| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,255.0 |
2,219.0 |
-36.0 |
-1.6% |
2,240.0 |
| High |
2,265.0 |
2,236.0 |
-29.0 |
-1.3% |
2,318.0 |
| Low |
2,215.0 |
2,212.0 |
-3.0 |
-0.1% |
2,215.0 |
| Close |
2,223.0 |
2,212.0 |
-11.0 |
-0.5% |
2,223.0 |
| Range |
50.0 |
24.0 |
-26.0 |
-52.0% |
103.0 |
| ATR |
53.0 |
51.0 |
-2.1 |
-3.9% |
0.0 |
| Volume |
336 |
2,021 |
1,685 |
501.5% |
3,353 |
|
| Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,292.0 |
2,276.0 |
2,225.2 |
|
| R3 |
2,268.0 |
2,252.0 |
2,218.6 |
|
| R2 |
2,244.0 |
2,244.0 |
2,216.4 |
|
| R1 |
2,228.0 |
2,228.0 |
2,214.2 |
2,224.0 |
| PP |
2,220.0 |
2,220.0 |
2,220.0 |
2,218.0 |
| S1 |
2,204.0 |
2,204.0 |
2,209.8 |
2,200.0 |
| S2 |
2,196.0 |
2,196.0 |
2,207.6 |
|
| S3 |
2,172.0 |
2,180.0 |
2,205.4 |
|
| S4 |
2,148.0 |
2,156.0 |
2,198.8 |
|
|
| 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 |
2,212.0 |
106.0 |
4.8% |
35.4 |
1.6% |
0% |
False |
True |
931 |
| 10 |
2,318.0 |
2,178.0 |
140.0 |
6.3% |
38.7 |
1.7% |
24% |
False |
False |
578 |
| 20 |
2,318.0 |
2,109.0 |
209.0 |
9.4% |
47.0 |
2.1% |
49% |
False |
False |
7,636 |
| 40 |
2,326.0 |
1,999.0 |
327.0 |
14.8% |
52.7 |
2.4% |
65% |
False |
False |
5,600 |
| 60 |
2,435.0 |
1,999.0 |
436.0 |
19.7% |
53.0 |
2.4% |
49% |
False |
False |
3,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,338.0 |
|
2.618 |
2,298.8 |
|
1.618 |
2,274.8 |
|
1.000 |
2,260.0 |
|
0.618 |
2,250.8 |
|
HIGH |
2,236.0 |
|
0.618 |
2,226.8 |
|
0.500 |
2,224.0 |
|
0.382 |
2,221.2 |
|
LOW |
2,212.0 |
|
0.618 |
2,197.2 |
|
1.000 |
2,188.0 |
|
1.618 |
2,173.2 |
|
2.618 |
2,149.2 |
|
4.250 |
2,110.0 |
|
|