| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1,581.8 |
1,599.7 |
17.9 |
1.1% |
1,607.3 |
| High |
1,583.5 |
1,612.3 |
28.8 |
1.8% |
1,607.3 |
| Low |
1,575.1 |
1,599.7 |
24.6 |
1.6% |
1,536.2 |
| Close |
1,575.9 |
1,610.0 |
34.1 |
2.2% |
1,575.9 |
| Range |
8.4 |
12.6 |
4.2 |
50.0% |
71.1 |
| ATR |
28.0 |
28.6 |
0.6 |
2.2% |
0.0 |
| Volume |
289 |
1,399 |
1,110 |
384.1% |
717 |
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,645.1 |
1,640.2 |
1,616.9 |
|
| R3 |
1,632.5 |
1,627.6 |
1,613.5 |
|
| R2 |
1,619.9 |
1,619.9 |
1,612.3 |
|
| R1 |
1,615.0 |
1,615.0 |
1,611.2 |
1,617.5 |
| PP |
1,607.3 |
1,607.3 |
1,607.3 |
1,608.6 |
| S1 |
1,602.4 |
1,602.4 |
1,608.8 |
1,604.9 |
| S2 |
1,594.7 |
1,594.7 |
1,607.7 |
|
| S3 |
1,582.1 |
1,589.8 |
1,606.5 |
|
| S4 |
1,569.5 |
1,577.2 |
1,603.1 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,786.4 |
1,752.3 |
1,615.0 |
|
| R3 |
1,715.3 |
1,681.2 |
1,595.5 |
|
| R2 |
1,644.2 |
1,644.2 |
1,588.9 |
|
| R1 |
1,610.1 |
1,610.1 |
1,582.4 |
1,591.6 |
| PP |
1,573.1 |
1,573.1 |
1,573.1 |
1,563.9 |
| S1 |
1,539.0 |
1,539.0 |
1,569.4 |
1,520.5 |
| S2 |
1,502.0 |
1,502.0 |
1,562.9 |
|
| S3 |
1,430.9 |
1,467.9 |
1,556.3 |
|
| S4 |
1,359.8 |
1,396.8 |
1,536.8 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,665.9 |
|
2.618 |
1,645.3 |
|
1.618 |
1,632.7 |
|
1.000 |
1,624.9 |
|
0.618 |
1,620.1 |
|
HIGH |
1,612.3 |
|
0.618 |
1,607.5 |
|
0.500 |
1,606.0 |
|
0.382 |
1,604.5 |
|
LOW |
1,599.7 |
|
0.618 |
1,591.9 |
|
1.000 |
1,587.1 |
|
1.618 |
1,579.3 |
|
2.618 |
1,566.7 |
|
4.250 |
1,546.2 |
|
|