| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
6,475.0 |
6,525.5 |
50.5 |
0.8% |
6,422.0 |
| High |
6,575.0 |
6,589.5 |
14.5 |
0.2% |
6,589.5 |
| Low |
6,447.0 |
6,510.0 |
63.0 |
1.0% |
6,358.0 |
| Close |
6,555.0 |
6,537.0 |
-18.0 |
-0.3% |
6,537.0 |
| Range |
128.0 |
79.5 |
-48.5 |
-37.9% |
231.5 |
| ATR |
115.4 |
112.8 |
-2.6 |
-2.2% |
0.0 |
| Volume |
292 |
585 |
293 |
100.3% |
1,693 |
|
| Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,784.0 |
6,740.0 |
6,580.7 |
|
| R3 |
6,704.5 |
6,660.5 |
6,558.9 |
|
| R2 |
6,625.0 |
6,625.0 |
6,551.6 |
|
| R1 |
6,581.0 |
6,581.0 |
6,544.3 |
6,603.0 |
| PP |
6,545.5 |
6,545.5 |
6,545.5 |
6,556.5 |
| S1 |
6,501.5 |
6,501.5 |
6,529.7 |
6,523.5 |
| S2 |
6,466.0 |
6,466.0 |
6,522.4 |
|
| S3 |
6,386.5 |
6,422.0 |
6,515.1 |
|
| S4 |
6,307.0 |
6,342.5 |
6,493.3 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,189.3 |
7,094.7 |
6,664.3 |
|
| R3 |
6,957.8 |
6,863.2 |
6,600.7 |
|
| R2 |
6,726.3 |
6,726.3 |
6,579.4 |
|
| R1 |
6,631.7 |
6,631.7 |
6,558.2 |
6,679.0 |
| PP |
6,494.8 |
6,494.8 |
6,494.8 |
6,518.5 |
| S1 |
6,400.2 |
6,400.2 |
6,515.8 |
6,447.5 |
| S2 |
6,263.3 |
6,263.3 |
6,494.6 |
|
| S3 |
6,031.8 |
6,168.7 |
6,473.3 |
|
| S4 |
5,800.3 |
5,937.2 |
6,409.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,589.5 |
6,358.0 |
231.5 |
3.5% |
99.3 |
1.5% |
77% |
True |
False |
338 |
| 10 |
6,589.5 |
6,117.5 |
472.0 |
7.2% |
91.6 |
1.4% |
89% |
True |
False |
340 |
| 20 |
6,589.5 |
5,910.0 |
679.5 |
10.4% |
98.8 |
1.5% |
92% |
True |
False |
402 |
| 40 |
6,589.5 |
5,641.5 |
948.0 |
14.5% |
118.9 |
1.8% |
94% |
True |
False |
1,385 |
| 60 |
6,589.5 |
5,409.0 |
1,180.5 |
18.1% |
133.7 |
2.0% |
96% |
True |
False |
979 |
| 80 |
6,589.5 |
5,409.0 |
1,180.5 |
18.1% |
139.4 |
2.1% |
96% |
True |
False |
761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,927.4 |
|
2.618 |
6,797.6 |
|
1.618 |
6,718.1 |
|
1.000 |
6,669.0 |
|
0.618 |
6,638.6 |
|
HIGH |
6,589.5 |
|
0.618 |
6,559.1 |
|
0.500 |
6,549.8 |
|
0.382 |
6,540.4 |
|
LOW |
6,510.0 |
|
0.618 |
6,460.9 |
|
1.000 |
6,430.5 |
|
1.618 |
6,381.4 |
|
2.618 |
6,301.9 |
|
4.250 |
6,172.1 |
|
|