| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,430.00 |
2,440.00 |
10.00 |
0.4% |
2,377.00 |
| High |
2,433.50 |
2,460.00 |
26.50 |
1.1% |
2,439.25 |
| Low |
2,426.50 |
2,435.00 |
8.50 |
0.4% |
2,377.00 |
| Close |
2,433.50 |
2,455.50 |
22.00 |
0.9% |
2,430.75 |
| Range |
7.00 |
25.00 |
18.00 |
257.1% |
62.25 |
| ATR |
24.38 |
24.53 |
0.15 |
0.6% |
0.00 |
| Volume |
22 |
9 |
-13 |
-59.1% |
80 |
|
| Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,525.25 |
2,515.25 |
2,469.25 |
|
| R3 |
2,500.25 |
2,490.25 |
2,462.50 |
|
| R2 |
2,475.25 |
2,475.25 |
2,460.00 |
|
| R1 |
2,465.25 |
2,465.25 |
2,457.75 |
2,470.25 |
| PP |
2,450.25 |
2,450.25 |
2,450.25 |
2,452.50 |
| S1 |
2,440.25 |
2,440.25 |
2,453.25 |
2,445.25 |
| S2 |
2,425.25 |
2,425.25 |
2,451.00 |
|
| S3 |
2,400.25 |
2,415.25 |
2,448.50 |
|
| S4 |
2,375.25 |
2,390.25 |
2,441.75 |
|
|
| 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 |
2,460.00 |
2,415.00 |
45.00 |
1.8% |
20.25 |
0.8% |
90% |
True |
False |
21 |
| 10 |
2,460.00 |
2,350.00 |
110.00 |
4.5% |
18.50 |
0.8% |
96% |
True |
False |
27 |
| 20 |
2,460.00 |
2,254.75 |
205.25 |
8.4% |
16.50 |
0.7% |
98% |
True |
False |
20 |
| 40 |
2,460.00 |
2,200.00 |
260.00 |
10.6% |
17.50 |
0.7% |
98% |
True |
False |
11 |
| 60 |
2,460.00 |
2,153.75 |
306.25 |
12.5% |
14.50 |
0.6% |
99% |
True |
False |
9 |
| 80 |
2,460.00 |
2,067.00 |
393.00 |
16.0% |
12.50 |
0.5% |
99% |
True |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,566.25 |
|
2.618 |
2,525.50 |
|
1.618 |
2,500.50 |
|
1.000 |
2,485.00 |
|
0.618 |
2,475.50 |
|
HIGH |
2,460.00 |
|
0.618 |
2,450.50 |
|
0.500 |
2,447.50 |
|
0.382 |
2,444.50 |
|
LOW |
2,435.00 |
|
0.618 |
2,419.50 |
|
1.000 |
2,410.00 |
|
1.618 |
2,394.50 |
|
2.618 |
2,369.50 |
|
4.250 |
2,328.75 |
|
|