| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,428.75 |
2,464.50 |
35.75 |
1.5% |
2,438.00 |
| High |
2,460.50 |
2,467.75 |
7.25 |
0.3% |
2,468.00 |
| Low |
2,422.50 |
2,448.00 |
25.50 |
1.1% |
2,415.50 |
| Close |
2,456.75 |
2,459.00 |
2.25 |
0.1% |
2,451.25 |
| Range |
38.00 |
19.75 |
-18.25 |
-48.0% |
52.50 |
| ATR |
25.11 |
24.73 |
-0.38 |
-1.5% |
0.00 |
| Volume |
7 |
29 |
22 |
314.3% |
115 |
|
| Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,517.50 |
2,508.00 |
2,469.75 |
|
| R3 |
2,497.75 |
2,488.25 |
2,464.50 |
|
| R2 |
2,478.00 |
2,478.00 |
2,462.50 |
|
| R1 |
2,468.50 |
2,468.50 |
2,460.75 |
2,463.50 |
| PP |
2,458.25 |
2,458.25 |
2,458.25 |
2,455.75 |
| S1 |
2,448.75 |
2,448.75 |
2,457.25 |
2,443.50 |
| S2 |
2,438.50 |
2,438.50 |
2,455.50 |
|
| S3 |
2,418.75 |
2,429.00 |
2,453.50 |
|
| S4 |
2,399.00 |
2,409.25 |
2,448.25 |
|
|
| 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% |
25.25 |
1.0% |
80% |
False |
False |
20 |
| 10 |
2,468.00 |
2,415.00 |
53.00 |
2.2% |
20.25 |
0.8% |
83% |
False |
False |
21 |
| 20 |
2,468.00 |
2,309.00 |
159.00 |
6.5% |
18.75 |
0.8% |
94% |
False |
False |
22 |
| 40 |
2,468.00 |
2,206.50 |
261.50 |
10.6% |
18.00 |
0.7% |
97% |
False |
False |
14 |
| 60 |
2,468.00 |
2,153.75 |
314.25 |
12.8% |
16.00 |
0.6% |
97% |
False |
False |
10 |
| 80 |
2,468.00 |
2,153.75 |
314.25 |
12.8% |
13.00 |
0.5% |
97% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,551.75 |
|
2.618 |
2,519.50 |
|
1.618 |
2,499.75 |
|
1.000 |
2,487.50 |
|
0.618 |
2,480.00 |
|
HIGH |
2,467.75 |
|
0.618 |
2,460.25 |
|
0.500 |
2,458.00 |
|
0.382 |
2,455.50 |
|
LOW |
2,448.00 |
|
0.618 |
2,435.75 |
|
1.000 |
2,428.25 |
|
1.618 |
2,416.00 |
|
2.618 |
2,396.25 |
|
4.250 |
2,364.00 |
|
|