Day Change Summary |
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Previous |
Current |
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|
|
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25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
5,680.0 |
5,653.0 |
-27.0 |
-0.5% |
5,557.5 |
High |
5,680.0 |
5,707.5 |
27.5 |
0.5% |
5,656.5 |
Low |
5,607.0 |
5,653.0 |
46.0 |
0.8% |
5,536.0 |
Close |
5,628.0 |
5,705.5 |
77.5 |
1.4% |
5,640.5 |
Range |
73.0 |
54.5 |
-18.5 |
-25.3% |
120.5 |
ATR |
45.4 |
47.9 |
2.4 |
5.4% |
0.0 |
Volume |
134 |
31 |
-103 |
-76.9% |
43 |
|
Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,852.0 |
5,833.5 |
5,735.5 |
|
R3 |
5,797.5 |
5,779.0 |
5,720.5 |
|
R2 |
5,743.0 |
5,743.0 |
5,715.5 |
|
R1 |
5,724.5 |
5,724.5 |
5,710.5 |
5,734.0 |
PP |
5,688.5 |
5,688.5 |
5,688.5 |
5,693.5 |
S1 |
5,670.0 |
5,670.0 |
5,700.5 |
5,679.0 |
S2 |
5,634.0 |
5,634.0 |
5,695.5 |
|
S3 |
5,579.5 |
5,615.5 |
5,690.5 |
|
S4 |
5,525.0 |
5,561.0 |
5,675.5 |
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|
Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,972.5 |
5,927.0 |
5,707.0 |
|
R3 |
5,852.0 |
5,806.5 |
5,673.5 |
|
R2 |
5,731.5 |
5,731.5 |
5,662.5 |
|
R1 |
5,686.0 |
5,686.0 |
5,651.5 |
5,709.0 |
PP |
5,611.0 |
5,611.0 |
5,611.0 |
5,622.5 |
S1 |
5,565.5 |
5,565.5 |
5,629.5 |
5,588.0 |
S2 |
5,490.5 |
5,490.5 |
5,618.5 |
|
S3 |
5,370.0 |
5,445.0 |
5,607.5 |
|
S4 |
5,249.5 |
5,324.5 |
5,574.0 |
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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 |
5,707.5 |
5,607.0 |
100.5 |
1.8% |
38.5 |
0.7% |
98% |
True |
False |
36 |
10 |
5,707.5 |
5,523.5 |
184.0 |
3.2% |
30.5 |
0.5% |
99% |
True |
False |
23 |
20 |
5,707.5 |
5,463.0 |
244.5 |
4.3% |
18.5 |
0.3% |
99% |
True |
False |
21 |
40 |
5,707.5 |
5,222.0 |
485.5 |
8.5% |
16.0 |
0.3% |
100% |
True |
False |
58 |
60 |
5,707.5 |
5,070.5 |
637.0 |
11.2% |
12.5 |
0.2% |
100% |
True |
False |
46 |
80 |
5,707.5 |
4,839.5 |
868.0 |
15.2% |
13.0 |
0.2% |
100% |
True |
False |
45 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,939.0 |
2.618 |
5,850.0 |
1.618 |
5,795.5 |
1.000 |
5,762.0 |
0.618 |
5,741.0 |
HIGH |
5,707.5 |
0.618 |
5,686.5 |
0.500 |
5,680.0 |
0.382 |
5,674.0 |
LOW |
5,653.0 |
0.618 |
5,619.5 |
1.000 |
5,598.5 |
1.618 |
5,565.0 |
2.618 |
5,510.5 |
4.250 |
5,421.5 |
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