| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,428.66 |
2,437.06 |
8.40 |
0.3% |
2,396.14 |
| High |
2,438.25 |
2,455.22 |
16.97 |
0.7% |
2,445.59 |
| Low |
2,428.35 |
2,424.29 |
-4.06 |
-0.2% |
2,385.79 |
| Close |
2,437.02 |
2,437.22 |
0.20 |
0.0% |
2,437.02 |
| Range |
9.90 |
30.93 |
21.03 |
212.4% |
59.80 |
| ATR |
30.55 |
30.58 |
0.03 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,531.70 |
2,515.39 |
2,454.23 |
|
| R3 |
2,500.77 |
2,484.46 |
2,445.73 |
|
| R2 |
2,469.84 |
2,469.84 |
2,442.89 |
|
| R1 |
2,453.53 |
2,453.53 |
2,440.06 |
2,461.69 |
| PP |
2,438.91 |
2,438.91 |
2,438.91 |
2,442.99 |
| S1 |
2,422.60 |
2,422.60 |
2,434.38 |
2,430.76 |
| S2 |
2,407.98 |
2,407.98 |
2,431.55 |
|
| S3 |
2,377.05 |
2,391.67 |
2,428.71 |
|
| S4 |
2,346.12 |
2,360.74 |
2,420.21 |
|
|
| 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 |
2,455.22 |
2,385.79 |
69.43 |
2.8% |
20.44 |
0.8% |
74% |
True |
False |
|
| 10 |
2,455.22 |
2,342.34 |
112.88 |
4.6% |
20.79 |
0.9% |
84% |
True |
False |
|
| 20 |
2,455.22 |
2,251.31 |
203.91 |
8.4% |
21.35 |
0.9% |
91% |
True |
False |
|
| 40 |
2,455.22 |
2,150.71 |
304.51 |
12.5% |
27.66 |
1.1% |
94% |
True |
False |
|
| 60 |
2,455.22 |
2,150.71 |
304.51 |
12.5% |
31.72 |
1.3% |
94% |
True |
False |
|
| 80 |
2,455.22 |
2,042.90 |
412.32 |
16.9% |
36.50 |
1.5% |
96% |
True |
False |
|
| 100 |
2,455.22 |
2,042.90 |
412.32 |
16.9% |
38.94 |
1.6% |
96% |
True |
False |
|
| 120 |
2,455.22 |
2,034.92 |
420.30 |
17.2% |
43.76 |
1.8% |
96% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,586.67 |
|
2.618 |
2,536.19 |
|
1.618 |
2,505.26 |
|
1.000 |
2,486.15 |
|
0.618 |
2,474.33 |
|
HIGH |
2,455.22 |
|
0.618 |
2,443.40 |
|
0.500 |
2,439.76 |
|
0.382 |
2,436.11 |
|
LOW |
2,424.29 |
|
0.618 |
2,405.18 |
|
1.000 |
2,393.36 |
|
1.618 |
2,374.25 |
|
2.618 |
2,343.32 |
|
4.250 |
2,292.84 |
|
|