| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,367.0 |
2,351.0 |
-16.0 |
-0.7% |
2,249.0 |
| High |
2,367.0 |
2,380.0 |
13.0 |
0.5% |
2,367.0 |
| Low |
2,347.0 |
2,345.0 |
-2.0 |
-0.1% |
2,243.0 |
| Close |
2,356.0 |
2,368.0 |
12.0 |
0.5% |
2,356.0 |
| Range |
20.0 |
35.0 |
15.0 |
75.0% |
124.0 |
| ATR |
49.9 |
48.8 |
-1.1 |
-2.1% |
0.0 |
| Volume |
437 |
336 |
-101 |
-23.1% |
6,461 |
|
| Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,469.3 |
2,453.7 |
2,387.3 |
|
| R3 |
2,434.3 |
2,418.7 |
2,377.6 |
|
| R2 |
2,399.3 |
2,399.3 |
2,374.4 |
|
| R1 |
2,383.7 |
2,383.7 |
2,371.2 |
2,391.5 |
| PP |
2,364.3 |
2,364.3 |
2,364.3 |
2,368.3 |
| S1 |
2,348.7 |
2,348.7 |
2,364.8 |
2,356.5 |
| S2 |
2,329.3 |
2,329.3 |
2,361.6 |
|
| S3 |
2,294.3 |
2,313.7 |
2,358.4 |
|
| S4 |
2,259.3 |
2,278.7 |
2,348.8 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,694.0 |
2,649.0 |
2,424.2 |
|
| R3 |
2,570.0 |
2,525.0 |
2,390.1 |
|
| R2 |
2,446.0 |
2,446.0 |
2,378.7 |
|
| R1 |
2,401.0 |
2,401.0 |
2,367.4 |
2,423.5 |
| PP |
2,322.0 |
2,322.0 |
2,322.0 |
2,333.3 |
| S1 |
2,277.0 |
2,277.0 |
2,344.6 |
2,299.5 |
| S2 |
2,198.0 |
2,198.0 |
2,333.3 |
|
| S3 |
2,074.0 |
2,153.0 |
2,321.9 |
|
| S4 |
1,950.0 |
2,029.0 |
2,287.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,380.0 |
2,300.0 |
80.0 |
3.4% |
36.0 |
1.5% |
85% |
True |
False |
1,296 |
| 10 |
2,380.0 |
2,235.0 |
145.0 |
6.1% |
45.2 |
1.9% |
92% |
True |
False |
753 |
| 20 |
2,380.0 |
2,178.0 |
202.0 |
8.5% |
42.0 |
1.8% |
94% |
True |
False |
665 |
| 40 |
2,380.0 |
2,073.0 |
307.0 |
13.0% |
51.8 |
2.2% |
96% |
True |
False |
5,700 |
| 60 |
2,380.0 |
1,999.0 |
381.0 |
16.1% |
52.8 |
2.2% |
97% |
True |
False |
3,924 |
| 80 |
2,435.0 |
1,991.0 |
444.0 |
18.8% |
51.1 |
2.2% |
85% |
False |
False |
3,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,528.8 |
|
2.618 |
2,471.6 |
|
1.618 |
2,436.6 |
|
1.000 |
2,415.0 |
|
0.618 |
2,401.6 |
|
HIGH |
2,380.0 |
|
0.618 |
2,366.6 |
|
0.500 |
2,362.5 |
|
0.382 |
2,358.4 |
|
LOW |
2,345.0 |
|
0.618 |
2,323.4 |
|
1.000 |
2,310.0 |
|
1.618 |
2,288.4 |
|
2.618 |
2,253.4 |
|
4.250 |
2,196.3 |
|
|