Day Change Summary |
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Previous |
Current |
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02-Jan-2012 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
5,911.0 |
6,101.0 |
190.0 |
3.2% |
5,919.5 |
High |
6,093.0 |
6,193.0 |
100.0 |
1.6% |
5,945.5 |
Low |
5,910.0 |
6,101.0 |
191.0 |
3.2% |
5,795.5 |
Close |
6,087.5 |
6,186.0 |
98.5 |
1.6% |
5,914.0 |
Range |
183.0 |
92.0 |
-91.0 |
-49.7% |
150.0 |
ATR |
144.7 |
141.9 |
-2.8 |
-1.9% |
0.0 |
Volume |
266 |
816 |
550 |
206.8% |
1,562 |
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Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,436.0 |
6,403.0 |
6,236.6 |
|
R3 |
6,344.0 |
6,311.0 |
6,211.3 |
|
R2 |
6,252.0 |
6,252.0 |
6,202.9 |
|
R1 |
6,219.0 |
6,219.0 |
6,194.4 |
6,235.5 |
PP |
6,160.0 |
6,160.0 |
6,160.0 |
6,168.3 |
S1 |
6,127.0 |
6,127.0 |
6,177.6 |
6,143.5 |
S2 |
6,068.0 |
6,068.0 |
6,169.1 |
|
S3 |
5,976.0 |
6,035.0 |
6,160.7 |
|
S4 |
5,884.0 |
5,943.0 |
6,135.4 |
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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 |
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|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,193.0 |
5,795.5 |
397.5 |
6.4% |
112.8 |
1.8% |
98% |
True |
False |
372 |
10 |
6,193.0 |
5,669.5 |
523.5 |
8.5% |
118.2 |
1.9% |
99% |
True |
False |
438 |
20 |
6,193.0 |
5,641.5 |
551.5 |
8.9% |
143.1 |
2.3% |
99% |
True |
False |
2,384 |
40 |
6,193.0 |
5,409.0 |
784.0 |
12.7% |
149.8 |
2.4% |
99% |
True |
False |
1,292 |
60 |
6,471.0 |
5,409.0 |
1,062.0 |
17.2% |
152.6 |
2.5% |
73% |
False |
False |
896 |
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|
Fibonacci Retracements and Extensions |
4.250 |
6,584.0 |
2.618 |
6,433.9 |
1.618 |
6,341.9 |
1.000 |
6,285.0 |
0.618 |
6,249.9 |
HIGH |
6,193.0 |
0.618 |
6,157.9 |
0.500 |
6,147.0 |
0.382 |
6,136.1 |
LOW |
6,101.0 |
0.618 |
6,044.1 |
1.000 |
6,009.0 |
1.618 |
5,952.1 |
2.618 |
5,860.1 |
4.250 |
5,710.0 |
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