Day Change Summary |
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Previous |
Current |
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06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,630.8 |
1,629.4 |
-1.4 |
-0.1% |
1,600.8 |
High |
1,637.4 |
1,630.8 |
-6.6 |
-0.4% |
1,637.4 |
Low |
1,618.3 |
1,615.6 |
-2.7 |
-0.2% |
1,600.8 |
Close |
1,624.5 |
1,615.7 |
-8.8 |
-0.5% |
1,624.5 |
Range |
19.1 |
15.2 |
-3.9 |
-20.4% |
36.6 |
ATR |
27.4 |
26.5 |
-0.9 |
-3.2% |
0.0 |
Volume |
784 |
801 |
17 |
2.2% |
4,463 |
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Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,666.3 |
1,656.2 |
1,624.1 |
|
R3 |
1,651.1 |
1,641.0 |
1,619.9 |
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R2 |
1,635.9 |
1,635.9 |
1,618.5 |
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R1 |
1,625.8 |
1,625.8 |
1,617.1 |
1,623.3 |
PP |
1,620.7 |
1,620.7 |
1,620.7 |
1,619.4 |
S1 |
1,610.6 |
1,610.6 |
1,614.3 |
1,608.1 |
S2 |
1,605.5 |
1,605.5 |
1,612.9 |
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S3 |
1,590.3 |
1,595.4 |
1,611.5 |
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S4 |
1,575.1 |
1,580.2 |
1,607.3 |
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Weekly Pivots for week ending 06-Jan-2012 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,730.7 |
1,714.2 |
1,644.6 |
|
R3 |
1,694.1 |
1,677.6 |
1,634.6 |
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R2 |
1,657.5 |
1,657.5 |
1,631.2 |
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R1 |
1,641.0 |
1,641.0 |
1,627.9 |
1,649.3 |
PP |
1,620.9 |
1,620.9 |
1,620.9 |
1,625.0 |
S1 |
1,604.4 |
1,604.4 |
1,621.1 |
1,612.7 |
S2 |
1,584.3 |
1,584.3 |
1,617.8 |
|
S3 |
1,547.7 |
1,567.8 |
1,614.4 |
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S4 |
1,511.1 |
1,531.2 |
1,604.4 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,637.4 |
1,600.8 |
36.6 |
2.3% |
19.0 |
1.2% |
41% |
False |
False |
1,052 |
10 |
1,637.4 |
1,537.0 |
100.4 |
6.2% |
18.5 |
1.1% |
78% |
False |
False |
635 |
20 |
1,727.9 |
1,537.0 |
190.9 |
11.8% |
21.8 |
1.4% |
41% |
False |
False |
557 |
40 |
1,804.0 |
1,537.0 |
267.0 |
16.5% |
22.0 |
1.4% |
29% |
False |
False |
646 |
60 |
1,807.2 |
1,537.0 |
270.2 |
16.7% |
19.4 |
1.2% |
29% |
False |
False |
498 |
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Fibonacci Retracements and Extensions |
4.250 |
1,695.4 |
2.618 |
1,670.6 |
1.618 |
1,655.4 |
1.000 |
1,646.0 |
0.618 |
1,640.2 |
HIGH |
1,630.8 |
0.618 |
1,625.0 |
0.500 |
1,623.2 |
0.382 |
1,621.4 |
LOW |
1,615.6 |
0.618 |
1,606.2 |
1.000 |
1,600.4 |
1.618 |
1,591.0 |
2.618 |
1,575.8 |
4.250 |
1,551.0 |
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