| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,440.00 |
2,455.00 |
15.00 |
0.6% |
2,377.00 |
| High |
2,460.00 |
2,468.00 |
8.00 |
0.3% |
2,439.25 |
| Low |
2,435.00 |
2,438.00 |
3.00 |
0.1% |
2,377.00 |
| Close |
2,455.50 |
2,448.25 |
-7.25 |
-0.3% |
2,430.75 |
| Range |
25.00 |
30.00 |
5.00 |
20.0% |
62.25 |
| ATR |
24.53 |
24.92 |
0.39 |
1.6% |
0.00 |
| Volume |
9 |
29 |
20 |
222.2% |
80 |
|
| Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,541.50 |
2,524.75 |
2,464.75 |
|
| R3 |
2,511.50 |
2,494.75 |
2,456.50 |
|
| R2 |
2,481.50 |
2,481.50 |
2,453.75 |
|
| R1 |
2,464.75 |
2,464.75 |
2,451.00 |
2,458.00 |
| PP |
2,451.50 |
2,451.50 |
2,451.50 |
2,448.00 |
| S1 |
2,434.75 |
2,434.75 |
2,445.50 |
2,428.00 |
| S2 |
2,421.50 |
2,421.50 |
2,442.75 |
|
| S3 |
2,391.50 |
2,404.75 |
2,440.00 |
|
| S4 |
2,361.50 |
2,374.75 |
2,431.75 |
|
|
| 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 |
2,468.00 |
2,415.50 |
52.50 |
2.1% |
21.50 |
0.9% |
62% |
True |
False |
24 |
| 10 |
2,468.00 |
2,350.00 |
118.00 |
4.8% |
20.25 |
0.8% |
83% |
True |
False |
28 |
| 20 |
2,468.00 |
2,254.75 |
213.25 |
8.7% |
17.75 |
0.7% |
91% |
True |
False |
21 |
| 40 |
2,468.00 |
2,204.75 |
263.25 |
10.8% |
17.75 |
0.7% |
92% |
True |
False |
12 |
| 60 |
2,468.00 |
2,153.75 |
314.25 |
12.8% |
15.00 |
0.6% |
94% |
True |
False |
9 |
| 80 |
2,468.00 |
2,067.00 |
401.00 |
16.4% |
13.00 |
0.5% |
95% |
True |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,595.50 |
|
2.618 |
2,546.50 |
|
1.618 |
2,516.50 |
|
1.000 |
2,498.00 |
|
0.618 |
2,486.50 |
|
HIGH |
2,468.00 |
|
0.618 |
2,456.50 |
|
0.500 |
2,453.00 |
|
0.382 |
2,449.50 |
|
LOW |
2,438.00 |
|
0.618 |
2,419.50 |
|
1.000 |
2,408.00 |
|
1.618 |
2,389.50 |
|
2.618 |
2,359.50 |
|
4.250 |
2,310.50 |
|
|