Day Change Summary |
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Previous |
Current |
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10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
6,110.0 |
6,156.5 |
46.5 |
0.8% |
5,911.0 |
High |
6,205.0 |
6,195.0 |
-10.0 |
-0.2% |
6,193.0 |
Low |
6,090.0 |
6,135.0 |
45.0 |
0.7% |
5,910.0 |
Close |
6,182.5 |
6,159.5 |
-23.0 |
-0.4% |
6,073.0 |
Range |
115.0 |
60.0 |
-55.0 |
-47.8% |
283.0 |
ATR |
131.4 |
126.3 |
-5.1 |
-3.9% |
0.0 |
Volume |
368 |
340 |
-28 |
-7.6% |
2,412 |
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Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,343.2 |
6,311.3 |
6,192.5 |
|
R3 |
6,283.2 |
6,251.3 |
6,176.0 |
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R2 |
6,223.2 |
6,223.2 |
6,170.5 |
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R1 |
6,191.3 |
6,191.3 |
6,165.0 |
6,207.3 |
PP |
6,163.2 |
6,163.2 |
6,163.2 |
6,171.1 |
S1 |
6,131.3 |
6,131.3 |
6,154.0 |
6,147.3 |
S2 |
6,103.2 |
6,103.2 |
6,148.5 |
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S3 |
6,043.2 |
6,071.3 |
6,143.0 |
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S4 |
5,983.2 |
6,011.3 |
6,126.5 |
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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 |
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R3 |
6,624.7 |
6,490.3 |
6,150.8 |
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R2 |
6,341.7 |
6,341.7 |
6,124.9 |
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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 |
6,205.0 |
6,014.0 |
191.0 |
3.1% |
92.1 |
1.5% |
76% |
False |
False |
524 |
10 |
6,205.0 |
5,800.0 |
405.0 |
6.6% |
96.3 |
1.6% |
89% |
False |
False |
455 |
20 |
6,205.0 |
5,641.5 |
563.5 |
9.1% |
111.9 |
1.8% |
92% |
False |
False |
1,818 |
40 |
6,205.0 |
5,409.0 |
796.0 |
12.9% |
132.5 |
2.2% |
94% |
False |
False |
1,327 |
60 |
6,471.0 |
5,409.0 |
1,062.0 |
17.2% |
146.8 |
2.4% |
71% |
False |
False |
934 |
80 |
6,471.0 |
5,049.0 |
1,422.0 |
23.1% |
144.1 |
2.3% |
78% |
False |
False |
717 |
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Fibonacci Retracements and Extensions |
4.250 |
6,450.0 |
2.618 |
6,352.1 |
1.618 |
6,292.1 |
1.000 |
6,255.0 |
0.618 |
6,232.1 |
HIGH |
6,195.0 |
0.618 |
6,172.1 |
0.500 |
6,165.0 |
0.382 |
6,157.9 |
LOW |
6,135.0 |
0.618 |
6,097.9 |
1.000 |
6,075.0 |
1.618 |
6,037.9 |
2.618 |
5,977.9 |
4.250 |
5,880.0 |
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