Day Change Summary |
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Previous |
Current |
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12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
2,377.34 |
2,371.42 |
-5.92 |
-0.2% |
2,362.53 |
High |
2,384.26 |
2,373.50 |
-10.76 |
-0.5% |
2,384.26 |
Low |
2,359.92 |
2,352.76 |
-7.16 |
-0.3% |
2,342.34 |
Close |
2,381.99 |
2,371.98 |
-10.01 |
-0.4% |
2,371.98 |
Range |
24.34 |
20.74 |
-3.60 |
-14.8% |
41.92 |
ATR |
33.17 |
32.88 |
-0.28 |
-0.8% |
0.00 |
Volume |
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Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,428.30 |
2,420.88 |
2,383.39 |
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R3 |
2,407.56 |
2,400.14 |
2,377.68 |
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R2 |
2,386.82 |
2,386.82 |
2,375.78 |
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R1 |
2,379.40 |
2,379.40 |
2,373.88 |
2,383.11 |
PP |
2,366.08 |
2,366.08 |
2,366.08 |
2,367.94 |
S1 |
2,358.66 |
2,358.66 |
2,370.08 |
2,362.37 |
S2 |
2,345.34 |
2,345.34 |
2,368.18 |
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S3 |
2,324.60 |
2,337.92 |
2,366.28 |
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S4 |
2,303.86 |
2,317.18 |
2,360.57 |
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Weekly Pivots for week ending 13-Jan-2012 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,491.95 |
2,473.89 |
2,395.04 |
|
R3 |
2,450.03 |
2,431.97 |
2,383.51 |
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R2 |
2,408.11 |
2,408.11 |
2,379.67 |
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R1 |
2,390.05 |
2,390.05 |
2,375.82 |
2,399.08 |
PP |
2,366.19 |
2,366.19 |
2,366.19 |
2,370.71 |
S1 |
2,348.13 |
2,348.13 |
2,368.14 |
2,357.16 |
S2 |
2,324.27 |
2,324.27 |
2,364.29 |
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S3 |
2,282.35 |
2,306.21 |
2,360.45 |
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S4 |
2,240.43 |
2,264.29 |
2,348.92 |
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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 |
2,342.34 |
41.92 |
1.8% |
21.14 |
0.9% |
71% |
False |
False |
|
10 |
2,384.26 |
2,277.77 |
106.49 |
4.5% |
21.46 |
0.9% |
88% |
False |
False |
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20 |
2,384.26 |
2,209.57 |
174.69 |
7.4% |
25.19 |
1.1% |
93% |
False |
False |
|
40 |
2,384.26 |
2,150.71 |
233.55 |
9.8% |
30.08 |
1.3% |
95% |
False |
False |
|
60 |
2,412.52 |
2,150.71 |
261.81 |
11.0% |
33.63 |
1.4% |
85% |
False |
False |
|
80 |
2,412.52 |
2,042.90 |
369.62 |
15.6% |
38.96 |
1.6% |
89% |
False |
False |
|
100 |
2,412.52 |
2,042.90 |
369.62 |
15.6% |
40.89 |
1.7% |
89% |
False |
False |
|
120 |
2,438.44 |
2,034.92 |
403.52 |
17.0% |
44.52 |
1.9% |
84% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,461.65 |
2.618 |
2,427.80 |
1.618 |
2,407.06 |
1.000 |
2,394.24 |
0.618 |
2,386.32 |
HIGH |
2,373.50 |
0.618 |
2,365.58 |
0.500 |
2,363.13 |
0.382 |
2,360.68 |
LOW |
2,352.76 |
0.618 |
2,339.94 |
1.000 |
2,332.02 |
1.618 |
2,319.20 |
2.618 |
2,298.46 |
4.250 |
2,264.62 |
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