| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,355.25 |
2,360.00 |
4.75 |
0.2% |
2,325.50 |
| High |
2,368.00 |
2,379.00 |
11.00 |
0.5% |
2,349.00 |
| Low |
2,355.25 |
2,360.00 |
4.75 |
0.2% |
2,309.00 |
| Close |
2,363.00 |
2,374.50 |
11.50 |
0.5% |
2,348.25 |
| Range |
12.75 |
19.00 |
6.25 |
49.0% |
40.00 |
| ATR |
25.96 |
25.46 |
-0.50 |
-1.9% |
0.00 |
| Volume |
14 |
7 |
-7 |
-50.0% |
77 |
|
| Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,428.25 |
2,420.25 |
2,385.00 |
|
| R3 |
2,409.25 |
2,401.25 |
2,379.75 |
|
| R2 |
2,390.25 |
2,390.25 |
2,378.00 |
|
| R1 |
2,382.25 |
2,382.25 |
2,376.25 |
2,386.25 |
| PP |
2,371.25 |
2,371.25 |
2,371.25 |
2,373.00 |
| S1 |
2,363.25 |
2,363.25 |
2,372.75 |
2,367.25 |
| S2 |
2,352.25 |
2,352.25 |
2,371.00 |
|
| S3 |
2,333.25 |
2,344.25 |
2,369.25 |
|
| S4 |
2,314.25 |
2,325.25 |
2,364.00 |
|
|
| 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 |
2,379.00 |
2,330.25 |
48.75 |
2.1% |
13.75 |
0.6% |
91% |
True |
False |
19 |
| 10 |
2,379.00 |
2,257.50 |
121.50 |
5.1% |
14.50 |
0.6% |
96% |
True |
False |
13 |
| 20 |
2,379.00 |
2,206.50 |
172.50 |
7.3% |
18.50 |
0.8% |
97% |
True |
False |
10 |
| 40 |
2,379.00 |
2,153.75 |
225.25 |
9.5% |
16.50 |
0.7% |
98% |
True |
False |
7 |
| 60 |
2,389.50 |
2,153.75 |
235.75 |
9.9% |
12.50 |
0.5% |
94% |
False |
False |
5 |
| 80 |
2,389.50 |
2,067.00 |
322.50 |
13.6% |
11.50 |
0.5% |
95% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,459.75 |
|
2.618 |
2,428.75 |
|
1.618 |
2,409.75 |
|
1.000 |
2,398.00 |
|
0.618 |
2,390.75 |
|
HIGH |
2,379.00 |
|
0.618 |
2,371.75 |
|
0.500 |
2,369.50 |
|
0.382 |
2,367.25 |
|
LOW |
2,360.00 |
|
0.618 |
2,348.25 |
|
1.000 |
2,341.00 |
|
1.618 |
2,329.25 |
|
2.618 |
2,310.25 |
|
4.250 |
2,279.25 |
|
|