| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,273.50 |
2,325.50 |
52.00 |
2.3% |
2,282.75 |
| High |
2,274.50 |
2,325.50 |
51.00 |
2.2% |
2,286.25 |
| Low |
2,271.25 |
2,312.00 |
40.75 |
1.8% |
2,254.75 |
| Close |
2,271.25 |
2,312.75 |
41.50 |
1.8% |
2,271.25 |
| Range |
3.25 |
13.50 |
10.25 |
315.4% |
31.50 |
| ATR |
28.39 |
30.23 |
1.85 |
6.5% |
0.00 |
| Volume |
8 |
4 |
-4 |
-50.0% |
44 |
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,357.25 |
2,348.50 |
2,320.25 |
|
| R3 |
2,343.75 |
2,335.00 |
2,316.50 |
|
| R2 |
2,330.25 |
2,330.25 |
2,315.25 |
|
| R1 |
2,321.50 |
2,321.50 |
2,314.00 |
2,319.00 |
| PP |
2,316.75 |
2,316.75 |
2,316.75 |
2,315.50 |
| S1 |
2,308.00 |
2,308.00 |
2,311.50 |
2,305.50 |
| S2 |
2,303.25 |
2,303.25 |
2,310.25 |
|
| S3 |
2,289.75 |
2,294.50 |
2,309.00 |
|
| S4 |
2,276.25 |
2,281.00 |
2,305.25 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,365.25 |
2,349.75 |
2,288.50 |
|
| R3 |
2,333.75 |
2,318.25 |
2,280.00 |
|
| R2 |
2,302.25 |
2,302.25 |
2,277.00 |
|
| R1 |
2,286.75 |
2,286.75 |
2,274.25 |
2,278.75 |
| PP |
2,270.75 |
2,270.75 |
2,270.75 |
2,266.75 |
| S1 |
2,255.25 |
2,255.25 |
2,268.25 |
2,247.25 |
| S2 |
2,239.25 |
2,239.25 |
2,265.50 |
|
| S3 |
2,207.75 |
2,223.75 |
2,262.50 |
|
| S4 |
2,176.25 |
2,192.25 |
2,254.00 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,383.00 |
|
2.618 |
2,360.75 |
|
1.618 |
2,347.25 |
|
1.000 |
2,339.00 |
|
0.618 |
2,333.75 |
|
HIGH |
2,325.50 |
|
0.618 |
2,320.25 |
|
0.500 |
2,318.75 |
|
0.382 |
2,317.25 |
|
LOW |
2,312.00 |
|
0.618 |
2,303.75 |
|
1.000 |
2,298.50 |
|
1.618 |
2,290.25 |
|
2.618 |
2,276.75 |
|
4.250 |
2,254.50 |
|
|