| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,300.0 |
2,281.0 |
-19.0 |
-0.8% |
2,224.0 |
| High |
2,300.0 |
2,281.0 |
-19.0 |
-0.8% |
2,245.0 |
| Low |
2,269.0 |
2,240.0 |
-29.0 |
-1.3% |
2,178.0 |
| Close |
2,279.0 |
2,244.0 |
-35.0 |
-1.5% |
2,242.0 |
| Range |
31.0 |
41.0 |
10.0 |
32.3% |
67.0 |
| ATR |
54.2 |
53.3 |
-0.9 |
-1.7% |
0.0 |
| Volume |
1,214 |
202 |
-1,012 |
-83.4% |
412 |
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,378.0 |
2,352.0 |
2,266.6 |
|
| R3 |
2,337.0 |
2,311.0 |
2,255.3 |
|
| R2 |
2,296.0 |
2,296.0 |
2,251.5 |
|
| R1 |
2,270.0 |
2,270.0 |
2,247.8 |
2,262.5 |
| PP |
2,255.0 |
2,255.0 |
2,255.0 |
2,251.3 |
| S1 |
2,229.0 |
2,229.0 |
2,240.2 |
2,221.5 |
| S2 |
2,214.0 |
2,214.0 |
2,236.5 |
|
| S3 |
2,173.0 |
2,188.0 |
2,232.7 |
|
| S4 |
2,132.0 |
2,147.0 |
2,221.5 |
|
|
| 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 |
2,218.0 |
100.0 |
4.5% |
37.2 |
1.7% |
26% |
False |
False |
622 |
| 10 |
2,318.0 |
2,178.0 |
140.0 |
6.2% |
36.1 |
1.6% |
47% |
False |
False |
500 |
| 20 |
2,318.0 |
2,109.0 |
209.0 |
9.3% |
53.1 |
2.4% |
65% |
False |
False |
9,156 |
| 40 |
2,326.0 |
1,999.0 |
327.0 |
14.6% |
53.2 |
2.4% |
75% |
False |
False |
5,552 |
| 60 |
2,435.0 |
1,999.0 |
436.0 |
19.4% |
53.5 |
2.4% |
56% |
False |
False |
3,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,455.3 |
|
2.618 |
2,388.3 |
|
1.618 |
2,347.3 |
|
1.000 |
2,322.0 |
|
0.618 |
2,306.3 |
|
HIGH |
2,281.0 |
|
0.618 |
2,265.3 |
|
0.500 |
2,260.5 |
|
0.382 |
2,255.7 |
|
LOW |
2,240.0 |
|
0.618 |
2,214.7 |
|
1.000 |
2,199.0 |
|
1.618 |
2,173.7 |
|
2.618 |
2,132.7 |
|
4.250 |
2,065.8 |
|
|