| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
6,189.0 |
6,255.5 |
66.5 |
1.1% |
6,080.0 |
| High |
6,266.0 |
6,261.0 |
-5.0 |
-0.1% |
6,266.0 |
| Low |
6,171.0 |
6,096.5 |
-74.5 |
-1.2% |
6,014.0 |
| Close |
6,196.5 |
6,147.0 |
-49.5 |
-0.8% |
6,147.0 |
| Range |
95.0 |
164.5 |
69.5 |
73.2% |
252.0 |
| ATR |
124.9 |
127.7 |
2.8 |
2.3% |
0.0 |
| Volume |
347 |
270 |
-77 |
-22.2% |
2,236 |
|
| Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,661.7 |
6,568.8 |
6,237.5 |
|
| R3 |
6,497.2 |
6,404.3 |
6,192.2 |
|
| R2 |
6,332.7 |
6,332.7 |
6,177.2 |
|
| R1 |
6,239.8 |
6,239.8 |
6,162.1 |
6,204.0 |
| PP |
6,168.2 |
6,168.2 |
6,168.2 |
6,150.3 |
| S1 |
6,075.3 |
6,075.3 |
6,131.9 |
6,039.5 |
| S2 |
6,003.7 |
6,003.7 |
6,116.8 |
|
| S3 |
5,839.2 |
5,910.8 |
6,101.8 |
|
| S4 |
5,674.7 |
5,746.3 |
6,056.5 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,898.3 |
6,774.7 |
6,285.6 |
|
| R3 |
6,646.3 |
6,522.7 |
6,216.3 |
|
| R2 |
6,394.3 |
6,394.3 |
6,193.2 |
|
| R1 |
6,270.7 |
6,270.7 |
6,170.1 |
6,332.5 |
| PP |
6,142.3 |
6,142.3 |
6,142.3 |
6,173.3 |
| S1 |
6,018.7 |
6,018.7 |
6,123.9 |
6,080.5 |
| S2 |
5,890.3 |
5,890.3 |
6,100.8 |
|
| S3 |
5,638.3 |
5,766.7 |
6,077.7 |
|
| S4 |
5,386.3 |
5,514.7 |
6,008.4 |
|
|
| 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% |
102.1 |
1.7% |
53% |
False |
False |
447 |
| 10 |
6,266.0 |
5,910.0 |
356.0 |
5.8% |
106.1 |
1.7% |
67% |
False |
False |
464 |
| 20 |
6,266.0 |
5,641.5 |
624.5 |
10.2% |
112.8 |
1.8% |
81% |
False |
False |
658 |
| 40 |
6,266.0 |
5,409.0 |
857.0 |
13.9% |
133.4 |
2.2% |
86% |
False |
False |
1,339 |
| 60 |
6,471.0 |
5,409.0 |
1,062.0 |
17.3% |
147.7 |
2.4% |
69% |
False |
False |
941 |
| 80 |
6,471.0 |
5,049.0 |
1,422.0 |
23.1% |
145.9 |
2.4% |
77% |
False |
False |
724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,960.1 |
|
2.618 |
6,691.7 |
|
1.618 |
6,527.2 |
|
1.000 |
6,425.5 |
|
0.618 |
6,362.7 |
|
HIGH |
6,261.0 |
|
0.618 |
6,198.2 |
|
0.500 |
6,178.8 |
|
0.382 |
6,159.3 |
|
LOW |
6,096.5 |
|
0.618 |
5,994.8 |
|
1.000 |
5,932.0 |
|
1.618 |
5,830.3 |
|
2.618 |
5,665.8 |
|
4.250 |
5,397.4 |
|
|