| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2012 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,240.0 |
2,309.0 |
69.0 |
3.1% |
2,224.0 |
| High |
2,296.0 |
2,318.0 |
22.0 |
1.0% |
2,245.0 |
| Low |
2,240.0 |
2,287.0 |
47.0 |
2.1% |
2,178.0 |
| Close |
2,292.0 |
2,318.0 |
26.0 |
1.1% |
2,242.0 |
| Range |
56.0 |
31.0 |
-25.0 |
-44.6% |
67.0 |
| ATR |
56.4 |
54.6 |
-1.8 |
-3.2% |
0.0 |
| Volume |
719 |
882 |
163 |
22.7% |
412 |
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,400.7 |
2,390.3 |
2,335.1 |
|
| R3 |
2,369.7 |
2,359.3 |
2,326.5 |
|
| R2 |
2,338.7 |
2,338.7 |
2,323.7 |
|
| R1 |
2,328.3 |
2,328.3 |
2,320.8 |
2,333.5 |
| PP |
2,307.7 |
2,307.7 |
2,307.7 |
2,310.3 |
| S1 |
2,297.3 |
2,297.3 |
2,315.2 |
2,302.5 |
| S2 |
2,276.7 |
2,276.7 |
2,312.3 |
|
| S3 |
2,245.7 |
2,266.3 |
2,309.5 |
|
| S4 |
2,214.7 |
2,235.3 |
2,301.0 |
|
|
| 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 |
2,318.0 |
2,178.0 |
140.0 |
6.0% |
44.4 |
1.9% |
100% |
True |
False |
374 |
| 10 |
2,318.0 |
2,122.0 |
196.0 |
8.5% |
44.1 |
1.9% |
100% |
True |
False |
503 |
| 20 |
2,326.0 |
2,109.0 |
217.0 |
9.4% |
55.4 |
2.4% |
96% |
False |
False |
9,556 |
| 40 |
2,326.0 |
1,999.0 |
327.0 |
14.1% |
54.8 |
2.4% |
98% |
False |
False |
5,552 |
| 60 |
2,435.0 |
1,999.0 |
436.0 |
18.8% |
54.0 |
2.3% |
73% |
False |
False |
3,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,449.8 |
|
2.618 |
2,399.2 |
|
1.618 |
2,368.2 |
|
1.000 |
2,349.0 |
|
0.618 |
2,337.2 |
|
HIGH |
2,318.0 |
|
0.618 |
2,306.2 |
|
0.500 |
2,302.5 |
|
0.382 |
2,298.8 |
|
LOW |
2,287.0 |
|
0.618 |
2,267.8 |
|
1.000 |
2,256.0 |
|
1.618 |
2,236.8 |
|
2.618 |
2,205.8 |
|
4.250 |
2,155.3 |
|
|