| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,379.00 |
2,377.00 |
-2.00 |
-0.1% |
2,341.00 |
| High |
2,384.00 |
2,394.50 |
10.50 |
0.4% |
2,384.00 |
| Low |
2,350.00 |
2,377.00 |
27.00 |
1.1% |
2,341.00 |
| Close |
2,369.50 |
2,385.25 |
15.75 |
0.7% |
2,369.50 |
| Range |
34.00 |
17.50 |
-16.50 |
-48.5% |
43.00 |
| ATR |
26.07 |
25.99 |
-0.08 |
-0.3% |
0.00 |
| Volume |
112 |
14 |
-98 |
-87.5% |
145 |
|
| Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,438.00 |
2,429.25 |
2,395.00 |
|
| R3 |
2,420.50 |
2,411.75 |
2,390.00 |
|
| R2 |
2,403.00 |
2,403.00 |
2,388.50 |
|
| R1 |
2,394.25 |
2,394.25 |
2,386.75 |
2,398.50 |
| PP |
2,385.50 |
2,385.50 |
2,385.50 |
2,387.75 |
| S1 |
2,376.75 |
2,376.75 |
2,383.75 |
2,381.00 |
| S2 |
2,368.00 |
2,368.00 |
2,382.00 |
|
| S3 |
2,350.50 |
2,359.25 |
2,380.50 |
|
| S4 |
2,333.00 |
2,341.75 |
2,375.50 |
|
|
| 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 |
2,394.50 |
2,350.00 |
44.50 |
1.9% |
19.50 |
0.8% |
79% |
True |
False |
30 |
| 10 |
2,394.50 |
2,309.00 |
85.50 |
3.6% |
17.50 |
0.7% |
89% |
True |
False |
23 |
| 20 |
2,394.50 |
2,206.50 |
188.00 |
7.9% |
18.50 |
0.8% |
95% |
True |
False |
16 |
| 40 |
2,394.50 |
2,153.75 |
240.75 |
10.1% |
17.25 |
0.7% |
96% |
True |
False |
10 |
| 60 |
2,394.50 |
2,153.75 |
240.75 |
10.1% |
13.25 |
0.6% |
96% |
True |
False |
7 |
| 80 |
2,394.50 |
2,067.00 |
327.50 |
13.7% |
11.25 |
0.5% |
97% |
True |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,469.00 |
|
2.618 |
2,440.25 |
|
1.618 |
2,422.75 |
|
1.000 |
2,412.00 |
|
0.618 |
2,405.25 |
|
HIGH |
2,394.50 |
|
0.618 |
2,387.75 |
|
0.500 |
2,385.75 |
|
0.382 |
2,383.75 |
|
LOW |
2,377.00 |
|
0.618 |
2,366.25 |
|
1.000 |
2,359.50 |
|
1.618 |
2,348.75 |
|
2.618 |
2,331.25 |
|
4.250 |
2,302.50 |
|
|