| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,426.86 |
2,456.55 |
29.69 |
1.2% |
2,396.14 |
| High |
2,440.20 |
2,470.58 |
30.38 |
1.2% |
2,445.59 |
| Low |
2,423.24 |
2,440.57 |
17.33 |
0.7% |
2,385.79 |
| Close |
2,433.96 |
2,465.66 |
31.70 |
1.3% |
2,437.02 |
| Range |
16.96 |
30.01 |
13.05 |
76.9% |
59.80 |
| ATR |
29.61 |
30.11 |
0.50 |
1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,548.97 |
2,537.32 |
2,482.17 |
|
| R3 |
2,518.96 |
2,507.31 |
2,473.91 |
|
| R2 |
2,488.95 |
2,488.95 |
2,471.16 |
|
| R1 |
2,477.30 |
2,477.30 |
2,468.41 |
2,483.13 |
| PP |
2,458.94 |
2,458.94 |
2,458.94 |
2,461.85 |
| S1 |
2,447.29 |
2,447.29 |
2,462.91 |
2,453.12 |
| S2 |
2,428.93 |
2,428.93 |
2,460.16 |
|
| S3 |
2,398.92 |
2,417.28 |
2,457.41 |
|
| S4 |
2,368.91 |
2,387.27 |
2,449.15 |
|
|
| 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 |
2,470.58 |
2,423.24 |
47.34 |
1.9% |
20.07 |
0.8% |
90% |
True |
False |
|
| 10 |
2,470.58 |
2,352.76 |
117.82 |
4.8% |
21.33 |
0.9% |
96% |
True |
False |
|
| 20 |
2,470.58 |
2,262.22 |
208.36 |
8.5% |
21.85 |
0.9% |
98% |
True |
False |
|
| 40 |
2,470.58 |
2,205.77 |
264.81 |
10.7% |
27.13 |
1.1% |
98% |
True |
False |
|
| 60 |
2,470.58 |
2,150.71 |
319.87 |
13.0% |
30.68 |
1.2% |
98% |
True |
False |
|
| 80 |
2,470.58 |
2,042.90 |
427.68 |
17.3% |
35.07 |
1.4% |
99% |
True |
False |
|
| 100 |
2,470.58 |
2,042.90 |
427.68 |
17.3% |
38.47 |
1.6% |
99% |
True |
False |
|
| 120 |
2,470.58 |
2,034.92 |
435.66 |
17.7% |
43.12 |
1.7% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,598.12 |
|
2.618 |
2,549.15 |
|
1.618 |
2,519.14 |
|
1.000 |
2,500.59 |
|
0.618 |
2,489.13 |
|
HIGH |
2,470.58 |
|
0.618 |
2,459.12 |
|
0.500 |
2,455.58 |
|
0.382 |
2,452.03 |
|
LOW |
2,440.57 |
|
0.618 |
2,422.02 |
|
1.000 |
2,410.56 |
|
1.618 |
2,392.01 |
|
2.618 |
2,362.00 |
|
4.250 |
2,313.03 |
|
|