Day Change Summary |
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Previous |
Current |
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05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
6,127.0 |
6,118.0 |
-9.0 |
-0.1% |
5,911.0 |
High |
6,146.5 |
6,171.5 |
25.0 |
0.4% |
6,193.0 |
Low |
6,068.5 |
6,040.0 |
-28.5 |
-0.5% |
5,910.0 |
Close |
6,118.5 |
6,073.0 |
-45.5 |
-0.7% |
6,073.0 |
Range |
78.0 |
131.5 |
53.5 |
68.6% |
283.0 |
ATR |
133.0 |
132.9 |
-0.1 |
-0.1% |
0.0 |
Volume |
788 |
216 |
-572 |
-72.6% |
2,412 |
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Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,489.3 |
6,412.7 |
6,145.3 |
|
R3 |
6,357.8 |
6,281.2 |
6,109.2 |
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R2 |
6,226.3 |
6,226.3 |
6,097.1 |
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R1 |
6,149.7 |
6,149.7 |
6,085.1 |
6,122.3 |
PP |
6,094.8 |
6,094.8 |
6,094.8 |
6,081.1 |
S1 |
6,018.2 |
6,018.2 |
6,060.9 |
5,990.8 |
S2 |
5,963.3 |
5,963.3 |
6,048.9 |
|
S3 |
5,831.8 |
5,886.7 |
6,036.8 |
|
S4 |
5,700.3 |
5,755.2 |
6,000.7 |
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Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,907.7 |
6,773.3 |
6,228.7 |
|
R3 |
6,624.7 |
6,490.3 |
6,150.8 |
|
R2 |
6,341.7 |
6,341.7 |
6,124.9 |
|
R1 |
6,207.3 |
6,207.3 |
6,098.9 |
6,274.5 |
PP |
6,058.7 |
6,058.7 |
6,058.7 |
6,092.3 |
S1 |
5,924.3 |
5,924.3 |
6,047.1 |
5,991.5 |
S2 |
5,775.7 |
5,775.7 |
6,021.1 |
|
S3 |
5,492.7 |
5,641.3 |
5,995.2 |
|
S4 |
5,209.7 |
5,358.3 |
5,917.4 |
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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 |
5,910.0 |
283.0 |
4.7% |
110.0 |
1.8% |
58% |
False |
False |
482 |
10 |
6,193.0 |
5,795.5 |
397.5 |
6.5% |
95.5 |
1.6% |
70% |
False |
False |
422 |
20 |
6,193.0 |
5,641.5 |
551.5 |
9.1% |
130.9 |
2.2% |
78% |
False |
False |
2,396 |
40 |
6,193.0 |
5,409.0 |
784.0 |
12.9% |
138.3 |
2.3% |
85% |
False |
False |
1,289 |
60 |
6,471.0 |
5,409.0 |
1,062.0 |
17.5% |
151.6 |
2.5% |
63% |
False |
False |
911 |
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Fibonacci Retracements and Extensions |
4.250 |
6,730.4 |
2.618 |
6,515.8 |
1.618 |
6,384.3 |
1.000 |
6,303.0 |
0.618 |
6,252.8 |
HIGH |
6,171.5 |
0.618 |
6,121.3 |
0.500 |
6,105.8 |
0.382 |
6,090.2 |
LOW |
6,040.0 |
0.618 |
5,958.7 |
1.000 |
5,908.5 |
1.618 |
5,827.2 |
2.618 |
5,695.7 |
4.250 |
5,481.1 |
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