Day Change Summary |
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Previous |
Current |
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04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,267.75 |
1,268.00 |
0.25 |
0.0% |
1,256.00 |
High |
1,268.25 |
1,272.00 |
3.75 |
0.3% |
1,258.50 |
Low |
1,257.25 |
1,255.25 |
-2.00 |
-0.2% |
1,237.75 |
Close |
1,267.50 |
1,267.75 |
0.25 |
0.0% |
1,247.25 |
Range |
11.00 |
16.75 |
5.75 |
52.3% |
20.75 |
ATR |
20.05 |
19.82 |
-0.24 |
-1.2% |
0.00 |
Volume |
763 |
1,473 |
710 |
93.1% |
4,457 |
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Daily Pivots for day following 05-Jan-2012 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,315.25 |
1,308.25 |
1,277.00 |
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R3 |
1,298.50 |
1,291.50 |
1,272.25 |
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R2 |
1,281.75 |
1,281.75 |
1,270.75 |
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R1 |
1,274.75 |
1,274.75 |
1,269.25 |
1,270.00 |
PP |
1,265.00 |
1,265.00 |
1,265.00 |
1,262.50 |
S1 |
1,258.00 |
1,258.00 |
1,266.25 |
1,253.00 |
S2 |
1,248.25 |
1,248.25 |
1,264.75 |
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S3 |
1,231.50 |
1,241.25 |
1,263.25 |
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S4 |
1,214.75 |
1,224.50 |
1,258.50 |
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Weekly Pivots for week ending 30-Dec-2011 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,310.00 |
1,299.50 |
1,258.75 |
|
R3 |
1,289.25 |
1,278.75 |
1,253.00 |
|
R2 |
1,268.50 |
1,268.50 |
1,251.00 |
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R1 |
1,258.00 |
1,258.00 |
1,249.25 |
1,253.00 |
PP |
1,247.75 |
1,247.75 |
1,247.75 |
1,245.25 |
S1 |
1,237.25 |
1,237.25 |
1,245.25 |
1,232.00 |
S2 |
1,227.00 |
1,227.00 |
1,243.50 |
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S3 |
1,206.25 |
1,216.50 |
1,241.50 |
|
S4 |
1,185.50 |
1,195.75 |
1,235.75 |
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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 |
1,274.50 |
1,240.25 |
34.25 |
2.7% |
11.75 |
0.9% |
80% |
False |
False |
999 |
10 |
1,274.50 |
1,218.50 |
56.00 |
4.4% |
14.00 |
1.1% |
88% |
False |
False |
1,267 |
20 |
1,274.50 |
1,190.00 |
84.50 |
6.7% |
19.50 |
1.5% |
92% |
False |
False |
845 |
40 |
1,274.50 |
1,140.25 |
134.25 |
10.6% |
18.25 |
1.4% |
95% |
False |
False |
524 |
60 |
1,277.25 |
1,140.25 |
137.00 |
10.8% |
20.00 |
1.6% |
93% |
False |
False |
356 |
80 |
1,277.25 |
1,057.50 |
219.75 |
17.3% |
23.00 |
1.8% |
96% |
False |
False |
271 |
100 |
1,277.25 |
1,057.50 |
219.75 |
17.3% |
20.25 |
1.6% |
96% |
False |
False |
219 |
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Fibonacci Retracements and Extensions |
4.250 |
1,343.25 |
2.618 |
1,315.75 |
1.618 |
1,299.00 |
1.000 |
1,288.75 |
0.618 |
1,282.25 |
HIGH |
1,272.00 |
0.618 |
1,265.50 |
0.500 |
1,263.50 |
0.382 |
1,261.75 |
LOW |
1,255.25 |
0.618 |
1,245.00 |
1.000 |
1,238.50 |
1.618 |
1,228.25 |
2.618 |
1,211.50 |
4.250 |
1,184.00 |
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