| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
16-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,292.0 |
2,249.0 |
-43.0 |
-1.9% |
2,219.0 |
| High |
2,298.0 |
2,292.0 |
-6.0 |
-0.3% |
2,329.0 |
| Low |
2,235.0 |
2,243.0 |
8.0 |
0.4% |
2,212.0 |
| Close |
2,258.0 |
2,288.0 |
30.0 |
1.3% |
2,258.0 |
| Range |
63.0 |
49.0 |
-14.0 |
-22.2% |
117.0 |
| ATR |
54.0 |
53.6 |
-0.4 |
-0.7% |
0.0 |
| Volume |
181 |
314 |
133 |
73.5% |
2,757 |
|
| Daily Pivots for day following 16-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,421.3 |
2,403.7 |
2,315.0 |
|
| R3 |
2,372.3 |
2,354.7 |
2,301.5 |
|
| R2 |
2,323.3 |
2,323.3 |
2,297.0 |
|
| R1 |
2,305.7 |
2,305.7 |
2,292.5 |
2,314.5 |
| PP |
2,274.3 |
2,274.3 |
2,274.3 |
2,278.8 |
| S1 |
2,256.7 |
2,256.7 |
2,283.5 |
2,265.5 |
| S2 |
2,225.3 |
2,225.3 |
2,279.0 |
|
| S3 |
2,176.3 |
2,207.7 |
2,274.5 |
|
| S4 |
2,127.3 |
2,158.7 |
2,261.1 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,617.3 |
2,554.7 |
2,322.4 |
|
| R3 |
2,500.3 |
2,437.7 |
2,290.2 |
|
| R2 |
2,383.3 |
2,383.3 |
2,279.5 |
|
| R1 |
2,320.7 |
2,320.7 |
2,268.7 |
2,352.0 |
| PP |
2,266.3 |
2,266.3 |
2,266.3 |
2,282.0 |
| S1 |
2,203.7 |
2,203.7 |
2,247.3 |
2,235.0 |
| S2 |
2,149.3 |
2,149.3 |
2,236.6 |
|
| S3 |
2,032.3 |
2,086.7 |
2,225.8 |
|
| S4 |
1,915.3 |
1,969.7 |
2,193.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,329.0 |
2,235.0 |
94.0 |
4.1% |
54.4 |
2.4% |
56% |
False |
False |
210 |
| 10 |
2,329.0 |
2,212.0 |
117.0 |
5.1% |
44.9 |
2.0% |
65% |
False |
False |
570 |
| 20 |
2,329.0 |
2,109.0 |
220.0 |
9.6% |
45.6 |
2.0% |
81% |
False |
False |
511 |
| 40 |
2,329.0 |
1,999.0 |
330.0 |
14.4% |
53.1 |
2.3% |
88% |
False |
False |
5,617 |
| 60 |
2,435.0 |
1,999.0 |
436.0 |
19.1% |
53.8 |
2.4% |
66% |
False |
False |
3,848 |
| 80 |
2,435.0 |
1,903.0 |
532.0 |
23.3% |
52.3 |
2.3% |
72% |
False |
False |
2,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,500.3 |
|
2.618 |
2,420.3 |
|
1.618 |
2,371.3 |
|
1.000 |
2,341.0 |
|
0.618 |
2,322.3 |
|
HIGH |
2,292.0 |
|
0.618 |
2,273.3 |
|
0.500 |
2,267.5 |
|
0.382 |
2,261.7 |
|
LOW |
2,243.0 |
|
0.618 |
2,212.7 |
|
1.000 |
2,194.0 |
|
1.618 |
2,163.7 |
|
2.618 |
2,114.7 |
|
4.250 |
2,034.8 |
|
|