| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,438.00 |
2,430.00 |
-8.00 |
-0.3% |
2,377.00 |
| High |
2,445.00 |
2,433.50 |
-11.50 |
-0.5% |
2,439.25 |
| Low |
2,415.50 |
2,426.50 |
11.00 |
0.5% |
2,377.00 |
| Close |
2,431.00 |
2,433.50 |
2.50 |
0.1% |
2,430.75 |
| Range |
29.50 |
7.00 |
-22.50 |
-76.3% |
62.25 |
| ATR |
25.71 |
24.38 |
-1.34 |
-5.2% |
0.00 |
| Volume |
27 |
22 |
-5 |
-18.5% |
80 |
|
| Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,452.25 |
2,449.75 |
2,437.25 |
|
| R3 |
2,445.25 |
2,442.75 |
2,435.50 |
|
| R2 |
2,438.25 |
2,438.25 |
2,434.75 |
|
| R1 |
2,435.75 |
2,435.75 |
2,434.25 |
2,437.00 |
| PP |
2,431.25 |
2,431.25 |
2,431.25 |
2,431.75 |
| S1 |
2,428.75 |
2,428.75 |
2,432.75 |
2,430.00 |
| S2 |
2,424.25 |
2,424.25 |
2,432.25 |
|
| S3 |
2,417.25 |
2,421.75 |
2,431.50 |
|
| S4 |
2,410.25 |
2,414.75 |
2,429.75 |
|
|
| 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 |
2,415.00 |
30.00 |
1.2% |
15.25 |
0.6% |
62% |
False |
False |
23 |
| 10 |
2,445.00 |
2,350.00 |
95.00 |
3.9% |
17.50 |
0.7% |
88% |
False |
False |
26 |
| 20 |
2,445.00 |
2,254.75 |
190.25 |
7.8% |
15.25 |
0.6% |
94% |
False |
False |
20 |
| 40 |
2,445.00 |
2,178.75 |
266.25 |
10.9% |
16.75 |
0.7% |
96% |
False |
False |
13 |
| 60 |
2,445.00 |
2,153.75 |
291.25 |
12.0% |
14.50 |
0.6% |
96% |
False |
False |
9 |
| 80 |
2,445.00 |
2,067.00 |
378.00 |
15.5% |
12.25 |
0.5% |
97% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,463.25 |
|
2.618 |
2,451.75 |
|
1.618 |
2,444.75 |
|
1.000 |
2,440.50 |
|
0.618 |
2,437.75 |
|
HIGH |
2,433.50 |
|
0.618 |
2,430.75 |
|
0.500 |
2,430.00 |
|
0.382 |
2,429.25 |
|
LOW |
2,426.50 |
|
0.618 |
2,422.25 |
|
1.000 |
2,419.50 |
|
1.618 |
2,415.25 |
|
2.618 |
2,408.25 |
|
4.250 |
2,396.75 |
|
|