| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,281.0 |
2,255.0 |
-26.0 |
-1.1% |
2,240.0 |
| High |
2,281.0 |
2,265.0 |
-16.0 |
-0.7% |
2,318.0 |
| Low |
2,240.0 |
2,215.0 |
-25.0 |
-1.1% |
2,215.0 |
| Close |
2,244.0 |
2,223.0 |
-21.0 |
-0.9% |
2,223.0 |
| Range |
41.0 |
50.0 |
9.0 |
22.0% |
103.0 |
| ATR |
53.3 |
53.0 |
-0.2 |
-0.4% |
0.0 |
| Volume |
202 |
336 |
134 |
66.3% |
3,353 |
|
| Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,384.3 |
2,353.7 |
2,250.5 |
|
| R3 |
2,334.3 |
2,303.7 |
2,236.8 |
|
| R2 |
2,284.3 |
2,284.3 |
2,232.2 |
|
| R1 |
2,253.7 |
2,253.7 |
2,227.6 |
2,244.0 |
| PP |
2,234.3 |
2,234.3 |
2,234.3 |
2,229.5 |
| S1 |
2,203.7 |
2,203.7 |
2,218.4 |
2,194.0 |
| S2 |
2,184.3 |
2,184.3 |
2,213.8 |
|
| S3 |
2,134.3 |
2,153.7 |
2,209.3 |
|
| S4 |
2,084.3 |
2,103.7 |
2,195.5 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,561.0 |
2,495.0 |
2,279.7 |
|
| R3 |
2,458.0 |
2,392.0 |
2,251.3 |
|
| R2 |
2,355.0 |
2,355.0 |
2,241.9 |
|
| R1 |
2,289.0 |
2,289.0 |
2,232.4 |
2,270.5 |
| PP |
2,252.0 |
2,252.0 |
2,252.0 |
2,242.8 |
| S1 |
2,186.0 |
2,186.0 |
2,213.6 |
2,167.5 |
| S2 |
2,149.0 |
2,149.0 |
2,204.1 |
|
| S3 |
2,046.0 |
2,083.0 |
2,194.7 |
|
| S4 |
1,943.0 |
1,980.0 |
2,166.4 |
|
|
| 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 |
2,215.0 |
103.0 |
4.6% |
41.8 |
1.9% |
8% |
False |
True |
670 |
| 10 |
2,318.0 |
2,178.0 |
140.0 |
6.3% |
37.9 |
1.7% |
32% |
False |
False |
411 |
| 20 |
2,318.0 |
2,109.0 |
209.0 |
9.4% |
50.5 |
2.3% |
55% |
False |
False |
8,295 |
| 40 |
2,326.0 |
1,999.0 |
327.0 |
14.7% |
53.4 |
2.4% |
69% |
False |
False |
5,560 |
| 60 |
2,435.0 |
1,999.0 |
436.0 |
19.6% |
53.4 |
2.4% |
51% |
False |
False |
3,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,477.5 |
|
2.618 |
2,395.9 |
|
1.618 |
2,345.9 |
|
1.000 |
2,315.0 |
|
0.618 |
2,295.9 |
|
HIGH |
2,265.0 |
|
0.618 |
2,245.9 |
|
0.500 |
2,240.0 |
|
0.382 |
2,234.1 |
|
LOW |
2,215.0 |
|
0.618 |
2,184.1 |
|
1.000 |
2,165.0 |
|
1.618 |
2,134.1 |
|
2.618 |
2,084.1 |
|
4.250 |
2,002.5 |
|
|