Day Change Summary |
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Previous |
Current |
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09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,629.4 |
1,624.1 |
-5.3 |
-0.3% |
1,600.8 |
High |
1,630.8 |
1,646.3 |
15.5 |
1.0% |
1,637.4 |
Low |
1,615.6 |
1,624.1 |
8.5 |
0.5% |
1,600.8 |
Close |
1,615.7 |
1,639.6 |
23.9 |
1.5% |
1,624.5 |
Range |
15.2 |
22.2 |
7.0 |
46.1% |
36.6 |
ATR |
26.5 |
26.8 |
0.3 |
1.1% |
0.0 |
Volume |
801 |
876 |
75 |
9.4% |
4,463 |
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Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,703.3 |
1,693.6 |
1,651.8 |
|
R3 |
1,681.1 |
1,671.4 |
1,645.7 |
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R2 |
1,658.9 |
1,658.9 |
1,643.7 |
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R1 |
1,649.2 |
1,649.2 |
1,641.6 |
1,654.1 |
PP |
1,636.7 |
1,636.7 |
1,636.7 |
1,639.1 |
S1 |
1,627.0 |
1,627.0 |
1,637.6 |
1,631.9 |
S2 |
1,614.5 |
1,614.5 |
1,635.5 |
|
S3 |
1,592.3 |
1,604.8 |
1,633.5 |
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S4 |
1,570.1 |
1,582.6 |
1,627.4 |
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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 |
|
R2 |
1,657.5 |
1,657.5 |
1,631.2 |
|
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 |
|
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 |
1,646.3 |
1,602.5 |
43.8 |
2.7% |
20.6 |
1.3% |
85% |
True |
False |
1,009 |
10 |
1,646.3 |
1,537.0 |
109.3 |
6.7% |
20.5 |
1.2% |
94% |
True |
False |
717 |
20 |
1,706.8 |
1,537.0 |
169.8 |
10.4% |
22.7 |
1.4% |
60% |
False |
False |
572 |
40 |
1,804.0 |
1,537.0 |
267.0 |
16.3% |
22.2 |
1.4% |
38% |
False |
False |
634 |
60 |
1,807.2 |
1,537.0 |
270.2 |
16.5% |
19.6 |
1.2% |
38% |
False |
False |
509 |
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Fibonacci Retracements and Extensions |
4.250 |
1,740.7 |
2.618 |
1,704.4 |
1.618 |
1,682.2 |
1.000 |
1,668.5 |
0.618 |
1,660.0 |
HIGH |
1,646.3 |
0.618 |
1,637.8 |
0.500 |
1,635.2 |
0.382 |
1,632.6 |
LOW |
1,624.1 |
0.618 |
1,610.4 |
1.000 |
1,601.9 |
1.618 |
1,588.2 |
2.618 |
1,566.0 |
4.250 |
1,529.8 |
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