Day Change Summary |
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Previous |
Current |
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04-Jan-2013 |
07-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
2,730.53 |
2,713.44 |
-17.09 |
-0.6% |
2,600.92 |
High |
2,732.16 |
2,727.68 |
-4.48 |
-0.2% |
2,750.82 |
Low |
2,716.04 |
2,707.11 |
-8.93 |
-0.3% |
2,598.57 |
Close |
2,724.49 |
2,724.22 |
-0.27 |
0.0% |
2,724.49 |
Range |
16.12 |
20.57 |
4.45 |
27.6% |
152.25 |
ATR |
37.29 |
36.10 |
-1.19 |
-3.2% |
0.00 |
Volume |
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Daily Pivots for day following 07-Jan-2013 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,781.38 |
2,773.37 |
2,735.53 |
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R3 |
2,760.81 |
2,752.80 |
2,729.88 |
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R2 |
2,740.24 |
2,740.24 |
2,727.99 |
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R1 |
2,732.23 |
2,732.23 |
2,726.11 |
2,736.24 |
PP |
2,719.67 |
2,719.67 |
2,719.67 |
2,721.67 |
S1 |
2,711.66 |
2,711.66 |
2,722.33 |
2,715.67 |
S2 |
2,699.10 |
2,699.10 |
2,720.45 |
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S3 |
2,678.53 |
2,691.09 |
2,718.56 |
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S4 |
2,657.96 |
2,670.52 |
2,712.91 |
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Weekly Pivots for week ending 04-Jan-2013 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,148.04 |
3,088.52 |
2,808.23 |
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R3 |
2,995.79 |
2,936.27 |
2,766.36 |
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R2 |
2,843.54 |
2,843.54 |
2,752.40 |
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R1 |
2,784.02 |
2,784.02 |
2,738.45 |
2,813.78 |
PP |
2,691.29 |
2,691.29 |
2,691.29 |
2,706.18 |
S1 |
2,631.77 |
2,631.77 |
2,710.53 |
2,661.53 |
S2 |
2,539.04 |
2,539.04 |
2,696.58 |
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S3 |
2,386.79 |
2,479.52 |
2,682.62 |
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S4 |
2,234.54 |
2,327.27 |
2,640.75 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,750.82 |
2,598.57 |
152.25 |
5.6% |
32.24 |
1.2% |
83% |
False |
False |
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10 |
2,750.82 |
2,598.57 |
152.25 |
5.6% |
30.20 |
1.1% |
83% |
False |
False |
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20 |
2,750.82 |
2,598.57 |
152.25 |
5.6% |
30.82 |
1.1% |
83% |
False |
False |
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40 |
2,750.82 |
2,494.38 |
256.44 |
9.4% |
31.52 |
1.2% |
90% |
False |
False |
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60 |
2,784.81 |
2,494.38 |
290.43 |
10.7% |
32.37 |
1.2% |
79% |
False |
False |
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80 |
2,878.38 |
2,494.38 |
384.00 |
14.1% |
31.23 |
1.1% |
60% |
False |
False |
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100 |
2,878.38 |
2,494.38 |
384.00 |
14.1% |
30.11 |
1.1% |
60% |
False |
False |
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120 |
2,878.38 |
2,494.38 |
384.00 |
14.1% |
30.38 |
1.1% |
60% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,815.10 |
2.618 |
2,781.53 |
1.618 |
2,760.96 |
1.000 |
2,748.25 |
0.618 |
2,740.39 |
HIGH |
2,727.68 |
0.618 |
2,719.82 |
0.500 |
2,717.40 |
0.382 |
2,714.97 |
LOW |
2,707.11 |
0.618 |
2,694.40 |
1.000 |
2,686.54 |
1.618 |
2,673.83 |
2.618 |
2,653.26 |
4.250 |
2,619.69 |
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