| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,235.0 |
2,329.0 |
94.0 |
4.2% |
2,240.0 |
| High |
2,280.0 |
2,329.0 |
49.0 |
2.1% |
2,318.0 |
| Low |
2,235.0 |
2,256.0 |
21.0 |
0.9% |
2,215.0 |
| Close |
2,273.0 |
2,259.0 |
-14.0 |
-0.6% |
2,223.0 |
| Range |
45.0 |
73.0 |
28.0 |
62.2% |
103.0 |
| ATR |
52.2 |
53.7 |
1.5 |
2.8% |
0.0 |
| Volume |
102 |
174 |
72 |
70.6% |
3,353 |
|
| Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,500.3 |
2,452.7 |
2,299.2 |
|
| R3 |
2,427.3 |
2,379.7 |
2,279.1 |
|
| R2 |
2,354.3 |
2,354.3 |
2,272.4 |
|
| R1 |
2,306.7 |
2,306.7 |
2,265.7 |
2,294.0 |
| PP |
2,281.3 |
2,281.3 |
2,281.3 |
2,275.0 |
| S1 |
2,233.7 |
2,233.7 |
2,252.3 |
2,221.0 |
| S2 |
2,208.3 |
2,208.3 |
2,245.6 |
|
| S3 |
2,135.3 |
2,160.7 |
2,238.9 |
|
| S4 |
2,062.3 |
2,087.7 |
2,218.9 |
|
|
| 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 |
2,329.0 |
2,212.0 |
117.0 |
5.2% |
46.6 |
2.1% |
40% |
True |
False |
567 |
| 10 |
2,329.0 |
2,181.0 |
148.0 |
6.6% |
43.2 |
1.9% |
53% |
True |
False |
582 |
| 20 |
2,329.0 |
2,109.0 |
220.0 |
9.7% |
45.9 |
2.0% |
68% |
True |
False |
5,982 |
| 40 |
2,329.0 |
1,999.0 |
330.0 |
14.6% |
53.0 |
2.3% |
79% |
True |
False |
5,600 |
| 60 |
2,435.0 |
1,999.0 |
436.0 |
19.3% |
53.2 |
2.4% |
60% |
False |
False |
3,848 |
| 80 |
2,435.0 |
1,903.0 |
532.0 |
23.6% |
50.9 |
2.3% |
67% |
False |
False |
2,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,639.3 |
|
2.618 |
2,520.1 |
|
1.618 |
2,447.1 |
|
1.000 |
2,402.0 |
|
0.618 |
2,374.1 |
|
HIGH |
2,329.0 |
|
0.618 |
2,301.1 |
|
0.500 |
2,292.5 |
|
0.382 |
2,283.9 |
|
LOW |
2,256.0 |
|
0.618 |
2,210.9 |
|
1.000 |
2,183.0 |
|
1.618 |
2,137.9 |
|
2.618 |
2,064.9 |
|
4.250 |
1,945.8 |
|
|