Day Change Summary |
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Previous |
Current |
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26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
6,475.0 |
6,525.5 |
50.5 |
0.8% |
6,422.0 |
High |
6,575.0 |
6,589.5 |
14.5 |
0.2% |
6,589.5 |
Low |
6,447.0 |
6,510.0 |
63.0 |
1.0% |
6,358.0 |
Close |
6,555.0 |
6,537.0 |
-18.0 |
-0.3% |
6,537.0 |
Range |
128.0 |
79.5 |
-48.5 |
-37.9% |
231.5 |
ATR |
115.4 |
112.8 |
-2.6 |
-2.2% |
0.0 |
Volume |
292 |
585 |
293 |
100.3% |
1,693 |
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Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,784.0 |
6,740.0 |
6,580.7 |
|
R3 |
6,704.5 |
6,660.5 |
6,558.9 |
|
R2 |
6,625.0 |
6,625.0 |
6,551.6 |
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R1 |
6,581.0 |
6,581.0 |
6,544.3 |
6,603.0 |
PP |
6,545.5 |
6,545.5 |
6,545.5 |
6,556.5 |
S1 |
6,501.5 |
6,501.5 |
6,529.7 |
6,523.5 |
S2 |
6,466.0 |
6,466.0 |
6,522.4 |
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S3 |
6,386.5 |
6,422.0 |
6,515.1 |
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S4 |
6,307.0 |
6,342.5 |
6,493.3 |
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Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,189.3 |
7,094.7 |
6,664.3 |
|
R3 |
6,957.8 |
6,863.2 |
6,600.7 |
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R2 |
6,726.3 |
6,726.3 |
6,579.4 |
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R1 |
6,631.7 |
6,631.7 |
6,558.2 |
6,679.0 |
PP |
6,494.8 |
6,494.8 |
6,494.8 |
6,518.5 |
S1 |
6,400.2 |
6,400.2 |
6,515.8 |
6,447.5 |
S2 |
6,263.3 |
6,263.3 |
6,494.6 |
|
S3 |
6,031.8 |
6,168.7 |
6,473.3 |
|
S4 |
5,800.3 |
5,937.2 |
6,409.7 |
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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 |
6,589.5 |
6,358.0 |
231.5 |
3.5% |
99.3 |
1.5% |
77% |
True |
False |
338 |
10 |
6,589.5 |
6,117.5 |
472.0 |
7.2% |
91.6 |
1.4% |
89% |
True |
False |
340 |
20 |
6,589.5 |
5,910.0 |
679.5 |
10.4% |
98.8 |
1.5% |
92% |
True |
False |
402 |
40 |
6,589.5 |
5,641.5 |
948.0 |
14.5% |
118.9 |
1.8% |
94% |
True |
False |
1,385 |
60 |
6,589.5 |
5,409.0 |
1,180.5 |
18.1% |
133.7 |
2.0% |
96% |
True |
False |
979 |
80 |
6,589.5 |
5,409.0 |
1,180.5 |
18.1% |
139.4 |
2.1% |
96% |
True |
False |
761 |
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Fibonacci Retracements and Extensions |
4.250 |
6,927.4 |
2.618 |
6,797.6 |
1.618 |
6,718.1 |
1.000 |
6,669.0 |
0.618 |
6,638.6 |
HIGH |
6,589.5 |
0.618 |
6,559.1 |
0.500 |
6,549.8 |
0.382 |
6,540.4 |
LOW |
6,510.0 |
0.618 |
6,460.9 |
1.000 |
6,430.5 |
1.618 |
6,381.4 |
2.618 |
6,301.9 |
4.250 |
6,172.1 |
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