| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,733.46 |
2,721.29 |
-12.17 |
-0.4% |
2,713.44 |
| High |
2,743.35 |
2,726.27 |
-17.08 |
-0.6% |
2,749.36 |
| Low |
2,724.07 |
2,710.80 |
-13.27 |
-0.5% |
2,703.75 |
| Close |
2,735.70 |
2,722.98 |
-12.72 |
-0.5% |
2,748.26 |
| Range |
19.28 |
15.47 |
-3.81 |
-19.8% |
45.61 |
| ATR |
31.58 |
31.10 |
-0.48 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,766.43 |
2,760.17 |
2,731.49 |
|
| R3 |
2,750.96 |
2,744.70 |
2,727.23 |
|
| R2 |
2,735.49 |
2,735.49 |
2,725.82 |
|
| R1 |
2,729.23 |
2,729.23 |
2,724.40 |
2,732.36 |
| PP |
2,720.02 |
2,720.02 |
2,720.02 |
2,721.58 |
| S1 |
2,713.76 |
2,713.76 |
2,721.56 |
2,716.89 |
| S2 |
2,704.55 |
2,704.55 |
2,720.14 |
|
| S3 |
2,689.08 |
2,698.29 |
2,718.73 |
|
| S4 |
2,673.61 |
2,682.82 |
2,714.47 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,870.62 |
2,855.05 |
2,773.35 |
|
| R3 |
2,825.01 |
2,809.44 |
2,760.80 |
|
| R2 |
2,779.40 |
2,779.40 |
2,756.62 |
|
| R1 |
2,763.83 |
2,763.83 |
2,752.44 |
2,771.62 |
| PP |
2,733.79 |
2,733.79 |
2,733.79 |
2,737.68 |
| S1 |
2,718.22 |
2,718.22 |
2,744.08 |
2,726.01 |
| S2 |
2,688.18 |
2,688.18 |
2,739.90 |
|
| S3 |
2,642.57 |
2,672.61 |
2,735.72 |
|
| S4 |
2,596.96 |
2,627.00 |
2,723.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,749.36 |
2,710.80 |
38.56 |
1.4% |
18.20 |
0.7% |
32% |
False |
True |
|
| 10 |
2,750.82 |
2,703.75 |
47.07 |
1.7% |
21.14 |
0.8% |
41% |
False |
False |
|
| 20 |
2,750.82 |
2,598.57 |
152.25 |
5.6% |
26.85 |
1.0% |
82% |
False |
False |
|
| 40 |
2,750.82 |
2,494.38 |
256.44 |
9.4% |
28.80 |
1.1% |
89% |
False |
False |
|
| 60 |
2,784.81 |
2,494.38 |
290.43 |
10.7% |
31.17 |
1.1% |
79% |
False |
False |
|
| 80 |
2,878.38 |
2,494.38 |
384.00 |
14.1% |
30.94 |
1.1% |
60% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
14.1% |
30.10 |
1.1% |
60% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
14.1% |
29.52 |
1.1% |
60% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,792.02 |
|
2.618 |
2,766.77 |
|
1.618 |
2,751.30 |
|
1.000 |
2,741.74 |
|
0.618 |
2,735.83 |
|
HIGH |
2,726.27 |
|
0.618 |
2,720.36 |
|
0.500 |
2,718.54 |
|
0.382 |
2,716.71 |
|
LOW |
2,710.80 |
|
0.618 |
2,701.24 |
|
1.000 |
2,695.33 |
|
1.618 |
2,685.77 |
|
2.618 |
2,670.30 |
|
4.250 |
2,645.05 |
|
|