| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2013 |
17-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,725.63 |
2,746.19 |
20.56 |
0.8% |
2,713.44 |
| High |
2,742.33 |
2,756.68 |
14.35 |
0.5% |
2,749.36 |
| Low |
2,721.62 |
2,740.07 |
18.45 |
0.7% |
2,703.75 |
| Close |
2,734.73 |
2,747.15 |
12.42 |
0.5% |
2,748.26 |
| Range |
20.71 |
16.61 |
-4.10 |
-19.8% |
45.61 |
| ATR |
30.36 |
29.76 |
-0.60 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,797.80 |
2,789.08 |
2,756.29 |
|
| R3 |
2,781.19 |
2,772.47 |
2,751.72 |
|
| R2 |
2,764.58 |
2,764.58 |
2,750.20 |
|
| R1 |
2,755.86 |
2,755.86 |
2,748.67 |
2,760.22 |
| PP |
2,747.97 |
2,747.97 |
2,747.97 |
2,750.15 |
| S1 |
2,739.25 |
2,739.25 |
2,745.63 |
2,743.61 |
| S2 |
2,731.36 |
2,731.36 |
2,744.10 |
|
| S3 |
2,714.75 |
2,722.64 |
2,742.58 |
|
| S4 |
2,698.14 |
2,706.03 |
2,738.01 |
|
|
| 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 |
2,756.68 |
2,710.80 |
45.88 |
1.7% |
16.69 |
0.6% |
79% |
True |
False |
|
| 10 |
2,756.68 |
2,703.75 |
52.93 |
1.9% |
19.14 |
0.7% |
82% |
True |
False |
|
| 20 |
2,756.68 |
2,598.57 |
158.11 |
5.8% |
24.91 |
0.9% |
94% |
True |
False |
|
| 40 |
2,756.68 |
2,570.66 |
186.02 |
6.8% |
27.71 |
1.0% |
95% |
True |
False |
|
| 60 |
2,756.68 |
2,494.38 |
262.30 |
9.5% |
30.70 |
1.1% |
96% |
True |
False |
|
| 80 |
2,878.38 |
2,494.38 |
384.00 |
14.0% |
30.89 |
1.1% |
66% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
14.0% |
29.76 |
1.1% |
66% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
14.0% |
29.20 |
1.1% |
66% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,827.27 |
|
2.618 |
2,800.16 |
|
1.618 |
2,783.55 |
|
1.000 |
2,773.29 |
|
0.618 |
2,766.94 |
|
HIGH |
2,756.68 |
|
0.618 |
2,750.33 |
|
0.500 |
2,748.38 |
|
0.382 |
2,746.42 |
|
LOW |
2,740.07 |
|
0.618 |
2,729.81 |
|
1.000 |
2,723.46 |
|
1.618 |
2,713.20 |
|
2.618 |
2,696.59 |
|
4.250 |
2,669.48 |
|
|