| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,353.0 |
2,371.0 |
18.0 |
0.8% |
2,249.0 |
| High |
2,362.0 |
2,377.0 |
15.0 |
0.6% |
2,367.0 |
| Low |
2,338.0 |
2,334.0 |
-4.0 |
-0.2% |
2,243.0 |
| Close |
2,359.0 |
2,352.0 |
-7.0 |
-0.3% |
2,356.0 |
| Range |
24.0 |
43.0 |
19.0 |
79.2% |
124.0 |
| ATR |
47.5 |
47.2 |
-0.3 |
-0.7% |
0.0 |
| Volume |
372 |
314 |
-58 |
-15.6% |
6,461 |
|
| Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,483.3 |
2,460.7 |
2,375.7 |
|
| R3 |
2,440.3 |
2,417.7 |
2,363.8 |
|
| R2 |
2,397.3 |
2,397.3 |
2,359.9 |
|
| R1 |
2,374.7 |
2,374.7 |
2,355.9 |
2,364.5 |
| PP |
2,354.3 |
2,354.3 |
2,354.3 |
2,349.3 |
| S1 |
2,331.7 |
2,331.7 |
2,348.1 |
2,321.5 |
| S2 |
2,311.3 |
2,311.3 |
2,344.1 |
|
| S3 |
2,268.3 |
2,288.7 |
2,340.2 |
|
| S4 |
2,225.3 |
2,245.7 |
2,328.4 |
|
|
| 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 |
2,321.0 |
59.0 |
2.5% |
33.2 |
1.4% |
53% |
False |
False |
532 |
| 10 |
2,380.0 |
2,235.0 |
145.0 |
6.2% |
40.1 |
1.7% |
81% |
False |
False |
794 |
| 20 |
2,380.0 |
2,181.0 |
199.0 |
8.5% |
41.7 |
1.8% |
86% |
False |
False |
688 |
| 40 |
2,380.0 |
2,109.0 |
271.0 |
11.5% |
50.2 |
2.1% |
90% |
False |
False |
5,652 |
| 60 |
2,380.0 |
1,999.0 |
381.0 |
16.2% |
52.4 |
2.2% |
93% |
False |
False |
3,930 |
| 80 |
2,435.0 |
1,999.0 |
436.0 |
18.5% |
51.6 |
2.2% |
81% |
False |
False |
3,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,559.8 |
|
2.618 |
2,489.6 |
|
1.618 |
2,446.6 |
|
1.000 |
2,420.0 |
|
0.618 |
2,403.6 |
|
HIGH |
2,377.0 |
|
0.618 |
2,360.6 |
|
0.500 |
2,355.5 |
|
0.382 |
2,350.4 |
|
LOW |
2,334.0 |
|
0.618 |
2,307.4 |
|
1.000 |
2,291.0 |
|
1.618 |
2,264.4 |
|
2.618 |
2,221.4 |
|
4.250 |
2,151.3 |
|
|