| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,455.00 |
2,452.00 |
-3.00 |
-0.1% |
2,438.00 |
| High |
2,468.00 |
2,454.50 |
-13.50 |
-0.5% |
2,468.00 |
| Low |
2,438.00 |
2,440.75 |
2.75 |
0.1% |
2,415.50 |
| Close |
2,448.25 |
2,451.25 |
3.00 |
0.1% |
2,451.25 |
| Range |
30.00 |
13.75 |
-16.25 |
-54.2% |
52.50 |
| ATR |
24.92 |
24.12 |
-0.80 |
-3.2% |
0.00 |
| Volume |
29 |
28 |
-1 |
-3.4% |
115 |
|
| Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,490.00 |
2,484.50 |
2,458.75 |
|
| R3 |
2,476.25 |
2,470.75 |
2,455.00 |
|
| R2 |
2,462.50 |
2,462.50 |
2,453.75 |
|
| R1 |
2,457.00 |
2,457.00 |
2,452.50 |
2,453.00 |
| PP |
2,448.75 |
2,448.75 |
2,448.75 |
2,446.75 |
| S1 |
2,443.25 |
2,443.25 |
2,450.00 |
2,439.00 |
| S2 |
2,435.00 |
2,435.00 |
2,448.75 |
|
| S3 |
2,421.25 |
2,429.50 |
2,447.50 |
|
| S4 |
2,407.50 |
2,415.75 |
2,443.75 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,602.50 |
2,579.25 |
2,480.00 |
|
| R3 |
2,550.00 |
2,526.75 |
2,465.75 |
|
| R2 |
2,497.50 |
2,497.50 |
2,461.00 |
|
| R1 |
2,474.25 |
2,474.25 |
2,456.00 |
2,486.00 |
| PP |
2,445.00 |
2,445.00 |
2,445.00 |
2,450.75 |
| S1 |
2,421.75 |
2,421.75 |
2,446.50 |
2,433.50 |
| S2 |
2,392.50 |
2,392.50 |
2,441.50 |
|
| S3 |
2,340.00 |
2,369.25 |
2,436.75 |
|
| S4 |
2,287.50 |
2,316.75 |
2,422.50 |
|
|
| 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% |
21.00 |
0.9% |
68% |
False |
False |
23 |
| 10 |
2,468.00 |
2,350.00 |
118.00 |
4.8% |
19.75 |
0.8% |
86% |
False |
False |
30 |
| 20 |
2,468.00 |
2,257.50 |
210.50 |
8.6% |
17.00 |
0.7% |
92% |
False |
False |
22 |
| 40 |
2,468.00 |
2,206.50 |
261.50 |
10.7% |
18.25 |
0.7% |
94% |
False |
False |
13 |
| 60 |
2,468.00 |
2,153.75 |
314.25 |
12.8% |
15.25 |
0.6% |
95% |
False |
False |
10 |
| 80 |
2,468.00 |
2,107.00 |
361.00 |
14.7% |
12.25 |
0.5% |
95% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,513.00 |
|
2.618 |
2,490.50 |
|
1.618 |
2,476.75 |
|
1.000 |
2,468.25 |
|
0.618 |
2,463.00 |
|
HIGH |
2,454.50 |
|
0.618 |
2,449.25 |
|
0.500 |
2,447.50 |
|
0.382 |
2,446.00 |
|
LOW |
2,440.75 |
|
0.618 |
2,432.25 |
|
1.000 |
2,427.00 |
|
1.618 |
2,418.50 |
|
2.618 |
2,404.75 |
|
4.250 |
2,382.25 |
|
|