| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,325.50 |
2,312.75 |
-12.75 |
-0.5% |
2,282.75 |
| High |
2,325.50 |
2,325.50 |
0.00 |
0.0% |
2,286.25 |
| Low |
2,312.00 |
2,309.00 |
-3.00 |
-0.1% |
2,254.75 |
| Close |
2,312.75 |
2,325.50 |
12.75 |
0.6% |
2,271.25 |
| Range |
13.50 |
16.50 |
3.00 |
22.2% |
31.50 |
| ATR |
30.23 |
29.25 |
-0.98 |
-3.2% |
0.00 |
| Volume |
4 |
4 |
0 |
0.0% |
44 |
|
| Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,369.50 |
2,364.00 |
2,334.50 |
|
| R3 |
2,353.00 |
2,347.50 |
2,330.00 |
|
| R2 |
2,336.50 |
2,336.50 |
2,328.50 |
|
| R1 |
2,331.00 |
2,331.00 |
2,327.00 |
2,333.75 |
| PP |
2,320.00 |
2,320.00 |
2,320.00 |
2,321.50 |
| S1 |
2,314.50 |
2,314.50 |
2,324.00 |
2,317.25 |
| S2 |
2,303.50 |
2,303.50 |
2,322.50 |
|
| S3 |
2,287.00 |
2,298.00 |
2,321.00 |
|
| S4 |
2,270.50 |
2,281.50 |
2,316.50 |
|
|
| 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 |
2,395.50 |
|
2.618 |
2,368.75 |
|
1.618 |
2,352.25 |
|
1.000 |
2,342.00 |
|
0.618 |
2,335.75 |
|
HIGH |
2,325.50 |
|
0.618 |
2,319.25 |
|
0.500 |
2,317.25 |
|
0.382 |
2,315.25 |
|
LOW |
2,309.00 |
|
0.618 |
2,298.75 |
|
1.000 |
2,292.50 |
|
1.618 |
2,282.25 |
|
2.618 |
2,265.75 |
|
4.250 |
2,239.00 |
|
|