| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
6,297.0 |
6,329.5 |
32.5 |
0.5% |
6,080.0 |
| High |
6,355.0 |
6,411.5 |
56.5 |
0.9% |
6,266.0 |
| Low |
6,294.0 |
6,301.0 |
7.0 |
0.1% |
6,014.0 |
| Close |
6,339.5 |
6,371.0 |
31.5 |
0.5% |
6,147.0 |
| Range |
61.0 |
110.5 |
49.5 |
81.1% |
252.0 |
| ATR |
126.5 |
125.3 |
-1.1 |
-0.9% |
0.0 |
| Volume |
173 |
513 |
340 |
196.5% |
2,236 |
|
| Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,692.7 |
6,642.3 |
6,431.8 |
|
| R3 |
6,582.2 |
6,531.8 |
6,401.4 |
|
| R2 |
6,471.7 |
6,471.7 |
6,391.3 |
|
| R1 |
6,421.3 |
6,421.3 |
6,381.1 |
6,446.5 |
| PP |
6,361.2 |
6,361.2 |
6,361.2 |
6,373.8 |
| S1 |
6,310.8 |
6,310.8 |
6,360.9 |
6,336.0 |
| S2 |
6,250.7 |
6,250.7 |
6,350.7 |
|
| S3 |
6,140.2 |
6,200.3 |
6,340.6 |
|
| S4 |
6,029.7 |
6,089.8 |
6,310.2 |
|
|
| 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 |
6,411.5 |
6,096.5 |
315.0 |
4.9% |
110.4 |
1.7% |
87% |
True |
False |
296 |
| 10 |
6,411.5 |
6,014.0 |
397.5 |
6.2% |
101.3 |
1.6% |
90% |
True |
False |
410 |
| 20 |
6,411.5 |
5,790.5 |
621.0 |
9.7% |
101.4 |
1.6% |
93% |
True |
False |
426 |
| 40 |
6,411.5 |
5,409.0 |
1,002.5 |
15.7% |
130.5 |
2.0% |
96% |
True |
False |
1,355 |
| 60 |
6,471.0 |
5,409.0 |
1,062.0 |
16.7% |
145.6 |
2.3% |
91% |
False |
False |
951 |
| 80 |
6,471.0 |
5,187.5 |
1,283.5 |
20.1% |
142.8 |
2.2% |
92% |
False |
False |
733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,881.1 |
|
2.618 |
6,700.8 |
|
1.618 |
6,590.3 |
|
1.000 |
6,522.0 |
|
0.618 |
6,479.8 |
|
HIGH |
6,411.5 |
|
0.618 |
6,369.3 |
|
0.500 |
6,356.3 |
|
0.382 |
6,343.2 |
|
LOW |
6,301.0 |
|
0.618 |
6,232.7 |
|
1.000 |
6,190.5 |
|
1.618 |
6,122.2 |
|
2.618 |
6,011.7 |
|
4.250 |
5,831.4 |
|
|