| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,435.14 |
2,428.66 |
-6.48 |
-0.3% |
2,396.14 |
| High |
2,445.59 |
2,438.25 |
-7.34 |
-0.3% |
2,445.59 |
| Low |
2,433.03 |
2,428.35 |
-4.68 |
-0.2% |
2,385.79 |
| Close |
2,441.70 |
2,437.02 |
-4.68 |
-0.2% |
2,437.02 |
| Range |
12.56 |
9.90 |
-2.66 |
-21.2% |
59.80 |
| ATR |
31.88 |
30.55 |
-1.32 |
-4.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,464.24 |
2,460.53 |
2,442.47 |
|
| R3 |
2,454.34 |
2,450.63 |
2,439.74 |
|
| R2 |
2,444.44 |
2,444.44 |
2,438.84 |
|
| R1 |
2,440.73 |
2,440.73 |
2,437.93 |
2,442.59 |
| PP |
2,434.54 |
2,434.54 |
2,434.54 |
2,435.47 |
| S1 |
2,430.83 |
2,430.83 |
2,436.11 |
2,432.69 |
| S2 |
2,424.64 |
2,424.64 |
2,435.21 |
|
| S3 |
2,414.74 |
2,420.93 |
2,434.30 |
|
| S4 |
2,404.84 |
2,411.03 |
2,431.58 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,602.20 |
2,579.41 |
2,469.91 |
|
| R3 |
2,542.40 |
2,519.61 |
2,453.47 |
|
| R2 |
2,482.60 |
2,482.60 |
2,447.98 |
|
| R1 |
2,459.81 |
2,459.81 |
2,442.50 |
2,471.21 |
| PP |
2,422.80 |
2,422.80 |
2,422.80 |
2,428.50 |
| S1 |
2,400.01 |
2,400.01 |
2,431.54 |
2,411.41 |
| S2 |
2,363.00 |
2,363.00 |
2,426.06 |
|
| S3 |
2,303.20 |
2,340.21 |
2,420.58 |
|
| S4 |
2,243.40 |
2,280.41 |
2,404.13 |
|
|
| 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% |
18.40 |
0.8% |
91% |
False |
False |
|
| 10 |
2,445.59 |
2,341.64 |
103.95 |
4.3% |
19.79 |
0.8% |
92% |
False |
False |
|
| 20 |
2,445.59 |
2,222.68 |
222.91 |
9.1% |
22.02 |
0.9% |
96% |
False |
False |
|
| 40 |
2,445.59 |
2,150.71 |
294.88 |
12.1% |
27.69 |
1.1% |
97% |
False |
False |
|
| 60 |
2,445.59 |
2,150.71 |
294.88 |
12.1% |
31.93 |
1.3% |
97% |
False |
False |
|
| 80 |
2,445.59 |
2,042.90 |
402.69 |
16.5% |
36.72 |
1.5% |
98% |
False |
False |
|
| 100 |
2,445.59 |
2,042.90 |
402.69 |
16.5% |
38.99 |
1.6% |
98% |
False |
False |
|
| 120 |
2,445.59 |
2,034.92 |
410.67 |
16.9% |
43.77 |
1.8% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,480.33 |
|
2.618 |
2,464.17 |
|
1.618 |
2,454.27 |
|
1.000 |
2,448.15 |
|
0.618 |
2,444.37 |
|
HIGH |
2,438.25 |
|
0.618 |
2,434.47 |
|
0.500 |
2,433.30 |
|
0.382 |
2,432.13 |
|
LOW |
2,428.35 |
|
0.618 |
2,422.23 |
|
1.000 |
2,418.45 |
|
1.618 |
2,412.33 |
|
2.618 |
2,402.43 |
|
4.250 |
2,386.28 |
|
|