| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2013 |
10-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,724.17 |
2,746.68 |
22.51 |
0.8% |
2,600.92 |
| High |
2,735.42 |
2,749.19 |
13.77 |
0.5% |
2,750.82 |
| Low |
2,720.05 |
2,719.68 |
-0.37 |
0.0% |
2,598.57 |
| Close |
2,727.65 |
2,744.18 |
16.53 |
0.6% |
2,724.49 |
| Range |
15.37 |
29.51 |
14.14 |
92.0% |
152.25 |
| ATR |
34.07 |
33.74 |
-0.33 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,826.21 |
2,814.71 |
2,760.41 |
|
| R3 |
2,796.70 |
2,785.20 |
2,752.30 |
|
| R2 |
2,767.19 |
2,767.19 |
2,749.59 |
|
| R1 |
2,755.69 |
2,755.69 |
2,746.89 |
2,746.69 |
| PP |
2,737.68 |
2,737.68 |
2,737.68 |
2,733.18 |
| S1 |
2,726.18 |
2,726.18 |
2,741.47 |
2,717.18 |
| S2 |
2,708.17 |
2,708.17 |
2,738.77 |
|
| S3 |
2,678.66 |
2,696.67 |
2,736.06 |
|
| S4 |
2,649.15 |
2,667.16 |
2,727.95 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,148.04 |
3,088.52 |
2,808.23 |
|
| R3 |
2,995.79 |
2,936.27 |
2,766.36 |
|
| R2 |
2,843.54 |
2,843.54 |
2,752.40 |
|
| 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 |
|
| S3 |
2,386.79 |
2,479.52 |
2,682.62 |
|
| S4 |
2,234.54 |
2,327.27 |
2,640.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,749.19 |
2,703.75 |
45.44 |
1.7% |
21.60 |
0.8% |
89% |
True |
False |
|
| 10 |
2,750.82 |
2,598.57 |
152.25 |
5.5% |
30.07 |
1.1% |
96% |
False |
False |
|
| 20 |
2,750.82 |
2,598.57 |
152.25 |
5.5% |
29.30 |
1.1% |
96% |
False |
False |
|
| 40 |
2,750.82 |
2,494.38 |
256.44 |
9.3% |
30.37 |
1.1% |
97% |
False |
False |
|
| 60 |
2,784.81 |
2,494.38 |
290.43 |
10.6% |
31.86 |
1.2% |
86% |
False |
False |
|
| 80 |
2,878.38 |
2,494.38 |
384.00 |
14.0% |
30.96 |
1.1% |
65% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
14.0% |
30.26 |
1.1% |
65% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
14.0% |
30.03 |
1.1% |
65% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,874.61 |
|
2.618 |
2,826.45 |
|
1.618 |
2,796.94 |
|
1.000 |
2,778.70 |
|
0.618 |
2,767.43 |
|
HIGH |
2,749.19 |
|
0.618 |
2,737.92 |
|
0.500 |
2,734.44 |
|
0.382 |
2,730.95 |
|
LOW |
2,719.68 |
|
0.618 |
2,701.44 |
|
1.000 |
2,690.17 |
|
1.618 |
2,671.93 |
|
2.618 |
2,642.42 |
|
4.250 |
2,594.26 |
|
|