| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1,563.0 |
1,600.8 |
37.8 |
2.4% |
1,613.6 |
| High |
1,581.3 |
1,615.0 |
33.7 |
2.1% |
1,613.6 |
| Low |
1,563.0 |
1,600.8 |
37.8 |
2.4% |
1,537.0 |
| Close |
1,573.8 |
1,607.8 |
34.0 |
2.2% |
1,573.8 |
| Range |
18.3 |
14.2 |
-4.1 |
-22.4% |
76.6 |
| ATR |
27.8 |
28.8 |
1.0 |
3.4% |
0.0 |
| Volume |
535 |
1,092 |
557 |
104.1% |
1,031 |
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,650.5 |
1,643.3 |
1,615.6 |
|
| R3 |
1,636.3 |
1,629.1 |
1,611.7 |
|
| R2 |
1,622.1 |
1,622.1 |
1,610.4 |
|
| R1 |
1,614.9 |
1,614.9 |
1,609.1 |
1,618.5 |
| PP |
1,607.9 |
1,607.9 |
1,607.9 |
1,609.7 |
| S1 |
1,600.7 |
1,600.7 |
1,606.5 |
1,604.3 |
| S2 |
1,593.7 |
1,593.7 |
1,605.2 |
|
| S3 |
1,579.5 |
1,586.5 |
1,603.9 |
|
| S4 |
1,565.3 |
1,572.3 |
1,600.0 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,804.6 |
1,765.8 |
1,615.9 |
|
| R3 |
1,728.0 |
1,689.2 |
1,594.9 |
|
| R2 |
1,651.4 |
1,651.4 |
1,587.8 |
|
| R1 |
1,612.6 |
1,612.6 |
1,580.8 |
1,593.7 |
| PP |
1,574.8 |
1,574.8 |
1,574.8 |
1,565.4 |
| S1 |
1,536.0 |
1,536.0 |
1,566.8 |
1,517.1 |
| S2 |
1,498.2 |
1,498.2 |
1,559.8 |
|
| S3 |
1,421.6 |
1,459.4 |
1,552.7 |
|
| S4 |
1,345.0 |
1,382.8 |
1,531.7 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,675.4 |
|
2.618 |
1,652.2 |
|
1.618 |
1,638.0 |
|
1.000 |
1,629.2 |
|
0.618 |
1,623.8 |
|
HIGH |
1,615.0 |
|
0.618 |
1,609.6 |
|
0.500 |
1,607.9 |
|
0.382 |
1,606.2 |
|
LOW |
1,600.8 |
|
0.618 |
1,592.0 |
|
1.000 |
1,586.6 |
|
1.618 |
1,577.8 |
|
2.618 |
1,563.6 |
|
4.250 |
1,540.5 |
|
|