| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,456.55 |
2,474.05 |
17.50 |
0.7% |
2,396.14 |
| High |
2,470.58 |
2,479.31 |
8.73 |
0.4% |
2,445.59 |
| Low |
2,440.57 |
2,444.83 |
4.26 |
0.2% |
2,385.79 |
| Close |
2,465.66 |
2,454.63 |
-11.03 |
-0.4% |
2,437.02 |
| Range |
30.01 |
34.48 |
4.47 |
14.9% |
59.80 |
| ATR |
30.11 |
30.42 |
0.31 |
1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,563.03 |
2,543.31 |
2,473.59 |
|
| R3 |
2,528.55 |
2,508.83 |
2,464.11 |
|
| R2 |
2,494.07 |
2,494.07 |
2,460.95 |
|
| R1 |
2,474.35 |
2,474.35 |
2,457.79 |
2,466.97 |
| PP |
2,459.59 |
2,459.59 |
2,459.59 |
2,455.90 |
| S1 |
2,439.87 |
2,439.87 |
2,451.47 |
2,432.49 |
| S2 |
2,425.11 |
2,425.11 |
2,448.31 |
|
| S3 |
2,390.63 |
2,405.39 |
2,445.15 |
|
| S4 |
2,356.15 |
2,370.91 |
2,435.67 |
|
|
| 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 |
2,479.31 |
2,423.24 |
56.07 |
2.3% |
24.46 |
1.0% |
56% |
True |
False |
|
| 10 |
2,479.31 |
2,352.76 |
126.55 |
5.2% |
22.87 |
0.9% |
80% |
True |
False |
|
| 20 |
2,479.31 |
2,262.22 |
217.09 |
8.8% |
22.60 |
0.9% |
89% |
True |
False |
|
| 40 |
2,479.31 |
2,205.77 |
273.54 |
11.1% |
27.46 |
1.1% |
91% |
True |
False |
|
| 60 |
2,479.31 |
2,150.71 |
328.60 |
13.4% |
30.92 |
1.3% |
92% |
True |
False |
|
| 80 |
2,479.31 |
2,042.90 |
436.41 |
17.8% |
34.92 |
1.4% |
94% |
True |
False |
|
| 100 |
2,479.31 |
2,042.90 |
436.41 |
17.8% |
38.35 |
1.6% |
94% |
True |
False |
|
| 120 |
2,479.31 |
2,034.92 |
444.39 |
18.1% |
42.77 |
1.7% |
94% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,625.85 |
|
2.618 |
2,569.58 |
|
1.618 |
2,535.10 |
|
1.000 |
2,513.79 |
|
0.618 |
2,500.62 |
|
HIGH |
2,479.31 |
|
0.618 |
2,466.14 |
|
0.500 |
2,462.07 |
|
0.382 |
2,458.00 |
|
LOW |
2,444.83 |
|
0.618 |
2,423.52 |
|
1.000 |
2,410.35 |
|
1.618 |
2,389.04 |
|
2.618 |
2,354.56 |
|
4.250 |
2,298.29 |
|
|