Day Change Summary |
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Previous |
Current |
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13-Jan-2012 |
16-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
6,255.5 |
6,117.5 |
-138.0 |
-2.2% |
6,080.0 |
High |
6,261.0 |
6,238.5 |
-22.5 |
-0.4% |
6,266.0 |
Low |
6,096.5 |
6,117.5 |
21.0 |
0.3% |
6,014.0 |
Close |
6,147.0 |
6,238.5 |
91.5 |
1.5% |
6,147.0 |
Range |
164.5 |
121.0 |
-43.5 |
-26.4% |
252.0 |
ATR |
127.7 |
127.2 |
-0.5 |
-0.4% |
0.0 |
Volume |
270 |
179 |
-91 |
-33.7% |
2,236 |
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Daily Pivots for day following 16-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,561.2 |
6,520.8 |
6,305.1 |
|
R3 |
6,440.2 |
6,399.8 |
6,271.8 |
|
R2 |
6,319.2 |
6,319.2 |
6,260.7 |
|
R1 |
6,278.8 |
6,278.8 |
6,249.6 |
6,299.0 |
PP |
6,198.2 |
6,198.2 |
6,198.2 |
6,208.3 |
S1 |
6,157.8 |
6,157.8 |
6,227.4 |
6,178.0 |
S2 |
6,077.2 |
6,077.2 |
6,216.3 |
|
S3 |
5,956.2 |
6,036.8 |
6,205.2 |
|
S4 |
5,835.2 |
5,915.8 |
6,172.0 |
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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 |
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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 |
6,090.0 |
176.0 |
2.8% |
111.1 |
1.8% |
84% |
False |
False |
300 |
10 |
6,266.0 |
6,014.0 |
252.0 |
4.0% |
99.9 |
1.6% |
89% |
False |
False |
456 |
20 |
6,266.0 |
5,641.5 |
624.5 |
10.0% |
112.0 |
1.8% |
96% |
False |
False |
418 |
40 |
6,266.0 |
5,409.0 |
857.0 |
13.7% |
133.6 |
2.1% |
97% |
False |
False |
1,341 |
60 |
6,471.0 |
5,409.0 |
1,062.0 |
17.0% |
146.4 |
2.3% |
78% |
False |
False |
942 |
80 |
6,471.0 |
5,187.5 |
1,283.5 |
20.6% |
144.8 |
2.3% |
82% |
False |
False |
726 |
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Fibonacci Retracements and Extensions |
4.250 |
6,752.8 |
2.618 |
6,555.3 |
1.618 |
6,434.3 |
1.000 |
6,359.5 |
0.618 |
6,313.3 |
HIGH |
6,238.5 |
0.618 |
6,192.3 |
0.500 |
6,178.0 |
0.382 |
6,163.7 |
LOW |
6,117.5 |
0.618 |
6,042.7 |
1.000 |
5,996.5 |
1.618 |
5,921.7 |
2.618 |
5,800.7 |
4.250 |
5,603.3 |
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