| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,431.75 |
2,438.00 |
6.25 |
0.3% |
2,377.00 |
| High |
2,431.75 |
2,445.00 |
13.25 |
0.5% |
2,439.25 |
| Low |
2,416.25 |
2,415.50 |
-0.75 |
0.0% |
2,377.00 |
| Close |
2,430.75 |
2,431.00 |
0.25 |
0.0% |
2,430.75 |
| Range |
15.50 |
29.50 |
14.00 |
90.3% |
62.25 |
| ATR |
25.42 |
25.71 |
0.29 |
1.1% |
0.00 |
| Volume |
36 |
27 |
-9 |
-25.0% |
80 |
|
| Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,519.00 |
2,504.50 |
2,447.25 |
|
| R3 |
2,489.50 |
2,475.00 |
2,439.00 |
|
| R2 |
2,460.00 |
2,460.00 |
2,436.50 |
|
| R1 |
2,445.50 |
2,445.50 |
2,433.75 |
2,438.00 |
| PP |
2,430.50 |
2,430.50 |
2,430.50 |
2,426.75 |
| S1 |
2,416.00 |
2,416.00 |
2,428.25 |
2,408.50 |
| S2 |
2,401.00 |
2,401.00 |
2,425.50 |
|
| S3 |
2,371.50 |
2,386.50 |
2,423.00 |
|
| S4 |
2,342.00 |
2,357.00 |
2,414.75 |
|
|
| 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 |
2,445.00 |
2,377.00 |
68.00 |
2.8% |
17.25 |
0.7% |
79% |
True |
False |
21 |
| 10 |
2,445.00 |
2,341.00 |
104.00 |
4.3% |
17.00 |
0.7% |
87% |
True |
False |
25 |
| 20 |
2,445.00 |
2,237.00 |
208.00 |
8.6% |
16.00 |
0.7% |
93% |
True |
False |
20 |
| 40 |
2,445.00 |
2,153.75 |
291.25 |
12.0% |
17.50 |
0.7% |
95% |
True |
False |
12 |
| 60 |
2,445.00 |
2,153.75 |
291.25 |
12.0% |
14.25 |
0.6% |
95% |
True |
False |
8 |
| 80 |
2,445.00 |
2,067.00 |
378.00 |
15.5% |
12.25 |
0.5% |
96% |
True |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,570.50 |
|
2.618 |
2,522.25 |
|
1.618 |
2,492.75 |
|
1.000 |
2,474.50 |
|
0.618 |
2,463.25 |
|
HIGH |
2,445.00 |
|
0.618 |
2,433.75 |
|
0.500 |
2,430.25 |
|
0.382 |
2,426.75 |
|
LOW |
2,415.50 |
|
0.618 |
2,397.25 |
|
1.000 |
2,386.00 |
|
1.618 |
2,367.75 |
|
2.618 |
2,338.25 |
|
4.250 |
2,290.00 |
|
|