Day Change Summary |
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Previous |
Current |
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11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
6,156.5 |
6,189.0 |
32.5 |
0.5% |
5,911.0 |
High |
6,195.0 |
6,266.0 |
71.0 |
1.1% |
6,193.0 |
Low |
6,135.0 |
6,171.0 |
36.0 |
0.6% |
5,910.0 |
Close |
6,159.5 |
6,196.5 |
37.0 |
0.6% |
6,073.0 |
Range |
60.0 |
95.0 |
35.0 |
58.3% |
283.0 |
ATR |
126.3 |
124.9 |
-1.4 |
-1.1% |
0.0 |
Volume |
340 |
347 |
7 |
2.1% |
2,412 |
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Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,496.2 |
6,441.3 |
6,248.8 |
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R3 |
6,401.2 |
6,346.3 |
6,222.6 |
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R2 |
6,306.2 |
6,306.2 |
6,213.9 |
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R1 |
6,251.3 |
6,251.3 |
6,205.2 |
6,278.8 |
PP |
6,211.2 |
6,211.2 |
6,211.2 |
6,224.9 |
S1 |
6,156.3 |
6,156.3 |
6,187.8 |
6,183.8 |
S2 |
6,116.2 |
6,116.2 |
6,179.1 |
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S3 |
6,021.2 |
6,061.3 |
6,170.4 |
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S4 |
5,926.2 |
5,966.3 |
6,144.3 |
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Weekly Pivots for week ending 06-Jan-2012 |
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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 |
|
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 |
6,266.0 |
6,014.0 |
252.0 |
4.1% |
95.5 |
1.5% |
72% |
True |
False |
436 |
10 |
6,266.0 |
5,852.5 |
413.5 |
6.7% |
95.8 |
1.5% |
83% |
True |
False |
452 |
20 |
6,266.0 |
5,641.5 |
624.5 |
10.1% |
111.8 |
1.8% |
89% |
True |
False |
1,325 |
40 |
6,266.0 |
5,409.0 |
857.0 |
13.8% |
132.1 |
2.1% |
92% |
True |
False |
1,335 |
60 |
6,471.0 |
5,409.0 |
1,062.0 |
17.1% |
146.8 |
2.4% |
74% |
False |
False |
938 |
80 |
6,471.0 |
5,049.0 |
1,422.0 |
22.9% |
144.3 |
2.3% |
81% |
False |
False |
721 |
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Fibonacci Retracements and Extensions |
4.250 |
6,669.8 |
2.618 |
6,514.7 |
1.618 |
6,419.7 |
1.000 |
6,361.0 |
0.618 |
6,324.7 |
HIGH |
6,266.0 |
0.618 |
6,229.7 |
0.500 |
6,218.5 |
0.382 |
6,207.3 |
LOW |
6,171.0 |
0.618 |
6,112.3 |
1.000 |
6,076.0 |
1.618 |
6,017.3 |
2.618 |
5,922.3 |
4.250 |
5,767.3 |
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