| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,362.00 |
2,355.25 |
-6.75 |
-0.3% |
2,325.50 |
| High |
2,373.75 |
2,368.00 |
-5.75 |
-0.2% |
2,349.00 |
| Low |
2,359.25 |
2,355.25 |
-4.00 |
-0.2% |
2,309.00 |
| Close |
2,359.50 |
2,363.00 |
3.50 |
0.1% |
2,348.25 |
| Range |
14.50 |
12.75 |
-1.75 |
-12.1% |
40.00 |
| ATR |
26.97 |
25.96 |
-1.02 |
-3.8% |
0.00 |
| Volume |
3 |
14 |
11 |
366.7% |
77 |
|
| Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,400.25 |
2,394.50 |
2,370.00 |
|
| R3 |
2,387.50 |
2,381.75 |
2,366.50 |
|
| R2 |
2,374.75 |
2,374.75 |
2,365.25 |
|
| R1 |
2,369.00 |
2,369.00 |
2,364.25 |
2,372.00 |
| PP |
2,362.00 |
2,362.00 |
2,362.00 |
2,363.50 |
| S1 |
2,356.25 |
2,356.25 |
2,361.75 |
2,359.00 |
| S2 |
2,349.25 |
2,349.25 |
2,360.75 |
|
| S3 |
2,336.50 |
2,343.50 |
2,359.50 |
|
| S4 |
2,323.75 |
2,330.75 |
2,356.00 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,455.50 |
2,441.75 |
2,370.25 |
|
| R3 |
2,415.50 |
2,401.75 |
2,359.25 |
|
| R2 |
2,375.50 |
2,375.50 |
2,355.50 |
|
| R1 |
2,361.75 |
2,361.75 |
2,352.00 |
2,368.50 |
| PP |
2,335.50 |
2,335.50 |
2,335.50 |
2,338.75 |
| S1 |
2,321.75 |
2,321.75 |
2,344.50 |
2,328.50 |
| S2 |
2,295.50 |
2,295.50 |
2,341.00 |
|
| S3 |
2,255.50 |
2,281.75 |
2,337.25 |
|
| S4 |
2,215.50 |
2,241.75 |
2,326.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,373.75 |
2,312.75 |
61.00 |
2.6% |
14.75 |
0.6% |
82% |
False |
False |
19 |
| 10 |
2,373.75 |
2,254.75 |
119.00 |
5.0% |
15.50 |
0.7% |
91% |
False |
False |
13 |
| 20 |
2,373.75 |
2,206.50 |
167.25 |
7.1% |
19.00 |
0.8% |
94% |
False |
False |
10 |
| 40 |
2,373.75 |
2,153.75 |
220.00 |
9.3% |
16.25 |
0.7% |
95% |
False |
False |
7 |
| 60 |
2,389.50 |
2,153.75 |
235.75 |
10.0% |
13.00 |
0.5% |
89% |
False |
False |
5 |
| 80 |
2,389.50 |
2,067.00 |
322.50 |
13.6% |
11.25 |
0.5% |
92% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,422.25 |
|
2.618 |
2,401.50 |
|
1.618 |
2,388.75 |
|
1.000 |
2,380.75 |
|
0.618 |
2,376.00 |
|
HIGH |
2,368.00 |
|
0.618 |
2,363.25 |
|
0.500 |
2,361.50 |
|
0.382 |
2,360.00 |
|
LOW |
2,355.25 |
|
0.618 |
2,347.25 |
|
1.000 |
2,342.50 |
|
1.618 |
2,334.50 |
|
2.618 |
2,321.75 |
|
4.250 |
2,301.00 |
|
|