| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,474.05 |
2,450.38 |
-23.67 |
-1.0% |
2,437.06 |
| High |
2,479.31 |
2,467.46 |
-11.85 |
-0.5% |
2,479.31 |
| Low |
2,444.83 |
2,449.83 |
5.00 |
0.2% |
2,423.24 |
| Close |
2,454.63 |
2,461.77 |
7.14 |
0.3% |
2,461.77 |
| Range |
34.48 |
17.63 |
-16.85 |
-48.9% |
56.07 |
| ATR |
30.42 |
29.51 |
-0.91 |
-3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,512.58 |
2,504.80 |
2,471.47 |
|
| R3 |
2,494.95 |
2,487.17 |
2,466.62 |
|
| R2 |
2,477.32 |
2,477.32 |
2,465.00 |
|
| R1 |
2,469.54 |
2,469.54 |
2,463.39 |
2,473.43 |
| PP |
2,459.69 |
2,459.69 |
2,459.69 |
2,461.63 |
| S1 |
2,451.91 |
2,451.91 |
2,460.15 |
2,455.80 |
| S2 |
2,442.06 |
2,442.06 |
2,458.54 |
|
| S3 |
2,424.43 |
2,434.28 |
2,456.92 |
|
| S4 |
2,406.80 |
2,416.65 |
2,452.07 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,622.98 |
2,598.45 |
2,492.61 |
|
| R3 |
2,566.91 |
2,542.38 |
2,477.19 |
|
| R2 |
2,510.84 |
2,510.84 |
2,472.05 |
|
| R1 |
2,486.31 |
2,486.31 |
2,466.91 |
2,498.58 |
| PP |
2,454.77 |
2,454.77 |
2,454.77 |
2,460.91 |
| S1 |
2,430.24 |
2,430.24 |
2,456.63 |
2,442.51 |
| S2 |
2,398.70 |
2,398.70 |
2,451.49 |
|
| S3 |
2,342.63 |
2,374.17 |
2,446.35 |
|
| S4 |
2,286.56 |
2,318.10 |
2,430.93 |
|
|
| 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% |
26.00 |
1.1% |
69% |
False |
False |
|
| 10 |
2,479.31 |
2,352.76 |
126.55 |
5.1% |
22.20 |
0.9% |
86% |
False |
False |
|
| 20 |
2,479.31 |
2,264.89 |
214.42 |
8.7% |
21.84 |
0.9% |
92% |
False |
False |
|
| 40 |
2,479.31 |
2,209.57 |
269.74 |
11.0% |
27.03 |
1.1% |
93% |
False |
False |
|
| 60 |
2,479.31 |
2,150.71 |
328.60 |
13.3% |
30.72 |
1.2% |
95% |
False |
False |
|
| 80 |
2,479.31 |
2,042.90 |
436.41 |
17.7% |
34.27 |
1.4% |
96% |
False |
False |
|
| 100 |
2,479.31 |
2,042.90 |
436.41 |
17.7% |
38.20 |
1.6% |
96% |
False |
False |
|
| 120 |
2,479.31 |
2,034.92 |
444.39 |
18.1% |
42.00 |
1.7% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,542.39 |
|
2.618 |
2,513.62 |
|
1.618 |
2,495.99 |
|
1.000 |
2,485.09 |
|
0.618 |
2,478.36 |
|
HIGH |
2,467.46 |
|
0.618 |
2,460.73 |
|
0.500 |
2,458.65 |
|
0.382 |
2,456.56 |
|
LOW |
2,449.83 |
|
0.618 |
2,438.93 |
|
1.000 |
2,432.20 |
|
1.618 |
2,421.30 |
|
2.618 |
2,403.67 |
|
4.250 |
2,374.90 |
|
|