Day Change Summary |
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Previous |
Current |
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09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
4,090.0 |
4,097.0 |
7.0 |
0.2% |
4,080.0 |
High |
4,114.0 |
4,130.0 |
16.0 |
0.4% |
4,185.0 |
Low |
4,062.0 |
4,094.0 |
32.0 |
0.8% |
4,068.0 |
Close |
4,072.0 |
4,122.0 |
50.0 |
1.2% |
4,080.0 |
Range |
52.0 |
36.0 |
-16.0 |
-30.8% |
117.0 |
ATR |
63.5 |
63.1 |
-0.4 |
-0.6% |
0.0 |
Volume |
26,175 |
26,497 |
322 |
1.2% |
91,001 |
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Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,223.3 |
4,208.7 |
4,141.8 |
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R3 |
4,187.3 |
4,172.7 |
4,131.9 |
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R2 |
4,151.3 |
4,151.3 |
4,128.6 |
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R1 |
4,136.7 |
4,136.7 |
4,125.3 |
4,144.0 |
PP |
4,115.3 |
4,115.3 |
4,115.3 |
4,119.0 |
S1 |
4,100.7 |
4,100.7 |
4,118.7 |
4,108.0 |
S2 |
4,079.3 |
4,079.3 |
4,115.4 |
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S3 |
4,043.3 |
4,064.7 |
4,112.1 |
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S4 |
4,007.3 |
4,028.7 |
4,102.2 |
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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 |
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R3 |
4,345.0 |
4,271.0 |
4,112.2 |
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R2 |
4,228.0 |
4,228.0 |
4,101.5 |
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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 |
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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 |
4,062.0 |
123.0 |
3.0% |
53.6 |
1.3% |
49% |
False |
False |
26,518 |
10 |
4,185.0 |
4,015.0 |
170.0 |
4.1% |
50.1 |
1.2% |
63% |
False |
False |
19,942 |
20 |
4,262.0 |
4,015.0 |
247.0 |
6.0% |
44.8 |
1.1% |
43% |
False |
False |
28,102 |
40 |
4,360.0 |
3,963.0 |
397.0 |
9.6% |
36.9 |
0.9% |
40% |
False |
False |
14,216 |
60 |
4,387.0 |
3,963.0 |
424.0 |
10.3% |
29.9 |
0.7% |
38% |
False |
False |
9,498 |
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Fibonacci Retracements and Extensions |
4.250 |
4,283.0 |
2.618 |
4,224.2 |
1.618 |
4,188.2 |
1.000 |
4,166.0 |
0.618 |
4,152.2 |
HIGH |
4,130.0 |
0.618 |
4,116.2 |
0.500 |
4,112.0 |
0.382 |
4,107.8 |
LOW |
4,094.0 |
0.618 |
4,071.8 |
1.000 |
4,058.0 |
1.618 |
4,035.8 |
2.618 |
3,999.8 |
4.250 |
3,941.0 |
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