Day Change Summary |
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Previous |
Current |
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23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
6,422.0 |
6,426.5 |
4.5 |
0.1% |
6,117.5 |
High |
6,484.0 |
6,440.0 |
-44.0 |
-0.7% |
6,443.0 |
Low |
6,380.0 |
6,358.0 |
-22.0 |
-0.3% |
6,117.5 |
Close |
6,449.5 |
6,428.5 |
-21.0 |
-0.3% |
6,426.0 |
Range |
104.0 |
82.0 |
-22.0 |
-21.2% |
325.5 |
ATR |
115.9 |
114.1 |
-1.7 |
-1.5% |
0.0 |
Volume |
500 |
112 |
-388 |
-77.6% |
1,714 |
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Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,654.8 |
6,623.7 |
6,473.6 |
|
R3 |
6,572.8 |
6,541.7 |
6,451.1 |
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R2 |
6,490.8 |
6,490.8 |
6,443.5 |
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R1 |
6,459.7 |
6,459.7 |
6,436.0 |
6,475.3 |
PP |
6,408.8 |
6,408.8 |
6,408.8 |
6,416.6 |
S1 |
6,377.7 |
6,377.7 |
6,421.0 |
6,393.3 |
S2 |
6,326.8 |
6,326.8 |
6,413.5 |
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S3 |
6,244.8 |
6,295.7 |
6,406.0 |
|
S4 |
6,162.8 |
6,213.7 |
6,383.4 |
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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 |
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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 |
6,484.0 |
6,301.0 |
183.0 |
2.8% |
84.7 |
1.3% |
70% |
False |
False |
394 |
10 |
6,484.0 |
6,096.5 |
387.5 |
6.0% |
92.5 |
1.4% |
86% |
False |
False |
328 |
20 |
6,484.0 |
5,795.5 |
688.5 |
10.7% |
97.8 |
1.5% |
92% |
False |
False |
387 |
40 |
6,484.0 |
5,641.5 |
842.5 |
13.1% |
125.9 |
2.0% |
93% |
False |
False |
1,370 |
60 |
6,484.0 |
5,409.0 |
1,075.0 |
16.7% |
139.7 |
2.2% |
95% |
False |
False |
968 |
80 |
6,484.0 |
5,187.5 |
1,296.5 |
20.2% |
141.2 |
2.2% |
96% |
False |
False |
751 |
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Fibonacci Retracements and Extensions |
4.250 |
6,788.5 |
2.618 |
6,654.7 |
1.618 |
6,572.7 |
1.000 |
6,522.0 |
0.618 |
6,490.7 |
HIGH |
6,440.0 |
0.618 |
6,408.7 |
0.500 |
6,399.0 |
0.382 |
6,389.3 |
LOW |
6,358.0 |
0.618 |
6,307.3 |
1.000 |
6,276.0 |
1.618 |
6,225.3 |
2.618 |
6,143.3 |
4.250 |
6,009.5 |
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