| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,309.0 |
2,300.0 |
-9.0 |
-0.4% |
2,224.0 |
| High |
2,318.0 |
2,300.0 |
-18.0 |
-0.8% |
2,245.0 |
| Low |
2,287.0 |
2,269.0 |
-18.0 |
-0.8% |
2,178.0 |
| Close |
2,318.0 |
2,279.0 |
-39.0 |
-1.7% |
2,242.0 |
| Range |
31.0 |
31.0 |
0.0 |
0.0% |
67.0 |
| ATR |
54.6 |
54.2 |
-0.4 |
-0.7% |
0.0 |
| Volume |
882 |
1,214 |
332 |
37.6% |
412 |
|
| Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,375.7 |
2,358.3 |
2,296.1 |
|
| R3 |
2,344.7 |
2,327.3 |
2,287.5 |
|
| R2 |
2,313.7 |
2,313.7 |
2,284.7 |
|
| R1 |
2,296.3 |
2,296.3 |
2,281.8 |
2,289.5 |
| PP |
2,282.7 |
2,282.7 |
2,282.7 |
2,279.3 |
| S1 |
2,265.3 |
2,265.3 |
2,276.2 |
2,258.5 |
| S2 |
2,251.7 |
2,251.7 |
2,273.3 |
|
| S3 |
2,220.7 |
2,234.3 |
2,270.5 |
|
| S4 |
2,189.7 |
2,203.3 |
2,262.0 |
|
|
| 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 |
2,181.0 |
137.0 |
6.0% |
39.8 |
1.7% |
72% |
False |
False |
598 |
| 10 |
2,318.0 |
2,166.0 |
152.0 |
6.7% |
39.5 |
1.7% |
74% |
False |
False |
567 |
| 20 |
2,326.0 |
2,109.0 |
217.0 |
9.5% |
55.5 |
2.4% |
78% |
False |
False |
9,429 |
| 40 |
2,326.0 |
1,999.0 |
327.0 |
14.3% |
53.9 |
2.4% |
86% |
False |
False |
5,547 |
| 60 |
2,435.0 |
1,999.0 |
436.0 |
19.1% |
54.1 |
2.4% |
64% |
False |
False |
3,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,431.8 |
|
2.618 |
2,381.2 |
|
1.618 |
2,350.2 |
|
1.000 |
2,331.0 |
|
0.618 |
2,319.2 |
|
HIGH |
2,300.0 |
|
0.618 |
2,288.2 |
|
0.500 |
2,284.5 |
|
0.382 |
2,280.8 |
|
LOW |
2,269.0 |
|
0.618 |
2,249.8 |
|
1.000 |
2,238.0 |
|
1.618 |
2,218.8 |
|
2.618 |
2,187.8 |
|
4.250 |
2,137.3 |
|
|