| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,312.75 |
2,321.00 |
8.25 |
0.4% |
2,282.75 |
| High |
2,325.50 |
2,336.75 |
11.25 |
0.5% |
2,286.25 |
| Low |
2,309.00 |
2,312.75 |
3.75 |
0.2% |
2,254.75 |
| Close |
2,325.50 |
2,335.50 |
10.00 |
0.4% |
2,271.25 |
| Range |
16.50 |
24.00 |
7.50 |
45.5% |
31.50 |
| ATR |
29.25 |
28.88 |
-0.38 |
-1.3% |
0.00 |
| Volume |
4 |
3 |
-1 |
-25.0% |
44 |
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,400.25 |
2,392.00 |
2,348.75 |
|
| R3 |
2,376.25 |
2,368.00 |
2,342.00 |
|
| R2 |
2,352.25 |
2,352.25 |
2,340.00 |
|
| R1 |
2,344.00 |
2,344.00 |
2,337.75 |
2,348.00 |
| PP |
2,328.25 |
2,328.25 |
2,328.25 |
2,330.50 |
| S1 |
2,320.00 |
2,320.00 |
2,333.25 |
2,324.00 |
| S2 |
2,304.25 |
2,304.25 |
2,331.00 |
|
| S3 |
2,280.25 |
2,296.00 |
2,329.00 |
|
| S4 |
2,256.25 |
2,272.00 |
2,322.25 |
|
|
| 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 |
2,438.75 |
|
2.618 |
2,399.50 |
|
1.618 |
2,375.50 |
|
1.000 |
2,360.75 |
|
0.618 |
2,351.50 |
|
HIGH |
2,336.75 |
|
0.618 |
2,327.50 |
|
0.500 |
2,324.75 |
|
0.382 |
2,322.00 |
|
LOW |
2,312.75 |
|
0.618 |
2,298.00 |
|
1.000 |
2,288.75 |
|
1.618 |
2,274.00 |
|
2.618 |
2,250.00 |
|
4.250 |
2,210.75 |
|
|