| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
02-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,236.0 |
2,240.0 |
4.0 |
0.2% |
2,224.0 |
| High |
2,245.0 |
2,296.0 |
51.0 |
2.3% |
2,245.0 |
| Low |
2,218.0 |
2,240.0 |
22.0 |
1.0% |
2,178.0 |
| Close |
2,242.0 |
2,292.0 |
50.0 |
2.2% |
2,242.0 |
| Range |
27.0 |
56.0 |
29.0 |
107.4% |
67.0 |
| ATR |
56.5 |
56.4 |
0.0 |
-0.1% |
0.0 |
| Volume |
97 |
719 |
622 |
641.2% |
412 |
|
| Daily Pivots for day following 02-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,444.0 |
2,424.0 |
2,322.8 |
|
| R3 |
2,388.0 |
2,368.0 |
2,307.4 |
|
| R2 |
2,332.0 |
2,332.0 |
2,302.3 |
|
| R1 |
2,312.0 |
2,312.0 |
2,297.1 |
2,322.0 |
| PP |
2,276.0 |
2,276.0 |
2,276.0 |
2,281.0 |
| S1 |
2,256.0 |
2,256.0 |
2,286.9 |
2,266.0 |
| S2 |
2,220.0 |
2,220.0 |
2,281.7 |
|
| S3 |
2,164.0 |
2,200.0 |
2,276.6 |
|
| S4 |
2,108.0 |
2,144.0 |
2,261.2 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,422.7 |
2,399.3 |
2,278.9 |
|
| R3 |
2,355.7 |
2,332.3 |
2,260.4 |
|
| R2 |
2,288.7 |
2,288.7 |
2,254.3 |
|
| R1 |
2,265.3 |
2,265.3 |
2,248.1 |
2,277.0 |
| PP |
2,221.7 |
2,221.7 |
2,221.7 |
2,227.5 |
| S1 |
2,198.3 |
2,198.3 |
2,235.9 |
2,210.0 |
| S2 |
2,154.7 |
2,154.7 |
2,229.7 |
|
| S3 |
2,087.7 |
2,131.3 |
2,223.6 |
|
| S4 |
2,020.7 |
2,064.3 |
2,205.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,296.0 |
2,178.0 |
118.0 |
5.1% |
42.0 |
1.8% |
97% |
True |
False |
226 |
| 10 |
2,296.0 |
2,109.0 |
187.0 |
8.2% |
46.3 |
2.0% |
98% |
True |
False |
452 |
| 20 |
2,326.0 |
2,109.0 |
217.0 |
9.5% |
55.3 |
2.4% |
84% |
False |
False |
10,466 |
| 40 |
2,326.0 |
1,999.0 |
327.0 |
14.3% |
55.3 |
2.4% |
90% |
False |
False |
5,531 |
| 60 |
2,435.0 |
1,999.0 |
436.0 |
19.0% |
54.3 |
2.4% |
67% |
False |
False |
3,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,534.0 |
|
2.618 |
2,442.6 |
|
1.618 |
2,386.6 |
|
1.000 |
2,352.0 |
|
0.618 |
2,330.6 |
|
HIGH |
2,296.0 |
|
0.618 |
2,274.6 |
|
0.500 |
2,268.0 |
|
0.382 |
2,261.4 |
|
LOW |
2,240.0 |
|
0.618 |
2,205.4 |
|
1.000 |
2,184.0 |
|
1.618 |
2,149.4 |
|
2.618 |
2,093.4 |
|
4.250 |
2,002.0 |
|
|