| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1,610.1 |
1,621.4 |
11.3 |
0.7% |
1,607.3 |
| High |
1,627.8 |
1,634.0 |
6.2 |
0.4% |
1,607.3 |
| Low |
1,604.2 |
1,621.4 |
17.2 |
1.1% |
1,536.2 |
| Close |
1,622.7 |
1,630.2 |
7.5 |
0.5% |
1,575.9 |
| Range |
23.6 |
12.6 |
-11.0 |
-46.6% |
71.1 |
| ATR |
28.2 |
27.1 |
-1.1 |
-4.0% |
0.0 |
| Volume |
348 |
977 |
629 |
180.7% |
717 |
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,666.3 |
1,660.9 |
1,637.1 |
|
| R3 |
1,653.7 |
1,648.3 |
1,633.7 |
|
| R2 |
1,641.1 |
1,641.1 |
1,632.5 |
|
| R1 |
1,635.7 |
1,635.7 |
1,631.4 |
1,638.4 |
| PP |
1,628.5 |
1,628.5 |
1,628.5 |
1,629.9 |
| S1 |
1,623.1 |
1,623.1 |
1,629.0 |
1,625.8 |
| S2 |
1,615.9 |
1,615.9 |
1,627.9 |
|
| S3 |
1,603.3 |
1,610.5 |
1,626.7 |
|
| S4 |
1,590.7 |
1,597.9 |
1,623.3 |
|
|
| 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 |
1,687.6 |
|
2.618 |
1,667.0 |
|
1.618 |
1,654.4 |
|
1.000 |
1,646.6 |
|
0.618 |
1,641.8 |
|
HIGH |
1,634.0 |
|
0.618 |
1,629.2 |
|
0.500 |
1,627.7 |
|
0.382 |
1,626.2 |
|
LOW |
1,621.4 |
|
0.618 |
1,613.6 |
|
1.000 |
1,608.8 |
|
1.618 |
1,601.0 |
|
2.618 |
1,588.4 |
|
4.250 |
1,567.9 |
|
|