| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,415.00 |
2,431.75 |
16.75 |
0.7% |
2,377.00 |
| High |
2,439.25 |
2,431.75 |
-7.50 |
-0.3% |
2,439.25 |
| Low |
2,415.00 |
2,416.25 |
1.25 |
0.1% |
2,377.00 |
| Close |
2,420.75 |
2,430.75 |
10.00 |
0.4% |
2,430.75 |
| Range |
24.25 |
15.50 |
-8.75 |
-36.1% |
62.25 |
| ATR |
26.18 |
25.42 |
-0.76 |
-2.9% |
0.00 |
| Volume |
15 |
36 |
21 |
140.0% |
80 |
|
| Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,472.75 |
2,467.25 |
2,439.25 |
|
| R3 |
2,457.25 |
2,451.75 |
2,435.00 |
|
| R2 |
2,441.75 |
2,441.75 |
2,433.50 |
|
| R1 |
2,436.25 |
2,436.25 |
2,432.25 |
2,431.25 |
| PP |
2,426.25 |
2,426.25 |
2,426.25 |
2,423.75 |
| S1 |
2,420.75 |
2,420.75 |
2,429.25 |
2,415.75 |
| S2 |
2,410.75 |
2,410.75 |
2,428.00 |
|
| S3 |
2,395.25 |
2,405.25 |
2,426.50 |
|
| S4 |
2,379.75 |
2,389.75 |
2,422.25 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,602.50 |
2,578.75 |
2,465.00 |
|
| R3 |
2,540.25 |
2,516.50 |
2,447.75 |
|
| R2 |
2,478.00 |
2,478.00 |
2,442.25 |
|
| R1 |
2,454.25 |
2,454.25 |
2,436.50 |
2,466.00 |
| PP |
2,415.75 |
2,415.75 |
2,415.75 |
2,421.50 |
| S1 |
2,392.00 |
2,392.00 |
2,425.00 |
2,404.00 |
| S2 |
2,353.50 |
2,353.50 |
2,419.25 |
|
| S3 |
2,291.25 |
2,329.75 |
2,413.75 |
|
| S4 |
2,229.00 |
2,267.50 |
2,396.50 |
|
|
| 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% |
18.25 |
0.8% |
90% |
False |
False |
38 |
| 10 |
2,439.25 |
2,330.25 |
109.00 |
4.5% |
16.00 |
0.7% |
92% |
False |
False |
29 |
| 20 |
2,439.25 |
2,220.00 |
219.25 |
9.0% |
17.50 |
0.7% |
96% |
False |
False |
19 |
| 40 |
2,439.25 |
2,153.75 |
285.50 |
11.7% |
17.00 |
0.7% |
97% |
False |
False |
11 |
| 60 |
2,439.25 |
2,153.75 |
285.50 |
11.7% |
14.00 |
0.6% |
97% |
False |
False |
8 |
| 80 |
2,439.25 |
2,067.00 |
372.25 |
15.3% |
11.75 |
0.5% |
98% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,497.50 |
|
2.618 |
2,472.25 |
|
1.618 |
2,456.75 |
|
1.000 |
2,447.25 |
|
0.618 |
2,441.25 |
|
HIGH |
2,431.75 |
|
0.618 |
2,425.75 |
|
0.500 |
2,424.00 |
|
0.382 |
2,422.25 |
|
LOW |
2,416.25 |
|
0.618 |
2,406.75 |
|
1.000 |
2,400.75 |
|
1.618 |
2,391.25 |
|
2.618 |
2,375.75 |
|
4.250 |
2,350.50 |
|
|