| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,351.0 |
2,353.0 |
2.0 |
0.1% |
2,249.0 |
| High |
2,380.0 |
2,362.0 |
-18.0 |
-0.8% |
2,367.0 |
| Low |
2,345.0 |
2,338.0 |
-7.0 |
-0.3% |
2,243.0 |
| Close |
2,368.0 |
2,359.0 |
-9.0 |
-0.4% |
2,356.0 |
| Range |
35.0 |
24.0 |
-11.0 |
-31.4% |
124.0 |
| ATR |
48.8 |
47.5 |
-1.3 |
-2.8% |
0.0 |
| Volume |
336 |
372 |
36 |
10.7% |
6,461 |
|
| Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,425.0 |
2,416.0 |
2,372.2 |
|
| R3 |
2,401.0 |
2,392.0 |
2,365.6 |
|
| R2 |
2,377.0 |
2,377.0 |
2,363.4 |
|
| R1 |
2,368.0 |
2,368.0 |
2,361.2 |
2,372.5 |
| PP |
2,353.0 |
2,353.0 |
2,353.0 |
2,355.3 |
| S1 |
2,344.0 |
2,344.0 |
2,356.8 |
2,348.5 |
| S2 |
2,329.0 |
2,329.0 |
2,354.6 |
|
| S3 |
2,305.0 |
2,320.0 |
2,352.4 |
|
| S4 |
2,281.0 |
2,296.0 |
2,345.8 |
|
|
| 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 |
2,380.0 |
2,309.0 |
71.0 |
3.0% |
33.0 |
1.4% |
70% |
False |
False |
1,318 |
| 10 |
2,380.0 |
2,235.0 |
145.0 |
6.1% |
43.1 |
1.8% |
86% |
False |
False |
780 |
| 20 |
2,380.0 |
2,178.0 |
202.0 |
8.6% |
42.2 |
1.8% |
90% |
False |
False |
677 |
| 40 |
2,380.0 |
2,109.0 |
271.0 |
11.5% |
50.5 |
2.1% |
92% |
False |
False |
5,680 |
| 60 |
2,380.0 |
1,999.0 |
381.0 |
16.2% |
52.4 |
2.2% |
94% |
False |
False |
3,930 |
| 80 |
2,435.0 |
1,991.0 |
444.0 |
18.8% |
51.4 |
2.2% |
83% |
False |
False |
3,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,464.0 |
|
2.618 |
2,424.8 |
|
1.618 |
2,400.8 |
|
1.000 |
2,386.0 |
|
0.618 |
2,376.8 |
|
HIGH |
2,362.0 |
|
0.618 |
2,352.8 |
|
0.500 |
2,350.0 |
|
0.382 |
2,347.2 |
|
LOW |
2,338.0 |
|
0.618 |
2,323.2 |
|
1.000 |
2,314.0 |
|
1.618 |
2,299.2 |
|
2.618 |
2,275.2 |
|
4.250 |
2,236.0 |
|
|