False |
|
| 10 |
2,384.26 |
2,264.89 |
119.37 |
5.0% |
21.47 |
0.9% |
98% |
True |
False |
|
| 20 |
2,384.26 |
2,209.57 |
174.69 |
7.3% |
26.19 |
1.1% |
99% |
True |
False |
|
| 40 |
2,384.26 |
2,150.71 |
233.55 |
9.8% |
30.65 |
1.3% |
99% |
True |
False |
|
| 60 |
2,412.52 |
2,150.71 |
261.81 |
11.0% |
34.38 |
1.4% |
88% |
False |
False |
|
| 80 |
2,412.52 |
2,042.90 |
369.62 |
15.5% |
39.26 |
1.6% |
92% |
False |
False |
|
| 100 |
2,412.52 |
2,038.14 |
374.38 |
15.7% |
41.15 |
1.7% |
92% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
16.9% |
44.61 |
1.9% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,487.71 |
|
2.618 |
2,447.98 |
|
1.618 |
2,423.64 |
|
1.000 |
2,408.60 |
|
0.618 |
2,399.30 |
|
HIGH |
2,384.26 |
|
0.618 |
2,374.96 |
|
0.500 |
2,372.09 |
|
0.382 |
2,369.22 |
|
LOW |
2,359.92 |
|
0.618 |
2,344.88 |
|
1.000 |
2,335.58 |
|
1.618 |
2,320.54 |
|
2.618 |
2,296.20 |
|
4.250 |
2,256.48 |
|
|