Day Change Summary |
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Previous |
Current |
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05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
4,138.0 |
4,125.0 |
-13.0 |
-0.3% |
4,080.0 |
High |
4,140.0 |
4,128.0 |
-12.0 |
-0.3% |
4,185.0 |
Low |
4,105.0 |
4,075.0 |
-30.0 |
-0.7% |
4,068.0 |
Close |
4,135.0 |
4,080.0 |
-55.0 |
-1.3% |
4,080.0 |
Range |
35.0 |
53.0 |
18.0 |
51.4% |
117.0 |
ATR |
64.8 |
64.4 |
-0.3 |
-0.5% |
0.0 |
Volume |
22,776 |
23,740 |
964 |
4.2% |
91,001 |
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Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,253.3 |
4,219.7 |
4,109.2 |
|
R3 |
4,200.3 |
4,166.7 |
4,094.6 |
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R2 |
4,147.3 |
4,147.3 |
4,089.7 |
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R1 |
4,113.7 |
4,113.7 |
4,084.9 |
4,104.0 |
PP |
4,094.3 |
4,094.3 |
4,094.3 |
4,089.5 |
S1 |
4,060.7 |
4,060.7 |
4,075.1 |
4,051.0 |
S2 |
4,041.3 |
4,041.3 |
4,070.3 |
|
S3 |
3,988.3 |
4,007.7 |
4,065.4 |
|
S4 |
3,935.3 |
3,954.7 |
4,050.9 |
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Weekly Pivots for week ending 06-Jan-2012 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,462.0 |
4,388.0 |
4,144.4 |
|
R3 |
4,345.0 |
4,271.0 |
4,112.2 |
|
R2 |
4,228.0 |
4,228.0 |
4,101.5 |
|
R1 |
4,154.0 |
4,154.0 |
4,090.7 |
4,138.5 |
PP |
4,111.0 |
4,111.0 |
4,111.0 |
4,103.3 |
S1 |
4,037.0 |
4,037.0 |
4,069.3 |
4,021.5 |
S2 |
3,994.0 |
3,994.0 |
4,058.6 |
|
S3 |
3,877.0 |
3,920.0 |
4,047.8 |
|
S4 |
3,760.0 |
3,803.0 |
4,015.7 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,185.0 |
4,015.0 |
170.0 |
4.2% |
53.2 |
1.3% |
38% |
False |
False |
20,435 |
10 |
4,185.0 |
4,015.0 |
170.0 |
4.2% |
47.7 |
1.2% |
38% |
False |
False |
19,202 |
20 |
4,306.0 |
4,015.0 |
291.0 |
7.1% |
44.5 |
1.1% |
22% |
False |
False |
25,626 |
40 |
4,360.0 |
3,963.0 |
397.0 |
9.7% |
36.0 |
0.9% |
29% |
False |
False |
12,908 |
60 |
4,387.0 |
3,963.0 |
424.0 |
10.4% |
29.6 |
0.7% |
28% |
False |
False |
8,630 |
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Fibonacci Retracements and Extensions |
4.250 |
4,353.3 |
2.618 |
4,266.8 |
1.618 |
4,213.8 |
1.000 |
4,181.0 |
0.618 |
4,160.8 |
HIGH |
4,128.0 |
0.618 |
4,107.8 |
0.500 |
4,101.5 |
0.382 |
4,095.2 |
LOW |
4,075.0 |
0.618 |
4,042.2 |
1.000 |
4,022.0 |
1.618 |
3,989.2 |
2.618 |
3,936.2 |
4.250 |
3,849.8 |
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