| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1,265.25 |
1,267.75 |
2.50 |
0.2% |
1,256.00 |
| High |
1,274.50 |
1,268.25 |
-6.25 |
-0.5% |
1,258.50 |
| Low |
1,265.25 |
1,257.25 |
-8.00 |
-0.6% |
1,237.75 |
| Close |
1,266.75 |
1,267.50 |
0.75 |
0.1% |
1,247.25 |
| Range |
9.25 |
11.00 |
1.75 |
18.9% |
20.75 |
| ATR |
20.75 |
20.05 |
-0.70 |
-3.4% |
0.00 |
| Volume |
296 |
763 |
467 |
157.8% |
4,457 |
|
| Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,297.25 |
1,293.50 |
1,273.50 |
|
| R3 |
1,286.25 |
1,282.50 |
1,270.50 |
|
| R2 |
1,275.25 |
1,275.25 |
1,269.50 |
|
| R1 |
1,271.50 |
1,271.50 |
1,268.50 |
1,268.00 |
| PP |
1,264.25 |
1,264.25 |
1,264.25 |
1,262.50 |
| S1 |
1,260.50 |
1,260.50 |
1,266.50 |
1,257.00 |
| S2 |
1,253.25 |
1,253.25 |
1,265.50 |
|
| S3 |
1,242.25 |
1,249.50 |
1,264.50 |
|
| S4 |
1,231.25 |
1,238.50 |
1,261.50 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,310.00 |
1,299.50 |
1,258.75 |
|
| R3 |
1,289.25 |
1,278.75 |
1,253.00 |
|
| R2 |
1,268.50 |
1,268.50 |
1,251.00 |
|
| R1 |
1,258.00 |
1,258.00 |
1,249.25 |
1,253.00 |
| PP |
1,247.75 |
1,247.75 |
1,247.75 |
1,245.25 |
| S1 |
1,237.25 |
1,237.25 |
1,245.25 |
1,232.00 |
| S2 |
1,227.00 |
1,227.00 |
1,243.50 |
|
| S3 |
1,206.25 |
1,216.50 |
1,241.50 |
|
| S4 |
1,185.50 |
1,195.75 |
1,235.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,274.50 |
1,237.75 |
36.75 |
2.9% |
12.50 |
1.0% |
81% |
False |
False |
744 |
| 10 |
1,274.50 |
1,193.50 |
81.00 |
6.4% |
16.25 |
1.3% |
91% |
False |
False |
1,210 |
| 20 |
1,274.50 |
1,190.00 |
84.50 |
6.7% |
19.25 |
1.5% |
92% |
False |
False |
800 |
| 40 |
1,274.50 |
1,140.25 |
134.25 |
10.6% |
18.25 |
1.4% |
95% |
False |
False |
487 |
| 60 |
1,277.25 |
1,140.25 |
137.00 |
10.8% |
20.00 |
1.6% |
93% |
False |
False |
332 |
| 80 |
1,277.25 |
1,057.50 |
219.75 |
17.3% |
23.00 |
1.8% |
96% |
False |
False |
253 |
| 100 |
1,277.25 |
1,057.50 |
219.75 |
17.3% |
20.00 |
1.6% |
96% |
False |
False |
204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,315.00 |
|
2.618 |
1,297.00 |
|
1.618 |
1,286.00 |
|
1.000 |
1,279.25 |
|
0.618 |
1,275.00 |
|
HIGH |
1,268.25 |
|
0.618 |
1,264.00 |
|
0.500 |
1,262.75 |
|
0.382 |
1,261.50 |
|
LOW |
1,257.25 |
|
0.618 |
1,250.50 |
|
1.000 |
1,246.25 |
|
1.618 |
1,239.50 |
|
2.618 |
1,228.50 |
|
4.250 |
1,210.50 |
|
|