Day Change Summary |
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Previous |
Current |
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04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
6,154.0 |
6,127.0 |
-27.0 |
-0.4% |
5,919.5 |
High |
6,175.5 |
6,146.5 |
-29.0 |
-0.5% |
5,945.5 |
Low |
6,110.0 |
6,068.5 |
-41.5 |
-0.7% |
5,795.5 |
Close |
6,135.0 |
6,118.5 |
-16.5 |
-0.3% |
5,914.0 |
Range |
65.5 |
78.0 |
12.5 |
19.1% |
150.0 |
ATR |
137.2 |
133.0 |
-4.2 |
-3.1% |
0.0 |
Volume |
326 |
788 |
462 |
141.7% |
1,562 |
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Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,345.2 |
6,309.8 |
6,161.4 |
|
R3 |
6,267.2 |
6,231.8 |
6,140.0 |
|
R2 |
6,189.2 |
6,189.2 |
6,132.8 |
|
R1 |
6,153.8 |
6,153.8 |
6,125.7 |
6,132.5 |
PP |
6,111.2 |
6,111.2 |
6,111.2 |
6,100.5 |
S1 |
6,075.8 |
6,075.8 |
6,111.4 |
6,054.5 |
S2 |
6,033.2 |
6,033.2 |
6,104.2 |
|
S3 |
5,955.2 |
5,997.8 |
6,097.1 |
|
S4 |
5,877.2 |
5,919.8 |
6,075.6 |
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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 |
5,852.5 |
340.5 |
5.6% |
96.0 |
1.6% |
78% |
False |
False |
469 |
10 |
6,193.0 |
5,795.5 |
397.5 |
6.5% |
90.0 |
1.5% |
81% |
False |
False |
477 |
20 |
6,193.0 |
5,641.5 |
551.5 |
9.0% |
137.0 |
2.2% |
86% |
False |
False |
2,429 |
40 |
6,193.0 |
5,409.0 |
784.0 |
12.8% |
141.3 |
2.3% |
90% |
False |
False |
1,308 |
60 |
6,471.0 |
5,409.0 |
1,062.0 |
17.4% |
150.3 |
2.5% |
67% |
False |
False |
909 |
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Fibonacci Retracements and Extensions |
4.250 |
6,478.0 |
2.618 |
6,350.7 |
1.618 |
6,272.7 |
1.000 |
6,224.5 |
0.618 |
6,194.7 |
HIGH |
6,146.5 |
0.618 |
6,116.7 |
0.500 |
6,107.5 |
0.382 |
6,098.3 |
LOW |
6,068.5 |
0.618 |
6,020.3 |
1.000 |
5,990.5 |
1.618 |
5,942.3 |
2.618 |
5,864.3 |
4.250 |
5,737.0 |
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