| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1,599.7 |
1,610.1 |
10.4 |
0.7% |
1,607.3 |
| High |
1,612.3 |
1,627.8 |
15.5 |
1.0% |
1,607.3 |
| Low |
1,599.7 |
1,604.2 |
4.5 |
0.3% |
1,536.2 |
| Close |
1,610.0 |
1,622.7 |
12.7 |
0.8% |
1,575.9 |
| Range |
12.6 |
23.6 |
11.0 |
87.3% |
71.1 |
| ATR |
28.6 |
28.2 |
-0.4 |
-1.2% |
0.0 |
| Volume |
1,399 |
348 |
-1,051 |
-75.1% |
717 |
|
| Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,689.0 |
1,679.5 |
1,635.7 |
|
| R3 |
1,665.4 |
1,655.9 |
1,629.2 |
|
| R2 |
1,641.8 |
1,641.8 |
1,627.0 |
|
| R1 |
1,632.3 |
1,632.3 |
1,624.9 |
1,637.1 |
| PP |
1,618.2 |
1,618.2 |
1,618.2 |
1,620.6 |
| S1 |
1,608.7 |
1,608.7 |
1,620.5 |
1,613.5 |
| S2 |
1,594.6 |
1,594.6 |
1,618.4 |
|
| S3 |
1,571.0 |
1,585.1 |
1,616.2 |
|
| S4 |
1,547.4 |
1,561.5 |
1,609.7 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,786.4 |
1,752.3 |
1,615.0 |
|
| R3 |
1,715.3 |
1,681.2 |
1,595.5 |
|
| R2 |
1,644.2 |
1,644.2 |
1,588.9 |
|
| R1 |
1,610.1 |
1,610.1 |
1,582.4 |
1,591.6 |
| PP |
1,573.1 |
1,573.1 |
1,573.1 |
1,563.9 |
| S1 |
1,539.0 |
1,539.0 |
1,569.4 |
1,520.5 |
| S2 |
1,502.0 |
1,502.0 |
1,562.9 |
|
| S3 |
1,430.9 |
1,467.9 |
1,556.3 |
|
| S4 |
1,359.8 |
1,396.8 |
1,536.8 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,728.1 |
|
2.618 |
1,689.6 |
|
1.618 |
1,666.0 |
|
1.000 |
1,651.4 |
|
0.618 |
1,642.4 |
|
HIGH |
1,627.8 |
|
0.618 |
1,618.8 |
|
0.500 |
1,616.0 |
|
0.382 |
1,613.2 |
|
LOW |
1,604.2 |
|
0.618 |
1,589.6 |
|
1.000 |
1,580.6 |
|
1.618 |
1,566.0 |
|
2.618 |
1,542.4 |
|
4.250 |
1,503.9 |
|
|