| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,452.00 |
2,428.75 |
-23.25 |
-0.9% |
2,438.00 |
| High |
2,454.50 |
2,460.50 |
6.00 |
0.2% |
2,468.00 |
| Low |
2,440.75 |
2,422.50 |
-18.25 |
-0.7% |
2,415.50 |
| Close |
2,451.25 |
2,456.75 |
5.50 |
0.2% |
2,451.25 |
| Range |
13.75 |
38.00 |
24.25 |
176.4% |
52.50 |
| ATR |
24.12 |
25.11 |
0.99 |
4.1% |
0.00 |
| Volume |
28 |
7 |
-21 |
-75.0% |
115 |
|
| Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,560.50 |
2,546.75 |
2,477.75 |
|
| R3 |
2,522.50 |
2,508.75 |
2,467.25 |
|
| R2 |
2,484.50 |
2,484.50 |
2,463.75 |
|
| R1 |
2,470.75 |
2,470.75 |
2,460.25 |
2,477.50 |
| PP |
2,446.50 |
2,446.50 |
2,446.50 |
2,450.00 |
| S1 |
2,432.75 |
2,432.75 |
2,453.25 |
2,439.50 |
| S2 |
2,408.50 |
2,408.50 |
2,449.75 |
|
| S3 |
2,370.50 |
2,394.75 |
2,446.25 |
|
| S4 |
2,332.50 |
2,356.75 |
2,435.75 |
|
|
| 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 |
2,422.50 |
45.50 |
1.9% |
22.75 |
0.9% |
75% |
False |
True |
19 |
| 10 |
2,468.00 |
2,377.00 |
91.00 |
3.7% |
20.00 |
0.8% |
88% |
False |
False |
20 |
| 20 |
2,468.00 |
2,271.25 |
196.75 |
8.0% |
18.00 |
0.7% |
94% |
False |
False |
21 |
| 40 |
2,468.00 |
2,206.50 |
261.50 |
10.6% |
17.50 |
0.7% |
96% |
False |
False |
13 |
| 60 |
2,468.00 |
2,153.75 |
314.25 |
12.8% |
15.50 |
0.6% |
96% |
False |
False |
10 |
| 80 |
2,468.00 |
2,153.75 |
314.25 |
12.8% |
12.75 |
0.5% |
96% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,622.00 |
|
2.618 |
2,560.00 |
|
1.618 |
2,522.00 |
|
1.000 |
2,498.50 |
|
0.618 |
2,484.00 |
|
HIGH |
2,460.50 |
|
0.618 |
2,446.00 |
|
0.500 |
2,441.50 |
|
0.382 |
2,437.00 |
|
LOW |
2,422.50 |
|
0.618 |
2,399.00 |
|
1.000 |
2,384.50 |
|
1.618 |
2,361.00 |
|
2.618 |
2,323.00 |
|
4.250 |
2,261.00 |
|
|