| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,450.38 |
2,438.52 |
-11.86 |
-0.5% |
2,437.06 |
| High |
2,467.46 |
2,468.57 |
1.11 |
0.0% |
2,479.31 |
| Low |
2,449.83 |
2,433.63 |
-16.20 |
-0.7% |
2,423.24 |
| Close |
2,461.77 |
2,465.32 |
3.55 |
0.1% |
2,461.77 |
| Range |
17.63 |
34.94 |
17.31 |
98.2% |
56.07 |
| ATR |
29.51 |
29.90 |
0.39 |
1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,560.66 |
2,547.93 |
2,484.54 |
|
| R3 |
2,525.72 |
2,512.99 |
2,474.93 |
|
| R2 |
2,490.78 |
2,490.78 |
2,471.73 |
|
| R1 |
2,478.05 |
2,478.05 |
2,468.52 |
2,484.42 |
| PP |
2,455.84 |
2,455.84 |
2,455.84 |
2,459.02 |
| S1 |
2,443.11 |
2,443.11 |
2,462.12 |
2,449.48 |
| S2 |
2,420.90 |
2,420.90 |
2,458.91 |
|
| S3 |
2,385.96 |
2,408.17 |
2,455.71 |
|
| S4 |
2,351.02 |
2,373.23 |
2,446.10 |
|
|
| 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% |
26.80 |
1.1% |
75% |
False |
False |
|
| 10 |
2,479.31 |
2,385.79 |
93.52 |
3.8% |
23.62 |
1.0% |
85% |
False |
False |
|
| 20 |
2,479.31 |
2,277.77 |
201.54 |
8.2% |
22.54 |
0.9% |
93% |
False |
False |
|
| 40 |
2,479.31 |
2,209.57 |
269.74 |
10.9% |
27.15 |
1.1% |
95% |
False |
False |
|
| 60 |
2,479.31 |
2,150.71 |
328.60 |
13.3% |
30.75 |
1.2% |
96% |
False |
False |
|
| 80 |
2,479.31 |
2,106.62 |
372.69 |
15.1% |
33.60 |
1.4% |
96% |
False |
False |
|
| 100 |
2,479.31 |
2,042.90 |
436.41 |
17.7% |
37.96 |
1.5% |
97% |
False |
False |
|
| 120 |
2,479.31 |
2,034.92 |
444.39 |
18.0% |
41.44 |
1.7% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,617.07 |
|
2.618 |
2,560.04 |
|
1.618 |
2,525.10 |
|
1.000 |
2,503.51 |
|
0.618 |
2,490.16 |
|
HIGH |
2,468.57 |
|
0.618 |
2,455.22 |
|
0.500 |
2,451.10 |
|
0.382 |
2,446.98 |
|
LOW |
2,433.63 |
|
0.618 |
2,412.04 |
|
1.000 |
2,398.69 |
|
1.618 |
2,377.10 |
|
2.618 |
2,342.16 |
|
4.250 |
2,285.14 |
|
|