| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
6,525.5 |
6,497.0 |
-28.5 |
-0.4% |
6,422.0 |
| High |
6,589.5 |
6,503.0 |
-86.5 |
-1.3% |
6,589.5 |
| Low |
6,510.0 |
6,439.0 |
-71.0 |
-1.1% |
6,358.0 |
| Close |
6,537.0 |
6,464.0 |
-73.0 |
-1.1% |
6,537.0 |
| Range |
79.5 |
64.0 |
-15.5 |
-19.5% |
231.5 |
| ATR |
112.8 |
111.8 |
-1.1 |
-0.9% |
0.0 |
| Volume |
585 |
160 |
-425 |
-72.6% |
1,693 |
|
| Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,660.7 |
6,626.3 |
6,499.2 |
|
| R3 |
6,596.7 |
6,562.3 |
6,481.6 |
|
| R2 |
6,532.7 |
6,532.7 |
6,475.7 |
|
| R1 |
6,498.3 |
6,498.3 |
6,469.9 |
6,483.5 |
| PP |
6,468.7 |
6,468.7 |
6,468.7 |
6,461.3 |
| S1 |
6,434.3 |
6,434.3 |
6,458.1 |
6,419.5 |
| S2 |
6,404.7 |
6,404.7 |
6,452.3 |
|
| S3 |
6,340.7 |
6,370.3 |
6,446.4 |
|
| S4 |
6,276.7 |
6,306.3 |
6,428.8 |
|
|
| 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 |
|
| R2 |
6,726.3 |
6,726.3 |
6,579.4 |
|
| 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 |
|
|
| 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 |
3.6% |
91.3 |
1.4% |
46% |
False |
False |
270 |
| 10 |
6,589.5 |
6,294.0 |
295.5 |
4.6% |
85.9 |
1.3% |
58% |
False |
False |
338 |
| 20 |
6,589.5 |
6,014.0 |
575.5 |
8.9% |
92.9 |
1.4% |
78% |
False |
False |
397 |
| 40 |
6,589.5 |
5,641.5 |
948.0 |
14.7% |
118.4 |
1.8% |
87% |
False |
False |
1,387 |
| 60 |
6,589.5 |
5,409.0 |
1,180.5 |
18.3% |
131.2 |
2.0% |
89% |
False |
False |
981 |
| 80 |
6,589.5 |
5,409.0 |
1,180.5 |
18.3% |
139.1 |
2.2% |
89% |
False |
False |
762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,775.0 |
|
2.618 |
6,670.6 |
|
1.618 |
6,606.6 |
|
1.000 |
6,567.0 |
|
0.618 |
6,542.6 |
|
HIGH |
6,503.0 |
|
0.618 |
6,478.6 |
|
0.500 |
6,471.0 |
|
0.382 |
6,463.4 |
|
LOW |
6,439.0 |
|
0.618 |
6,399.4 |
|
1.000 |
6,375.0 |
|
1.618 |
6,335.4 |
|
2.618 |
6,271.4 |
|
4.250 |
6,167.0 |
|
|