| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,396.63 |
2,435.14 |
38.51 |
1.6% |
2,362.53 |
| High |
2,425.96 |
2,445.59 |
19.63 |
0.8% |
2,384.26 |
| Low |
2,395.43 |
2,433.03 |
37.60 |
1.6% |
2,342.34 |
| Close |
2,425.96 |
2,441.70 |
15.74 |
0.6% |
2,371.98 |
| Range |
30.53 |
12.56 |
-17.97 |
-58.9% |
41.92 |
| ATR |
32.82 |
31.88 |
-0.94 |
-2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,477.79 |
2,472.30 |
2,448.61 |
|
| R3 |
2,465.23 |
2,459.74 |
2,445.15 |
|
| R2 |
2,452.67 |
2,452.67 |
2,444.00 |
|
| R1 |
2,447.18 |
2,447.18 |
2,442.85 |
2,449.93 |
| PP |
2,440.11 |
2,440.11 |
2,440.11 |
2,441.48 |
| S1 |
2,434.62 |
2,434.62 |
2,440.55 |
2,437.37 |
| S2 |
2,427.55 |
2,427.55 |
2,439.40 |
|
| S3 |
2,414.99 |
2,422.06 |
2,438.25 |
|
| S4 |
2,402.43 |
2,409.50 |
2,434.79 |
|
|
| 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 |
2,445.59 |
2,352.76 |
92.83 |
3.8% |
21.29 |
0.9% |
96% |
True |
False |
|
| 10 |
2,445.59 |
2,317.52 |
128.07 |
5.2% |
22.20 |
0.9% |
97% |
True |
False |
|
| 20 |
2,445.59 |
2,222.68 |
222.91 |
9.1% |
23.07 |
0.9% |
98% |
True |
False |
|
| 40 |
2,445.59 |
2,150.71 |
294.88 |
12.1% |
28.38 |
1.2% |
99% |
True |
False |
|
| 60 |
2,445.59 |
2,150.71 |
294.88 |
12.1% |
32.58 |
1.3% |
99% |
True |
False |
|
| 80 |
2,445.59 |
2,042.90 |
402.69 |
16.5% |
37.44 |
1.5% |
99% |
True |
False |
|
| 100 |
2,445.59 |
2,042.90 |
402.69 |
16.5% |
39.77 |
1.6% |
99% |
True |
False |
|
| 120 |
2,445.59 |
2,034.92 |
410.67 |
16.8% |
44.07 |
1.8% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,498.97 |
|
2.618 |
2,478.47 |
|
1.618 |
2,465.91 |
|
1.000 |
2,458.15 |
|
0.618 |
2,453.35 |
|
HIGH |
2,445.59 |
|
0.618 |
2,440.79 |
|
0.500 |
2,439.31 |
|
0.382 |
2,437.83 |
|
LOW |
2,433.03 |
|
0.618 |
2,425.27 |
|
1.000 |
2,420.47 |
|
1.618 |
2,412.71 |
|
2.618 |
2,400.15 |
|
4.250 |
2,379.65 |
|
|