| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,369.0 |
2,379.0 |
10.0 |
0.4% |
2,351.0 |
| High |
2,398.0 |
2,400.0 |
2.0 |
0.1% |
2,400.0 |
| Low |
2,360.0 |
2,364.0 |
4.0 |
0.2% |
2,334.0 |
| Close |
2,392.0 |
2,374.0 |
-18.0 |
-0.8% |
2,374.0 |
| Range |
38.0 |
36.0 |
-2.0 |
-5.3% |
66.0 |
| ATR |
47.1 |
46.3 |
-0.8 |
-1.7% |
0.0 |
| Volume |
874 |
93 |
-781 |
-89.4% |
1,989 |
|
| Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,487.3 |
2,466.7 |
2,393.8 |
|
| R3 |
2,451.3 |
2,430.7 |
2,383.9 |
|
| R2 |
2,415.3 |
2,415.3 |
2,380.6 |
|
| R1 |
2,394.7 |
2,394.7 |
2,377.3 |
2,387.0 |
| PP |
2,379.3 |
2,379.3 |
2,379.3 |
2,375.5 |
| S1 |
2,358.7 |
2,358.7 |
2,370.7 |
2,351.0 |
| S2 |
2,343.3 |
2,343.3 |
2,367.4 |
|
| S3 |
2,307.3 |
2,322.7 |
2,364.1 |
|
| S4 |
2,271.3 |
2,286.7 |
2,354.2 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,567.3 |
2,536.7 |
2,410.3 |
|
| R3 |
2,501.3 |
2,470.7 |
2,392.2 |
|
| R2 |
2,435.3 |
2,435.3 |
2,386.1 |
|
| R1 |
2,404.7 |
2,404.7 |
2,380.1 |
2,420.0 |
| PP |
2,369.3 |
2,369.3 |
2,369.3 |
2,377.0 |
| S1 |
2,338.7 |
2,338.7 |
2,368.0 |
2,354.0 |
| S2 |
2,303.3 |
2,303.3 |
2,361.9 |
|
| S3 |
2,237.3 |
2,272.7 |
2,355.9 |
|
| S4 |
2,171.3 |
2,206.7 |
2,337.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,400.0 |
2,334.0 |
66.0 |
2.8% |
35.2 |
1.5% |
61% |
True |
False |
397 |
| 10 |
2,400.0 |
2,243.0 |
157.0 |
6.6% |
37.0 |
1.6% |
83% |
True |
False |
845 |
| 20 |
2,400.0 |
2,212.0 |
188.0 |
7.9% |
41.3 |
1.7% |
86% |
True |
False |
728 |
| 40 |
2,400.0 |
2,109.0 |
291.0 |
12.3% |
47.9 |
2.0% |
91% |
True |
False |
5,604 |
| 60 |
2,400.0 |
1,999.0 |
401.0 |
16.9% |
51.1 |
2.2% |
94% |
True |
False |
3,923 |
| 80 |
2,435.0 |
1,999.0 |
436.0 |
18.4% |
50.9 |
2.1% |
86% |
False |
False |
3,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,553.0 |
|
2.618 |
2,494.2 |
|
1.618 |
2,458.2 |
|
1.000 |
2,436.0 |
|
0.618 |
2,422.2 |
|
HIGH |
2,400.0 |
|
0.618 |
2,386.2 |
|
0.500 |
2,382.0 |
|
0.382 |
2,377.8 |
|
LOW |
2,364.0 |
|
0.618 |
2,341.8 |
|
1.000 |
2,328.0 |
|
1.618 |
2,305.8 |
|
2.618 |
2,269.8 |
|
4.250 |
2,211.0 |
|
|