| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,249.0 |
2,300.0 |
51.0 |
2.3% |
2,219.0 |
| High |
2,292.0 |
2,339.0 |
47.0 |
2.1% |
2,329.0 |
| Low |
2,243.0 |
2,300.0 |
57.0 |
2.5% |
2,212.0 |
| Close |
2,288.0 |
2,320.0 |
32.0 |
1.4% |
2,258.0 |
| Range |
49.0 |
39.0 |
-10.0 |
-20.4% |
117.0 |
| ATR |
53.6 |
53.4 |
-0.2 |
-0.3% |
0.0 |
| Volume |
314 |
264 |
-50 |
-15.9% |
2,757 |
|
| Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,436.7 |
2,417.3 |
2,341.5 |
|
| R3 |
2,397.7 |
2,378.3 |
2,330.7 |
|
| R2 |
2,358.7 |
2,358.7 |
2,327.2 |
|
| R1 |
2,339.3 |
2,339.3 |
2,323.6 |
2,349.0 |
| PP |
2,319.7 |
2,319.7 |
2,319.7 |
2,324.5 |
| S1 |
2,300.3 |
2,300.3 |
2,316.4 |
2,310.0 |
| S2 |
2,280.7 |
2,280.7 |
2,312.9 |
|
| S3 |
2,241.7 |
2,261.3 |
2,309.3 |
|
| S4 |
2,202.7 |
2,222.3 |
2,298.6 |
|
|
| 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 |
2,339.0 |
2,235.0 |
104.0 |
4.5% |
53.2 |
2.3% |
82% |
True |
False |
242 |
| 10 |
2,339.0 |
2,212.0 |
127.0 |
5.5% |
45.7 |
2.0% |
85% |
True |
False |
508 |
| 20 |
2,339.0 |
2,122.0 |
217.0 |
9.4% |
44.9 |
1.9% |
91% |
True |
False |
506 |
| 40 |
2,339.0 |
1,999.0 |
340.0 |
14.7% |
53.0 |
2.3% |
94% |
True |
False |
5,607 |
| 60 |
2,435.0 |
1,999.0 |
436.0 |
18.8% |
53.7 |
2.3% |
74% |
False |
False |
3,852 |
| 80 |
2,435.0 |
1,991.0 |
444.0 |
19.1% |
51.5 |
2.2% |
74% |
False |
False |
2,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,504.8 |
|
2.618 |
2,441.1 |
|
1.618 |
2,402.1 |
|
1.000 |
2,378.0 |
|
0.618 |
2,363.1 |
|
HIGH |
2,339.0 |
|
0.618 |
2,324.1 |
|
0.500 |
2,319.5 |
|
0.382 |
2,314.9 |
|
LOW |
2,300.0 |
|
0.618 |
2,275.9 |
|
1.000 |
2,261.0 |
|
1.618 |
2,236.9 |
|
2.618 |
2,197.9 |
|
4.250 |
2,134.3 |
|
|