| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,416.00 |
2,415.00 |
-1.00 |
0.0% |
2,341.00 |
| High |
2,416.00 |
2,439.25 |
23.25 |
1.0% |
2,384.00 |
| Low |
2,416.00 |
2,415.00 |
-1.00 |
0.0% |
2,341.00 |
| Close |
2,416.00 |
2,420.75 |
4.75 |
0.2% |
2,369.50 |
| Range |
0.00 |
24.25 |
24.25 |
|
43.00 |
| ATR |
26.33 |
26.18 |
-0.15 |
-0.6% |
0.00 |
| Volume |
15 |
15 |
0 |
0.0% |
145 |
|
| Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,497.75 |
2,483.50 |
2,434.00 |
|
| R3 |
2,473.50 |
2,459.25 |
2,427.50 |
|
| R2 |
2,449.25 |
2,449.25 |
2,425.25 |
|
| R1 |
2,435.00 |
2,435.00 |
2,423.00 |
2,442.00 |
| PP |
2,425.00 |
2,425.00 |
2,425.00 |
2,428.50 |
| S1 |
2,410.75 |
2,410.75 |
2,418.50 |
2,418.00 |
| S2 |
2,400.75 |
2,400.75 |
2,416.25 |
|
| S3 |
2,376.50 |
2,386.50 |
2,414.00 |
|
| S4 |
2,352.25 |
2,362.25 |
2,407.50 |
|
|
| 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 |
2,439.25 |
2,350.00 |
89.25 |
3.7% |
19.00 |
0.8% |
79% |
True |
False |
32 |
| 10 |
2,439.25 |
2,312.75 |
126.50 |
5.2% |
17.00 |
0.7% |
85% |
True |
False |
25 |
| 20 |
2,439.25 |
2,220.00 |
219.25 |
9.1% |
17.75 |
0.7% |
92% |
True |
False |
17 |
| 40 |
2,439.25 |
2,153.75 |
285.50 |
11.8% |
16.75 |
0.7% |
94% |
True |
False |
11 |
| 60 |
2,439.25 |
2,153.75 |
285.50 |
11.8% |
13.75 |
0.6% |
94% |
True |
False |
7 |
| 80 |
2,439.25 |
2,067.00 |
372.25 |
15.4% |
11.50 |
0.5% |
95% |
True |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,542.25 |
|
2.618 |
2,502.75 |
|
1.618 |
2,478.50 |
|
1.000 |
2,463.50 |
|
0.618 |
2,454.25 |
|
HIGH |
2,439.25 |
|
0.618 |
2,430.00 |
|
0.500 |
2,427.00 |
|
0.382 |
2,424.25 |
|
LOW |
2,415.00 |
|
0.618 |
2,400.00 |
|
1.000 |
2,390.75 |
|
1.618 |
2,375.75 |
|
2.618 |
2,351.50 |
|
4.250 |
2,312.00 |
|
|