| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,438.52 |
2,476.65 |
38.13 |
1.6% |
2,437.06 |
| High |
2,468.57 |
2,481.51 |
12.94 |
0.5% |
2,479.31 |
| Low |
2,433.63 |
2,453.05 |
19.42 |
0.8% |
2,423.24 |
| Close |
2,465.32 |
2,467.95 |
2.63 |
0.1% |
2,461.77 |
| Range |
34.94 |
28.46 |
-6.48 |
-18.5% |
56.07 |
| ATR |
29.90 |
29.79 |
-0.10 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,552.88 |
2,538.88 |
2,483.60 |
|
| R3 |
2,524.42 |
2,510.42 |
2,475.78 |
|
| R2 |
2,495.96 |
2,495.96 |
2,473.17 |
|
| R1 |
2,481.96 |
2,481.96 |
2,470.56 |
2,474.73 |
| PP |
2,467.50 |
2,467.50 |
2,467.50 |
2,463.89 |
| S1 |
2,453.50 |
2,453.50 |
2,465.34 |
2,446.27 |
| S2 |
2,439.04 |
2,439.04 |
2,462.73 |
|
| S3 |
2,410.58 |
2,425.04 |
2,460.12 |
|
| S4 |
2,382.12 |
2,396.58 |
2,452.30 |
|
|
| 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 |
2,481.51 |
2,433.63 |
47.88 |
1.9% |
29.10 |
1.2% |
72% |
True |
False |
|
| 10 |
2,481.51 |
2,395.43 |
86.08 |
3.5% |
24.64 |
1.0% |
84% |
True |
False |
|
| 20 |
2,481.51 |
2,307.56 |
173.95 |
7.0% |
23.40 |
0.9% |
92% |
True |
False |
|
| 40 |
2,481.51 |
2,209.57 |
271.94 |
11.0% |
27.30 |
1.1% |
95% |
True |
False |
|
| 60 |
2,481.51 |
2,150.71 |
330.80 |
13.4% |
30.72 |
1.2% |
96% |
True |
False |
|
| 80 |
2,481.51 |
2,150.71 |
330.80 |
13.4% |
32.95 |
1.3% |
96% |
True |
False |
|
| 100 |
2,481.51 |
2,042.90 |
438.61 |
17.8% |
37.95 |
1.5% |
97% |
True |
False |
|
| 120 |
2,481.51 |
2,035.30 |
446.21 |
18.1% |
40.62 |
1.6% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,602.47 |
|
2.618 |
2,556.02 |
|
1.618 |
2,527.56 |
|
1.000 |
2,509.97 |
|
0.618 |
2,499.10 |
|
HIGH |
2,481.51 |
|
0.618 |
2,470.64 |
|
0.500 |
2,467.28 |
|
0.382 |
2,463.92 |
|
LOW |
2,453.05 |
|
0.618 |
2,435.46 |
|
1.000 |
2,424.59 |
|
1.618 |
2,407.00 |
|
2.618 |
2,378.54 |
|
4.250 |
2,332.10 |
|
|