| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,332.0 |
2,367.0 |
35.0 |
1.5% |
2,249.0 |
| High |
2,365.0 |
2,367.0 |
2.0 |
0.1% |
2,367.0 |
| Low |
2,321.0 |
2,347.0 |
26.0 |
1.1% |
2,243.0 |
| Close |
2,363.0 |
2,356.0 |
-7.0 |
-0.3% |
2,356.0 |
| Range |
44.0 |
20.0 |
-24.0 |
-54.5% |
124.0 |
| ATR |
52.2 |
49.9 |
-2.3 |
-4.4% |
0.0 |
| Volume |
1,204 |
437 |
-767 |
-63.7% |
6,461 |
|
| Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,416.7 |
2,406.3 |
2,367.0 |
|
| R3 |
2,396.7 |
2,386.3 |
2,361.5 |
|
| R2 |
2,376.7 |
2,376.7 |
2,359.7 |
|
| R1 |
2,366.3 |
2,366.3 |
2,357.8 |
2,361.5 |
| PP |
2,356.7 |
2,356.7 |
2,356.7 |
2,354.3 |
| S1 |
2,346.3 |
2,346.3 |
2,354.2 |
2,341.5 |
| S2 |
2,336.7 |
2,336.7 |
2,352.3 |
|
| S3 |
2,316.7 |
2,326.3 |
2,350.5 |
|
| S4 |
2,296.7 |
2,306.3 |
2,345.0 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,694.0 |
2,649.0 |
2,424.2 |
|
| R3 |
2,570.0 |
2,525.0 |
2,390.1 |
|
| R2 |
2,446.0 |
2,446.0 |
2,378.7 |
|
| R1 |
2,401.0 |
2,401.0 |
2,367.4 |
2,423.5 |
| PP |
2,322.0 |
2,322.0 |
2,322.0 |
2,333.3 |
| S1 |
2,277.0 |
2,277.0 |
2,344.6 |
2,299.5 |
| S2 |
2,198.0 |
2,198.0 |
2,333.3 |
|
| S3 |
2,074.0 |
2,153.0 |
2,321.9 |
|
| S4 |
1,950.0 |
2,029.0 |
2,287.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,367.0 |
2,243.0 |
124.0 |
5.3% |
38.8 |
1.6% |
91% |
True |
False |
1,292 |
| 10 |
2,367.0 |
2,212.0 |
155.0 |
6.6% |
44.1 |
1.9% |
93% |
True |
False |
921 |
| 20 |
2,367.0 |
2,178.0 |
189.0 |
8.0% |
41.0 |
1.7% |
94% |
True |
False |
666 |
| 40 |
2,367.0 |
1,999.0 |
368.0 |
15.6% |
52.2 |
2.2% |
97% |
True |
False |
5,694 |
| 60 |
2,416.0 |
1,999.0 |
417.0 |
17.7% |
52.7 |
2.2% |
86% |
False |
False |
3,919 |
| 80 |
2,435.0 |
1,991.0 |
444.0 |
18.8% |
51.1 |
2.2% |
82% |
False |
False |
3,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,452.0 |
|
2.618 |
2,419.4 |
|
1.618 |
2,399.4 |
|
1.000 |
2,387.0 |
|
0.618 |
2,379.4 |
|
HIGH |
2,367.0 |
|
0.618 |
2,359.4 |
|
0.500 |
2,357.0 |
|
0.382 |
2,354.6 |
|
LOW |
2,347.0 |
|
0.618 |
2,334.6 |
|
1.000 |
2,327.0 |
|
1.618 |
2,314.6 |
|
2.618 |
2,294.6 |
|
4.250 |
2,262.0 |
|
|