Day Change Summary |
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Previous |
Current |
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|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
4,075.0 |
4,080.0 |
5.0 |
0.1% |
4,146.0 |
High |
4,079.0 |
4,090.0 |
11.0 |
0.3% |
4,146.0 |
Low |
4,015.0 |
4,068.0 |
53.0 |
1.3% |
4,015.0 |
Close |
4,019.0 |
4,071.0 |
52.0 |
1.3% |
4,019.0 |
Range |
64.0 |
22.0 |
-42.0 |
-65.6% |
131.0 |
ATR |
61.1 |
61.8 |
0.7 |
1.2% |
0.0 |
Volume |
11,175 |
11,079 |
-96 |
-0.9% |
41,941 |
|
Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,142.3 |
4,128.7 |
4,083.1 |
|
R3 |
4,120.3 |
4,106.7 |
4,077.1 |
|
R2 |
4,098.3 |
4,098.3 |
4,075.0 |
|
R1 |
4,084.7 |
4,084.7 |
4,073.0 |
4,080.5 |
PP |
4,076.3 |
4,076.3 |
4,076.3 |
4,074.3 |
S1 |
4,062.7 |
4,062.7 |
4,069.0 |
4,058.5 |
S2 |
4,054.3 |
4,054.3 |
4,067.0 |
|
S3 |
4,032.3 |
4,040.7 |
4,065.0 |
|
S4 |
4,010.3 |
4,018.7 |
4,058.9 |
|
|
Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,453.0 |
4,367.0 |
4,091.1 |
|
R3 |
4,322.0 |
4,236.0 |
4,055.0 |
|
R2 |
4,191.0 |
4,191.0 |
4,043.0 |
|
R1 |
4,105.0 |
4,105.0 |
4,031.0 |
4,082.5 |
PP |
4,060.0 |
4,060.0 |
4,060.0 |
4,048.8 |
S1 |
3,974.0 |
3,974.0 |
4,007.0 |
3,951.5 |
S2 |
3,929.0 |
3,929.0 |
3,995.0 |
|
S3 |
3,798.0 |
3,843.0 |
3,983.0 |
|
S4 |
3,667.0 |
3,712.0 |
3,947.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,146.0 |
4,015.0 |
131.0 |
3.2% |
46.6 |
1.1% |
43% |
False |
False |
13,366 |
10 |
4,156.0 |
4,015.0 |
141.0 |
3.5% |
43.8 |
1.1% |
40% |
False |
False |
19,799 |
20 |
4,311.0 |
4,015.0 |
296.0 |
7.3% |
40.0 |
1.0% |
19% |
False |
False |
21,696 |
40 |
4,360.0 |
3,963.0 |
397.0 |
9.8% |
31.6 |
0.8% |
27% |
False |
False |
10,911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,183.5 |
2.618 |
4,147.6 |
1.618 |
4,125.6 |
1.000 |
4,112.0 |
0.618 |
4,103.6 |
HIGH |
4,090.0 |
0.618 |
4,081.6 |
0.500 |
4,079.0 |
0.382 |
4,076.4 |
LOW |
4,068.0 |
0.618 |
4,054.4 |
1.000 |
4,046.0 |
1.618 |
4,032.4 |
2.618 |
4,010.4 |
4.250 |
3,974.5 |
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