Day Change Summary |
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Previous |
Current |
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03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
6,101.0 |
6,154.0 |
53.0 |
0.9% |
5,919.5 |
High |
6,193.0 |
6,175.5 |
-17.5 |
-0.3% |
5,945.5 |
Low |
6,101.0 |
6,110.0 |
9.0 |
0.1% |
5,795.5 |
Close |
6,186.0 |
6,135.0 |
-51.0 |
-0.8% |
5,914.0 |
Range |
92.0 |
65.5 |
-26.5 |
-28.8% |
150.0 |
ATR |
141.9 |
137.2 |
-4.7 |
-3.3% |
0.0 |
Volume |
816 |
326 |
-490 |
-60.0% |
1,562 |
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Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,336.7 |
6,301.3 |
6,171.0 |
|
R3 |
6,271.2 |
6,235.8 |
6,153.0 |
|
R2 |
6,205.7 |
6,205.7 |
6,147.0 |
|
R1 |
6,170.3 |
6,170.3 |
6,141.0 |
6,155.3 |
PP |
6,140.2 |
6,140.2 |
6,140.2 |
6,132.6 |
S1 |
6,104.8 |
6,104.8 |
6,129.0 |
6,089.8 |
S2 |
6,074.7 |
6,074.7 |
6,123.0 |
|
S3 |
6,009.2 |
6,039.3 |
6,117.0 |
|
S4 |
5,943.7 |
5,973.8 |
6,099.0 |
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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 |
5,800.0 |
393.0 |
6.4% |
100.4 |
1.6% |
85% |
False |
False |
386 |
10 |
6,193.0 |
5,790.5 |
402.5 |
6.6% |
101.6 |
1.7% |
86% |
False |
False |
441 |
20 |
6,193.0 |
5,641.5 |
551.5 |
9.0% |
143.2 |
2.3% |
89% |
False |
False |
2,398 |
40 |
6,193.0 |
5,409.0 |
784.0 |
12.8% |
147.9 |
2.4% |
93% |
False |
False |
1,299 |
60 |
6,471.0 |
5,409.0 |
1,062.0 |
17.3% |
152.2 |
2.5% |
68% |
False |
False |
899 |
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Fibonacci Retracements and Extensions |
4.250 |
6,453.9 |
2.618 |
6,347.0 |
1.618 |
6,281.5 |
1.000 |
6,241.0 |
0.618 |
6,216.0 |
HIGH |
6,175.5 |
0.618 |
6,150.5 |
0.500 |
6,142.8 |
0.382 |
6,135.0 |
LOW |
6,110.0 |
0.618 |
6,069.5 |
1.000 |
6,044.5 |
1.618 |
6,004.0 |
2.618 |
5,938.5 |
4.250 |
5,831.6 |
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