Day Change Summary |
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Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
5,683.5 |
5,608.5 |
-75.0 |
-1.3% |
5,692.0 |
High |
5,685.0 |
5,616.0 |
-69.0 |
-1.2% |
5,707.5 |
Low |
5,636.0 |
5,563.0 |
-73.0 |
-1.3% |
5,607.0 |
Close |
5,645.5 |
5,576.0 |
-69.5 |
-1.2% |
5,645.5 |
Range |
49.0 |
53.0 |
4.0 |
8.2% |
100.5 |
ATR |
49.4 |
51.8 |
2.4 |
4.8% |
0.0 |
Volume |
55 |
24 |
-31 |
-56.4% |
232 |
|
Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,744.0 |
5,713.0 |
5,605.0 |
|
R3 |
5,691.0 |
5,660.0 |
5,590.5 |
|
R2 |
5,638.0 |
5,638.0 |
5,585.5 |
|
R1 |
5,607.0 |
5,607.0 |
5,581.0 |
5,596.0 |
PP |
5,585.0 |
5,585.0 |
5,585.0 |
5,579.5 |
S1 |
5,554.0 |
5,554.0 |
5,571.0 |
5,543.0 |
S2 |
5,532.0 |
5,532.0 |
5,566.5 |
|
S3 |
5,479.0 |
5,501.0 |
5,561.5 |
|
S4 |
5,426.0 |
5,448.0 |
5,547.0 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,955.0 |
5,900.5 |
5,701.0 |
|
R3 |
5,854.5 |
5,800.0 |
5,673.0 |
|
R2 |
5,754.0 |
5,754.0 |
5,664.0 |
|
R1 |
5,699.5 |
5,699.5 |
5,654.5 |
5,676.5 |
PP |
5,653.5 |
5,653.5 |
5,653.5 |
5,642.0 |
S1 |
5,599.0 |
5,599.0 |
5,636.5 |
5,576.0 |
S2 |
5,553.0 |
5,553.0 |
5,627.0 |
|
S3 |
5,452.5 |
5,498.5 |
5,618.0 |
|
S4 |
5,352.0 |
5,398.0 |
5,590.0 |
|
|
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 |
5,563.0 |
144.5 |
2.6% |
59.0 |
1.1% |
9% |
False |
True |
51 |
10 |
5,707.5 |
5,563.0 |
144.5 |
2.6% |
36.5 |
0.7% |
9% |
False |
True |
29 |
20 |
5,707.5 |
5,523.5 |
184.0 |
3.3% |
23.5 |
0.4% |
29% |
False |
False |
24 |
40 |
5,707.5 |
5,277.5 |
430.0 |
7.7% |
18.5 |
0.3% |
69% |
False |
False |
59 |
60 |
5,707.5 |
5,070.5 |
637.0 |
11.4% |
14.5 |
0.3% |
79% |
False |
False |
48 |
80 |
5,707.5 |
5,070.5 |
637.0 |
11.4% |
14.0 |
0.3% |
79% |
False |
False |
45 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,841.0 |
2.618 |
5,755.0 |
1.618 |
5,702.0 |
1.000 |
5,669.0 |
0.618 |
5,649.0 |
HIGH |
5,616.0 |
0.618 |
5,596.0 |
0.500 |
5,589.5 |
0.382 |
5,583.0 |
LOW |
5,563.0 |
0.618 |
5,530.0 |
1.000 |
5,510.0 |
1.618 |
5,477.0 |
2.618 |
5,424.0 |
4.250 |
5,338.0 |
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