Day Change Summary |
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Previous |
Current |
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19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
6,409.0 |
6,429.5 |
20.5 |
0.3% |
6,117.5 |
High |
6,434.0 |
6,443.0 |
9.0 |
0.1% |
6,443.0 |
Low |
6,360.0 |
6,390.0 |
30.0 |
0.5% |
6,117.5 |
Close |
6,430.0 |
6,426.0 |
-4.0 |
-0.1% |
6,426.0 |
Range |
74.0 |
53.0 |
-21.0 |
-28.4% |
325.5 |
ATR |
121.7 |
116.8 |
-4.9 |
-4.0% |
0.0 |
Volume |
327 |
522 |
195 |
59.6% |
1,714 |
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Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,578.7 |
6,555.3 |
6,455.2 |
|
R3 |
6,525.7 |
6,502.3 |
6,440.6 |
|
R2 |
6,472.7 |
6,472.7 |
6,435.7 |
|
R1 |
6,449.3 |
6,449.3 |
6,430.9 |
6,434.5 |
PP |
6,419.7 |
6,419.7 |
6,419.7 |
6,412.3 |
S1 |
6,396.3 |
6,396.3 |
6,421.1 |
6,381.5 |
S2 |
6,366.7 |
6,366.7 |
6,416.3 |
|
S3 |
6,313.7 |
6,343.3 |
6,411.4 |
|
S4 |
6,260.7 |
6,290.3 |
6,396.9 |
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Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,305.3 |
7,191.2 |
6,605.0 |
|
R3 |
6,979.8 |
6,865.7 |
6,515.5 |
|
R2 |
6,654.3 |
6,654.3 |
6,485.7 |
|
R1 |
6,540.2 |
6,540.2 |
6,455.8 |
6,597.3 |
PP |
6,328.8 |
6,328.8 |
6,328.8 |
6,357.4 |
S1 |
6,214.7 |
6,214.7 |
6,396.2 |
6,271.8 |
S2 |
6,003.3 |
6,003.3 |
6,366.3 |
|
S3 |
5,677.8 |
5,889.2 |
6,336.5 |
|
S4 |
5,352.3 |
5,563.7 |
6,247.0 |
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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 |
6,443.0 |
6,117.5 |
325.5 |
5.1% |
83.9 |
1.3% |
95% |
True |
False |
342 |
10 |
6,443.0 |
6,014.0 |
429.0 |
6.7% |
93.0 |
1.4% |
96% |
True |
False |
395 |
20 |
6,443.0 |
5,795.5 |
647.5 |
10.1% |
94.2 |
1.5% |
97% |
True |
False |
408 |
40 |
6,443.0 |
5,409.0 |
1,034.0 |
16.1% |
128.4 |
2.0% |
98% |
True |
False |
1,361 |
60 |
6,456.0 |
5,409.0 |
1,047.0 |
16.3% |
141.5 |
2.2% |
97% |
False |
False |
959 |
80 |
6,471.0 |
5,187.5 |
1,283.5 |
20.0% |
141.3 |
2.2% |
96% |
False |
False |
743 |
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Fibonacci Retracements and Extensions |
4.250 |
6,668.3 |
2.618 |
6,581.8 |
1.618 |
6,528.8 |
1.000 |
6,496.0 |
0.618 |
6,475.8 |
HIGH |
6,443.0 |
0.618 |
6,422.8 |
0.500 |
6,416.5 |
0.382 |
6,410.2 |
LOW |
6,390.0 |
0.618 |
6,357.2 |
1.000 |
6,337.0 |
1.618 |
6,304.2 |
2.618 |
6,251.2 |
4.250 |
6,164.8 |
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