| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,275.0 |
2,292.0 |
17.0 |
0.7% |
2,219.0 |
| High |
2,307.0 |
2,298.0 |
-9.0 |
-0.4% |
2,329.0 |
| Low |
2,265.0 |
2,235.0 |
-30.0 |
-1.3% |
2,212.0 |
| Close |
2,272.0 |
2,258.0 |
-14.0 |
-0.6% |
2,258.0 |
| Range |
42.0 |
63.0 |
21.0 |
50.0% |
117.0 |
| ATR |
53.3 |
54.0 |
0.7 |
1.3% |
0.0 |
| Volume |
279 |
181 |
-98 |
-35.1% |
2,757 |
|
| Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,452.7 |
2,418.3 |
2,292.7 |
|
| R3 |
2,389.7 |
2,355.3 |
2,275.3 |
|
| R2 |
2,326.7 |
2,326.7 |
2,269.6 |
|
| R1 |
2,292.3 |
2,292.3 |
2,263.8 |
2,278.0 |
| PP |
2,263.7 |
2,263.7 |
2,263.7 |
2,256.5 |
| S1 |
2,229.3 |
2,229.3 |
2,252.2 |
2,215.0 |
| S2 |
2,200.7 |
2,200.7 |
2,246.5 |
|
| S3 |
2,137.7 |
2,166.3 |
2,240.7 |
|
| S4 |
2,074.7 |
2,103.3 |
2,223.4 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,617.3 |
2,554.7 |
2,322.4 |
|
| R3 |
2,500.3 |
2,437.7 |
2,290.2 |
|
| R2 |
2,383.3 |
2,383.3 |
2,279.5 |
|
| R1 |
2,320.7 |
2,320.7 |
2,268.7 |
2,352.0 |
| PP |
2,266.3 |
2,266.3 |
2,266.3 |
2,282.0 |
| S1 |
2,203.7 |
2,203.7 |
2,247.3 |
2,235.0 |
| S2 |
2,149.3 |
2,149.3 |
2,236.6 |
|
| S3 |
2,032.3 |
2,086.7 |
2,225.8 |
|
| S4 |
1,915.3 |
1,969.7 |
2,193.7 |
|
|
| 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% |
49.4 |
2.2% |
39% |
False |
False |
551 |
| 10 |
2,329.0 |
2,212.0 |
117.0 |
5.2% |
45.6 |
2.0% |
39% |
False |
False |
611 |
| 20 |
2,329.0 |
2,109.0 |
220.0 |
9.7% |
46.1 |
2.0% |
68% |
False |
False |
1,701 |
| 40 |
2,329.0 |
1,999.0 |
330.0 |
14.6% |
52.8 |
2.3% |
78% |
False |
False |
5,610 |
| 60 |
2,435.0 |
1,999.0 |
436.0 |
19.3% |
53.9 |
2.4% |
59% |
False |
False |
3,843 |
| 80 |
2,435.0 |
1,903.0 |
532.0 |
23.6% |
51.7 |
2.3% |
67% |
False |
False |
2,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,565.8 |
|
2.618 |
2,462.9 |
|
1.618 |
2,399.9 |
|
1.000 |
2,361.0 |
|
0.618 |
2,336.9 |
|
HIGH |
2,298.0 |
|
0.618 |
2,273.9 |
|
0.500 |
2,266.5 |
|
0.382 |
2,259.1 |
|
LOW |
2,235.0 |
|
0.618 |
2,196.1 |
|
1.000 |
2,172.0 |
|
1.618 |
2,133.1 |
|
2.618 |
2,070.1 |
|
4.250 |
1,967.3 |
|
|