| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,437.06 |
2,426.86 |
-10.20 |
-0.4% |
2,396.14 |
| High |
2,455.22 |
2,440.20 |
-15.02 |
-0.6% |
2,445.59 |
| Low |
2,424.29 |
2,423.24 |
-1.05 |
0.0% |
2,385.79 |
| Close |
2,437.22 |
2,433.96 |
-3.26 |
-0.1% |
2,437.02 |
| Range |
30.93 |
16.96 |
-13.97 |
-45.2% |
59.80 |
| ATR |
30.58 |
29.61 |
-0.97 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,483.35 |
2,475.61 |
2,443.29 |
|
| R3 |
2,466.39 |
2,458.65 |
2,438.62 |
|
| R2 |
2,449.43 |
2,449.43 |
2,437.07 |
|
| R1 |
2,441.69 |
2,441.69 |
2,435.51 |
2,445.56 |
| PP |
2,432.47 |
2,432.47 |
2,432.47 |
2,434.40 |
| S1 |
2,424.73 |
2,424.73 |
2,432.41 |
2,428.60 |
| S2 |
2,415.51 |
2,415.51 |
2,430.85 |
|
| S3 |
2,398.55 |
2,407.77 |
2,429.30 |
|
| S4 |
2,381.59 |
2,390.81 |
2,424.63 |
|
|
| 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 |
2,395.43 |
59.79 |
2.5% |
20.18 |
0.8% |
64% |
False |
False |
|
| 10 |
2,455.22 |
2,352.76 |
102.46 |
4.2% |
20.38 |
0.8% |
79% |
False |
False |
|
| 20 |
2,455.22 |
2,262.22 |
193.00 |
7.9% |
21.34 |
0.9% |
89% |
False |
False |
|
| 40 |
2,455.22 |
2,150.71 |
304.51 |
12.5% |
27.17 |
1.1% |
93% |
False |
False |
|
| 60 |
2,455.22 |
2,150.71 |
304.51 |
12.5% |
30.95 |
1.3% |
93% |
False |
False |
|
| 80 |
2,455.22 |
2,042.90 |
412.32 |
16.9% |
35.93 |
1.5% |
95% |
False |
False |
|
| 100 |
2,455.22 |
2,042.90 |
412.32 |
16.9% |
38.63 |
1.6% |
95% |
False |
False |
|
| 120 |
2,455.22 |
2,034.92 |
420.30 |
17.3% |
43.39 |
1.8% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,512.28 |
|
2.618 |
2,484.60 |
|
1.618 |
2,467.64 |
|
1.000 |
2,457.16 |
|
0.618 |
2,450.68 |
|
HIGH |
2,440.20 |
|
0.618 |
2,433.72 |
|
0.500 |
2,431.72 |
|
0.382 |
2,429.72 |
|
LOW |
2,423.24 |
|
0.618 |
2,412.76 |
|
1.000 |
2,406.28 |
|
1.618 |
2,395.80 |
|
2.618 |
2,378.84 |
|
4.250 |
2,351.16 |
|
|