| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,329.0 |
2,275.0 |
-54.0 |
-2.3% |
2,240.0 |
| High |
2,329.0 |
2,307.0 |
-22.0 |
-0.9% |
2,318.0 |
| Low |
2,256.0 |
2,265.0 |
9.0 |
0.4% |
2,215.0 |
| Close |
2,259.0 |
2,272.0 |
13.0 |
0.6% |
2,223.0 |
| Range |
73.0 |
42.0 |
-31.0 |
-42.5% |
103.0 |
| ATR |
53.7 |
53.3 |
-0.4 |
-0.8% |
0.0 |
| Volume |
174 |
279 |
105 |
60.3% |
3,353 |
|
| Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,407.3 |
2,381.7 |
2,295.1 |
|
| R3 |
2,365.3 |
2,339.7 |
2,283.6 |
|
| R2 |
2,323.3 |
2,323.3 |
2,279.7 |
|
| R1 |
2,297.7 |
2,297.7 |
2,275.9 |
2,289.5 |
| PP |
2,281.3 |
2,281.3 |
2,281.3 |
2,277.3 |
| S1 |
2,255.7 |
2,255.7 |
2,268.2 |
2,247.5 |
| S2 |
2,239.3 |
2,239.3 |
2,264.3 |
|
| S3 |
2,197.3 |
2,213.7 |
2,260.5 |
|
| S4 |
2,155.3 |
2,171.7 |
2,248.9 |
|
|
| 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 |
5.1% |
46.8 |
2.1% |
51% |
False |
False |
582 |
| 10 |
2,329.0 |
2,212.0 |
117.0 |
5.1% |
42.0 |
1.8% |
51% |
False |
False |
602 |
| 20 |
2,329.0 |
2,109.0 |
220.0 |
9.7% |
45.1 |
2.0% |
74% |
False |
False |
4,327 |
| 40 |
2,329.0 |
1,999.0 |
330.0 |
14.5% |
52.5 |
2.3% |
83% |
False |
False |
5,606 |
| 60 |
2,435.0 |
1,999.0 |
436.0 |
19.2% |
53.6 |
2.4% |
63% |
False |
False |
3,844 |
| 80 |
2,435.0 |
1,903.0 |
532.0 |
23.4% |
51.1 |
2.2% |
69% |
False |
False |
2,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,485.5 |
|
2.618 |
2,417.0 |
|
1.618 |
2,375.0 |
|
1.000 |
2,349.0 |
|
0.618 |
2,333.0 |
|
HIGH |
2,307.0 |
|
0.618 |
2,291.0 |
|
0.500 |
2,286.0 |
|
0.382 |
2,281.0 |
|
LOW |
2,265.0 |
|
0.618 |
2,239.0 |
|
1.000 |
2,223.0 |
|
1.618 |
2,197.0 |
|
2.618 |
2,155.0 |
|
4.250 |
2,086.5 |
|
|