Day Change Summary |
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Previous |
Current |
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06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,267.50 |
1,262.50 |
-5.00 |
-0.4% |
1,265.25 |
High |
1,276.00 |
1,272.50 |
-3.50 |
-0.3% |
1,276.00 |
Low |
1,262.25 |
1,262.50 |
0.25 |
0.0% |
1,255.25 |
Close |
1,268.75 |
1,270.00 |
1.25 |
0.1% |
1,268.75 |
Range |
13.75 |
10.00 |
-3.75 |
-27.3% |
20.75 |
ATR |
19.38 |
18.71 |
-0.67 |
-3.5% |
0.00 |
Volume |
1,236 |
936 |
-300 |
-24.3% |
3,768 |
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Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,298.25 |
1,294.25 |
1,275.50 |
|
R3 |
1,288.25 |
1,284.25 |
1,272.75 |
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R2 |
1,278.25 |
1,278.25 |
1,271.75 |
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R1 |
1,274.25 |
1,274.25 |
1,271.00 |
1,276.25 |
PP |
1,268.25 |
1,268.25 |
1,268.25 |
1,269.50 |
S1 |
1,264.25 |
1,264.25 |
1,269.00 |
1,266.25 |
S2 |
1,258.25 |
1,258.25 |
1,268.25 |
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S3 |
1,248.25 |
1,254.25 |
1,267.25 |
|
S4 |
1,238.25 |
1,244.25 |
1,264.50 |
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Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,329.00 |
1,319.50 |
1,280.25 |
|
R3 |
1,308.25 |
1,298.75 |
1,274.50 |
|
R2 |
1,287.50 |
1,287.50 |
1,272.50 |
|
R1 |
1,278.00 |
1,278.00 |
1,270.75 |
1,282.75 |
PP |
1,266.75 |
1,266.75 |
1,266.75 |
1,269.00 |
S1 |
1,257.25 |
1,257.25 |
1,266.75 |
1,262.00 |
S2 |
1,246.00 |
1,246.00 |
1,265.00 |
|
S3 |
1,225.25 |
1,236.50 |
1,263.00 |
|
S4 |
1,204.50 |
1,215.75 |
1,257.25 |
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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 |
1,276.00 |
1,255.25 |
20.75 |
1.6% |
12.25 |
1.0% |
71% |
False |
False |
940 |
10 |
1,276.00 |
1,237.75 |
38.25 |
3.0% |
12.00 |
0.9% |
84% |
False |
False |
1,250 |
20 |
1,276.00 |
1,190.00 |
86.00 |
6.8% |
18.50 |
1.4% |
93% |
False |
False |
945 |
40 |
1,276.00 |
1,140.25 |
135.75 |
10.7% |
18.25 |
1.4% |
96% |
False |
False |
552 |
60 |
1,277.25 |
1,140.25 |
137.00 |
10.8% |
19.50 |
1.5% |
95% |
False |
False |
392 |
80 |
1,277.25 |
1,057.50 |
219.75 |
17.3% |
22.25 |
1.8% |
97% |
False |
False |
298 |
100 |
1,277.25 |
1,057.50 |
219.75 |
17.3% |
20.50 |
1.6% |
97% |
False |
False |
241 |
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Fibonacci Retracements and Extensions |
4.250 |
1,315.00 |
2.618 |
1,298.75 |
1.618 |
1,288.75 |
1.000 |
1,282.50 |
0.618 |
1,278.75 |
HIGH |
1,272.50 |
0.618 |
1,268.75 |
0.500 |
1,267.50 |
0.382 |
1,266.25 |
LOW |
1,262.50 |
0.618 |
1,256.25 |
1.000 |
1,252.50 |
1.618 |
1,246.25 |
2.618 |
1,236.25 |
4.250 |
1,220.00 |
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