Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
02-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
5,902.5 |
5,911.0 |
8.5 |
0.1% |
5,919.5 |
High |
5,914.0 |
6,093.0 |
179.0 |
3.0% |
5,945.5 |
Low |
5,852.5 |
5,910.0 |
57.5 |
1.0% |
5,795.5 |
Close |
5,914.0 |
6,087.5 |
173.5 |
2.9% |
5,914.0 |
Range |
61.5 |
183.0 |
121.5 |
197.6% |
150.0 |
ATR |
141.8 |
144.7 |
2.9 |
2.1% |
0.0 |
Volume |
150 |
266 |
116 |
77.3% |
1,562 |
|
Daily Pivots for day following 02-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,579.2 |
6,516.3 |
6,188.2 |
|
R3 |
6,396.2 |
6,333.3 |
6,137.8 |
|
R2 |
6,213.2 |
6,213.2 |
6,121.1 |
|
R1 |
6,150.3 |
6,150.3 |
6,104.3 |
6,181.8 |
PP |
6,030.2 |
6,030.2 |
6,030.2 |
6,045.9 |
S1 |
5,967.3 |
5,967.3 |
6,070.7 |
5,998.8 |
S2 |
5,847.2 |
5,847.2 |
6,054.0 |
|
S3 |
5,664.2 |
5,784.3 |
6,037.2 |
|
S4 |
5,481.2 |
5,601.3 |
5,986.9 |
|
|
Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,335.0 |
6,274.5 |
5,996.5 |
|
R3 |
6,185.0 |
6,124.5 |
5,955.3 |
|
R2 |
6,035.0 |
6,035.0 |
5,941.5 |
|
R1 |
5,974.5 |
5,974.5 |
5,927.8 |
5,929.8 |
PP |
5,885.0 |
5,885.0 |
5,885.0 |
5,862.6 |
S1 |
5,824.5 |
5,824.5 |
5,900.3 |
5,779.8 |
S2 |
5,735.0 |
5,735.0 |
5,886.5 |
|
S3 |
5,585.0 |
5,674.5 |
5,872.8 |
|
S4 |
5,435.0 |
5,524.5 |
5,831.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,093.0 |
5,795.5 |
297.5 |
4.9% |
102.1 |
1.7% |
98% |
True |
False |
365 |
10 |
6,093.0 |
5,641.5 |
451.5 |
7.4% |
124.2 |
2.0% |
99% |
True |
False |
381 |
20 |
6,186.0 |
5,641.5 |
544.5 |
8.9% |
143.8 |
2.4% |
82% |
False |
False |
2,377 |
40 |
6,186.0 |
5,409.0 |
777.0 |
12.8% |
150.3 |
2.5% |
87% |
False |
False |
1,273 |
60 |
6,471.0 |
5,409.0 |
1,062.0 |
17.4% |
154.5 |
2.5% |
64% |
False |
False |
884 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,870.8 |
2.618 |
6,572.1 |
1.618 |
6,389.1 |
1.000 |
6,276.0 |
0.618 |
6,206.1 |
HIGH |
6,093.0 |
0.618 |
6,023.1 |
0.500 |
6,001.5 |
0.382 |
5,979.9 |
LOW |
5,910.0 |
0.618 |
5,796.9 |
1.000 |
5,727.0 |
1.618 |
5,613.9 |
2.618 |
5,430.9 |
4.250 |
5,132.3 |
|
|