| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,371.42 |
2,396.14 |
24.72 |
1.0% |
2,362.53 |
| High |
2,373.50 |
2,404.08 |
30.58 |
1.3% |
2,384.26 |
| Low |
2,352.76 |
2,385.79 |
33.03 |
1.4% |
2,342.34 |
| Close |
2,371.98 |
2,393.24 |
21.26 |
0.9% |
2,371.98 |
| Range |
20.74 |
18.29 |
-2.45 |
-11.8% |
41.92 |
| ATR |
32.88 |
32.83 |
-0.06 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,449.24 |
2,439.53 |
2,403.30 |
|
| R3 |
2,430.95 |
2,421.24 |
2,398.27 |
|
| R2 |
2,412.66 |
2,412.66 |
2,396.59 |
|
| R1 |
2,402.95 |
2,402.95 |
2,394.92 |
2,398.66 |
| PP |
2,394.37 |
2,394.37 |
2,394.37 |
2,392.23 |
| S1 |
2,384.66 |
2,384.66 |
2,391.56 |
2,380.37 |
| S2 |
2,376.08 |
2,376.08 |
2,389.89 |
|
| S3 |
2,357.79 |
2,366.37 |
2,388.21 |
|
| S4 |
2,339.50 |
2,348.08 |
2,383.18 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,491.95 |
2,473.89 |
2,395.04 |
|
| R3 |
2,450.03 |
2,431.97 |
2,383.51 |
|
| R2 |
2,408.11 |
2,408.11 |
2,379.67 |
|
| R1 |
2,390.05 |
2,390.05 |
2,375.82 |
2,399.08 |
| PP |
2,366.19 |
2,366.19 |
2,366.19 |
2,370.71 |
| S1 |
2,348.13 |
2,348.13 |
2,368.14 |
2,357.16 |
| S2 |
2,324.27 |
2,324.27 |
2,364.29 |
|
| S3 |
2,282.35 |
2,306.21 |
2,360.45 |
|
| S4 |
2,240.43 |
2,264.29 |
2,348.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,404.08 |
2,352.76 |
51.32 |
2.1% |
20.57 |
0.9% |
79% |
True |
False |
|
| 10 |
2,404.08 |
2,307.56 |
96.52 |
4.0% |
22.16 |
0.9% |
89% |
True |
False |
|
| 20 |
2,404.08 |
2,209.57 |
194.51 |
8.1% |
24.62 |
1.0% |
94% |
True |
False |
|
| 40 |
2,404.08 |
2,150.71 |
253.37 |
10.6% |
29.46 |
1.2% |
96% |
True |
False |
|
| 60 |
2,412.52 |
2,150.71 |
261.81 |
10.9% |
33.16 |
1.4% |
93% |
False |
False |
|
| 80 |
2,412.52 |
2,042.90 |
369.62 |
15.4% |
38.39 |
1.6% |
95% |
False |
False |
|
| 100 |
2,412.52 |
2,042.90 |
369.62 |
15.4% |
40.28 |
1.7% |
95% |
False |
False |
|
| 120 |
2,416.22 |
2,034.92 |
381.30 |
15.9% |
44.51 |
1.9% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,481.81 |
|
2.618 |
2,451.96 |
|
1.618 |
2,433.67 |
|
1.000 |
2,422.37 |
|
0.618 |
2,415.38 |
|
HIGH |
2,404.08 |
|
0.618 |
2,397.09 |
|
0.500 |
2,394.94 |
|
0.382 |
2,392.78 |
|
LOW |
2,385.79 |
|
0.618 |
2,374.49 |
|
1.000 |
2,367.50 |
|
1.618 |
2,356.20 |
|
2.618 |
2,337.91 |
|
4.250 |
2,308.06 |
|
|