| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,371.0 |
2,369.0 |
-2.0 |
-0.1% |
2,249.0 |
| High |
2,377.0 |
2,398.0 |
21.0 |
0.9% |
2,367.0 |
| Low |
2,334.0 |
2,360.0 |
26.0 |
1.1% |
2,243.0 |
| Close |
2,352.0 |
2,392.0 |
40.0 |
1.7% |
2,356.0 |
| Range |
43.0 |
38.0 |
-5.0 |
-11.6% |
124.0 |
| ATR |
47.2 |
47.1 |
-0.1 |
-0.2% |
0.0 |
| Volume |
314 |
874 |
560 |
178.3% |
6,461 |
|
| Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,497.3 |
2,482.7 |
2,412.9 |
|
| R3 |
2,459.3 |
2,444.7 |
2,402.5 |
|
| R2 |
2,421.3 |
2,421.3 |
2,399.0 |
|
| R1 |
2,406.7 |
2,406.7 |
2,395.5 |
2,414.0 |
| PP |
2,383.3 |
2,383.3 |
2,383.3 |
2,387.0 |
| S1 |
2,368.7 |
2,368.7 |
2,388.5 |
2,376.0 |
| S2 |
2,345.3 |
2,345.3 |
2,385.0 |
|
| S3 |
2,307.3 |
2,330.7 |
2,381.6 |
|
| S4 |
2,269.3 |
2,292.7 |
2,371.1 |
|
|
| 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 |
2,398.0 |
2,334.0 |
64.0 |
2.7% |
32.0 |
1.3% |
91% |
True |
False |
466 |
| 10 |
2,398.0 |
2,235.0 |
163.0 |
6.8% |
39.7 |
1.7% |
96% |
True |
False |
853 |
| 20 |
2,398.0 |
2,212.0 |
186.0 |
7.8% |
40.9 |
1.7% |
97% |
True |
False |
728 |
| 40 |
2,398.0 |
2,109.0 |
289.0 |
12.1% |
47.6 |
2.0% |
98% |
True |
False |
5,640 |
| 60 |
2,398.0 |
1,999.0 |
399.0 |
16.7% |
52.6 |
2.2% |
98% |
True |
False |
3,945 |
| 80 |
2,435.0 |
1,999.0 |
436.0 |
18.2% |
51.2 |
2.1% |
90% |
False |
False |
3,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,559.5 |
|
2.618 |
2,497.5 |
|
1.618 |
2,459.5 |
|
1.000 |
2,436.0 |
|
0.618 |
2,421.5 |
|
HIGH |
2,398.0 |
|
0.618 |
2,383.5 |
|
0.500 |
2,379.0 |
|
0.382 |
2,374.5 |
|
LOW |
2,360.0 |
|
0.618 |
2,336.5 |
|
1.000 |
2,322.0 |
|
1.618 |
2,298.5 |
|
2.618 |
2,260.5 |
|
4.250 |
2,198.5 |
|
|