| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,396.14 |
2,396.63 |
0.49 |
0.0% |
2,362.53 |
| High |
2,404.08 |
2,425.96 |
21.88 |
0.9% |
2,384.26 |
| Low |
2,385.79 |
2,395.43 |
9.64 |
0.4% |
2,342.34 |
| Close |
2,393.24 |
2,425.96 |
32.72 |
1.4% |
2,371.98 |
| Range |
18.29 |
30.53 |
12.24 |
66.9% |
41.92 |
| ATR |
32.83 |
32.82 |
-0.01 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,507.37 |
2,497.20 |
2,442.75 |
|
| R3 |
2,476.84 |
2,466.67 |
2,434.36 |
|
| R2 |
2,446.31 |
2,446.31 |
2,431.56 |
|
| R1 |
2,436.14 |
2,436.14 |
2,428.76 |
2,441.23 |
| PP |
2,415.78 |
2,415.78 |
2,415.78 |
2,418.33 |
| S1 |
2,405.61 |
2,405.61 |
2,423.16 |
2,410.70 |
| S2 |
2,385.25 |
2,385.25 |
2,420.36 |
|
| S3 |
2,354.72 |
2,375.08 |
2,417.56 |
|
| S4 |
2,324.19 |
2,344.55 |
2,409.17 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,491.95 |
2,473.89 |
2,395.04 |
|
| R3 |
2,450.03 |
2,431.97 |
2,383.51 |
|
| R2 |
2,408.11 |
2,408.11 |
2,379.67 |
|
| 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 |
|
| S3 |
2,282.35 |
2,306.21 |
2,360.45 |
|
| S4 |
2,240.43 |
2,264.29 |
2,348.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,425.96 |
2,352.76 |
73.20 |
3.0% |
22.59 |
0.9% |
100% |
True |
False |
|
| 10 |
2,425.96 |
2,307.56 |
118.40 |
4.9% |
23.51 |
1.0% |
100% |
True |
False |
|
| 20 |
2,425.96 |
2,209.57 |
216.39 |
8.9% |
24.48 |
1.0% |
100% |
True |
False |
|
| 40 |
2,425.96 |
2,150.71 |
275.25 |
11.3% |
28.65 |
1.2% |
100% |
True |
False |
|
| 60 |
2,425.96 |
2,150.71 |
275.25 |
11.3% |
32.95 |
1.4% |
100% |
True |
False |
|
| 80 |
2,425.96 |
2,042.90 |
383.06 |
15.8% |
37.92 |
1.6% |
100% |
True |
False |
|
| 100 |
2,425.96 |
2,042.90 |
383.06 |
15.8% |
40.16 |
1.7% |
100% |
True |
False |
|
| 120 |
2,425.96 |
2,034.92 |
391.04 |
16.1% |
44.31 |
1.8% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,555.71 |
|
2.618 |
2,505.89 |
|
1.618 |
2,475.36 |
|
1.000 |
2,456.49 |
|
0.618 |
2,444.83 |
|
HIGH |
2,425.96 |
|
0.618 |
2,414.30 |
|
0.500 |
2,410.70 |
|
0.382 |
2,407.09 |
|
LOW |
2,395.43 |
|
0.618 |
2,376.56 |
|
1.000 |
2,364.90 |
|
1.618 |
2,346.03 |
|
2.618 |
2,315.50 |
|
4.250 |
2,265.68 |
|
|