| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
6,497.0 |
6,503.0 |
6.0 |
0.1% |
6,422.0 |
| High |
6,503.0 |
6,550.5 |
47.5 |
0.7% |
6,589.5 |
| Low |
6,439.0 |
6,468.0 |
29.0 |
0.5% |
6,358.0 |
| Close |
6,464.0 |
6,481.5 |
17.5 |
0.3% |
6,537.0 |
| Range |
64.0 |
82.5 |
18.5 |
28.9% |
231.5 |
| ATR |
111.8 |
110.0 |
-1.8 |
-1.6% |
0.0 |
| Volume |
160 |
155 |
-5 |
-3.1% |
1,693 |
|
| Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,747.5 |
6,697.0 |
6,526.9 |
|
| R3 |
6,665.0 |
6,614.5 |
6,504.2 |
|
| R2 |
6,582.5 |
6,582.5 |
6,496.6 |
|
| R1 |
6,532.0 |
6,532.0 |
6,489.1 |
6,516.0 |
| PP |
6,500.0 |
6,500.0 |
6,500.0 |
6,492.0 |
| S1 |
6,449.5 |
6,449.5 |
6,473.9 |
6,433.5 |
| S2 |
6,417.5 |
6,417.5 |
6,466.4 |
|
| S3 |
6,335.0 |
6,367.0 |
6,458.8 |
|
| S4 |
6,252.5 |
6,284.5 |
6,436.1 |
|
|
| 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 |
6,384.0 |
205.5 |
3.2% |
91.4 |
1.4% |
47% |
False |
False |
279 |
| 10 |
6,589.5 |
6,301.0 |
288.5 |
4.5% |
88.1 |
1.4% |
63% |
False |
False |
337 |
| 20 |
6,589.5 |
6,014.0 |
575.5 |
8.9% |
92.4 |
1.4% |
81% |
False |
False |
364 |
| 40 |
6,589.5 |
5,641.5 |
948.0 |
14.6% |
117.8 |
1.8% |
89% |
False |
False |
1,374 |
| 60 |
6,589.5 |
5,409.0 |
1,180.5 |
18.2% |
130.7 |
2.0% |
91% |
False |
False |
983 |
| 80 |
6,589.5 |
5,409.0 |
1,180.5 |
18.2% |
137.6 |
2.1% |
91% |
False |
False |
763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,901.1 |
|
2.618 |
6,766.5 |
|
1.618 |
6,684.0 |
|
1.000 |
6,633.0 |
|
0.618 |
6,601.5 |
|
HIGH |
6,550.5 |
|
0.618 |
6,519.0 |
|
0.500 |
6,509.3 |
|
0.382 |
6,499.5 |
|
LOW |
6,468.0 |
|
0.618 |
6,417.0 |
|
1.000 |
6,385.5 |
|
1.618 |
6,334.5 |
|
2.618 |
6,252.0 |
|
4.250 |
6,117.4 |
|
|