| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,360.00 |
2,379.00 |
19.00 |
0.8% |
2,341.00 |
| High |
2,379.00 |
2,384.00 |
5.00 |
0.2% |
2,384.00 |
| Low |
2,360.00 |
2,350.00 |
-10.00 |
-0.4% |
2,341.00 |
| Close |
2,374.50 |
2,369.50 |
-5.00 |
-0.2% |
2,369.50 |
| Range |
19.00 |
34.00 |
15.00 |
78.9% |
43.00 |
| ATR |
25.46 |
26.07 |
0.61 |
2.4% |
0.00 |
| Volume |
7 |
112 |
105 |
1,500.0% |
145 |
|
| Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,469.75 |
2,453.75 |
2,388.25 |
|
| R3 |
2,435.75 |
2,419.75 |
2,378.75 |
|
| R2 |
2,401.75 |
2,401.75 |
2,375.75 |
|
| R1 |
2,385.75 |
2,385.75 |
2,372.50 |
2,376.75 |
| PP |
2,367.75 |
2,367.75 |
2,367.75 |
2,363.50 |
| S1 |
2,351.75 |
2,351.75 |
2,366.50 |
2,342.75 |
| S2 |
2,333.75 |
2,333.75 |
2,363.25 |
|
| S3 |
2,299.75 |
2,317.75 |
2,360.25 |
|
| S4 |
2,265.75 |
2,283.75 |
2,350.75 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,493.75 |
2,474.75 |
2,393.25 |
|
| R3 |
2,450.75 |
2,431.75 |
2,381.25 |
|
| R2 |
2,407.75 |
2,407.75 |
2,377.50 |
|
| R1 |
2,388.75 |
2,388.75 |
2,373.50 |
2,398.25 |
| PP |
2,364.75 |
2,364.75 |
2,364.75 |
2,369.50 |
| S1 |
2,345.75 |
2,345.75 |
2,365.50 |
2,355.25 |
| S2 |
2,321.75 |
2,321.75 |
2,361.50 |
|
| S3 |
2,278.75 |
2,302.75 |
2,357.75 |
|
| S4 |
2,235.75 |
2,259.75 |
2,345.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,384.00 |
2,341.00 |
43.00 |
1.8% |
16.75 |
0.7% |
66% |
True |
False |
29 |
| 10 |
2,384.00 |
2,271.25 |
112.75 |
4.8% |
16.00 |
0.7% |
87% |
True |
False |
23 |
| 20 |
2,384.00 |
2,206.50 |
177.50 |
7.5% |
18.00 |
0.8% |
92% |
True |
False |
16 |
| 40 |
2,384.00 |
2,153.75 |
230.25 |
9.7% |
17.25 |
0.7% |
94% |
True |
False |
10 |
| 60 |
2,389.50 |
2,153.75 |
235.75 |
9.9% |
13.00 |
0.5% |
92% |
False |
False |
7 |
| 80 |
2,389.50 |
2,067.00 |
322.50 |
13.6% |
11.50 |
0.5% |
94% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,528.50 |
|
2.618 |
2,473.00 |
|
1.618 |
2,439.00 |
|
1.000 |
2,418.00 |
|
0.618 |
2,405.00 |
|
HIGH |
2,384.00 |
|
0.618 |
2,371.00 |
|
0.500 |
2,367.00 |
|
0.382 |
2,363.00 |
|
LOW |
2,350.00 |
|
0.618 |
2,329.00 |
|
1.000 |
2,316.00 |
|
1.618 |
2,295.00 |
|
2.618 |
2,261.00 |
|
4.250 |
2,205.50 |
|
|