| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2013 |
23-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,744.27 |
2,761.98 |
17.71 |
0.6% |
2,733.46 |
| High |
2,747.52 |
2,769.31 |
21.79 |
0.8% |
2,756.68 |
| Low |
2,726.86 |
2,756.59 |
29.73 |
1.1% |
2,710.80 |
| Close |
2,746.19 |
2,762.17 |
15.98 |
0.6% |
2,743.24 |
| Range |
20.66 |
12.72 |
-7.94 |
-38.4% |
45.88 |
| ATR |
28.40 |
28.02 |
-0.38 |
-1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,800.85 |
2,794.23 |
2,769.17 |
|
| R3 |
2,788.13 |
2,781.51 |
2,765.67 |
|
| R2 |
2,775.41 |
2,775.41 |
2,764.50 |
|
| R1 |
2,768.79 |
2,768.79 |
2,763.34 |
2,772.10 |
| PP |
2,762.69 |
2,762.69 |
2,762.69 |
2,764.35 |
| S1 |
2,756.07 |
2,756.07 |
2,761.00 |
2,759.38 |
| S2 |
2,749.97 |
2,749.97 |
2,759.84 |
|
| S3 |
2,737.25 |
2,743.35 |
2,758.67 |
|
| S4 |
2,724.53 |
2,730.63 |
2,755.17 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,874.55 |
2,854.77 |
2,768.47 |
|
| R3 |
2,828.67 |
2,808.89 |
2,755.86 |
|
| R2 |
2,782.79 |
2,782.79 |
2,751.65 |
|
| R1 |
2,763.01 |
2,763.01 |
2,747.45 |
2,772.90 |
| PP |
2,736.91 |
2,736.91 |
2,736.91 |
2,741.85 |
| S1 |
2,717.13 |
2,717.13 |
2,739.03 |
2,727.02 |
| S2 |
2,691.03 |
2,691.03 |
2,734.83 |
|
| S3 |
2,645.15 |
2,671.25 |
2,730.62 |
|
| S4 |
2,599.27 |
2,625.37 |
2,718.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,769.31 |
2,721.62 |
47.69 |
1.7% |
17.23 |
0.6% |
85% |
True |
False |
|
| 10 |
2,769.31 |
2,710.80 |
58.51 |
2.1% |
17.72 |
0.6% |
88% |
True |
False |
|
| 20 |
2,769.31 |
2,598.57 |
170.74 |
6.2% |
23.87 |
0.9% |
96% |
True |
False |
|
| 40 |
2,769.31 |
2,598.57 |
170.74 |
6.2% |
27.16 |
1.0% |
96% |
True |
False |
|
| 60 |
2,769.31 |
2,494.38 |
274.93 |
10.0% |
29.44 |
1.1% |
97% |
True |
False |
|
| 80 |
2,845.97 |
2,494.38 |
351.59 |
12.7% |
30.37 |
1.1% |
76% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
13.9% |
29.48 |
1.1% |
70% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
13.9% |
28.66 |
1.0% |
70% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,823.37 |
|
2.618 |
2,802.61 |
|
1.618 |
2,789.89 |
|
1.000 |
2,782.03 |
|
0.618 |
2,777.17 |
|
HIGH |
2,769.31 |
|
0.618 |
2,764.45 |
|
0.500 |
2,762.95 |
|
0.382 |
2,761.45 |
|
LOW |
2,756.59 |
|
0.618 |
2,748.73 |
|
1.000 |
2,743.87 |
|
1.618 |
2,736.01 |
|
2.618 |
2,723.29 |
|
4.250 |
2,702.53 |
|
|