| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,731.33 |
2,737.62 |
6.29 |
0.2% |
2,744.27 |
| High |
2,745.09 |
2,752.54 |
7.45 |
0.3% |
2,769.31 |
| Low |
2,726.73 |
2,735.21 |
8.48 |
0.3% |
2,719.83 |
| Close |
2,736.73 |
2,742.43 |
5.70 |
0.2% |
2,736.73 |
| Range |
18.36 |
17.33 |
-1.03 |
-5.6% |
49.48 |
| ATR |
28.51 |
27.71 |
-0.80 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,795.38 |
2,786.24 |
2,751.96 |
|
| R3 |
2,778.05 |
2,768.91 |
2,747.20 |
|
| R2 |
2,760.72 |
2,760.72 |
2,745.61 |
|
| R1 |
2,751.58 |
2,751.58 |
2,744.02 |
2,756.15 |
| PP |
2,743.39 |
2,743.39 |
2,743.39 |
2,745.68 |
| S1 |
2,734.25 |
2,734.25 |
2,740.84 |
2,738.82 |
| S2 |
2,726.06 |
2,726.06 |
2,739.25 |
|
| S3 |
2,708.73 |
2,716.92 |
2,737.66 |
|
| S4 |
2,691.40 |
2,699.59 |
2,732.90 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,890.40 |
2,863.04 |
2,763.94 |
|
| R3 |
2,840.92 |
2,813.56 |
2,750.34 |
|
| R2 |
2,791.44 |
2,791.44 |
2,745.80 |
|
| R1 |
2,764.08 |
2,764.08 |
2,741.27 |
2,753.02 |
| PP |
2,741.96 |
2,741.96 |
2,741.96 |
2,736.43 |
| S1 |
2,714.60 |
2,714.60 |
2,732.19 |
2,703.54 |
| S2 |
2,692.48 |
2,692.48 |
2,727.66 |
|
| S3 |
2,643.00 |
2,665.12 |
2,723.12 |
|
| S4 |
2,593.52 |
2,615.64 |
2,709.52 |
|
|
| 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 |
2,719.83 |
49.48 |
1.8% |
19.52 |
0.7% |
46% |
False |
False |
|
| 10 |
2,769.31 |
2,710.80 |
58.51 |
2.1% |
18.51 |
0.7% |
54% |
False |
False |
|
| 20 |
2,769.31 |
2,598.57 |
170.74 |
6.2% |
22.79 |
0.8% |
84% |
False |
False |
|
| 40 |
2,769.31 |
2,598.57 |
170.74 |
6.2% |
26.25 |
1.0% |
84% |
False |
False |
|
| 60 |
2,769.31 |
2,494.38 |
274.93 |
10.0% |
28.80 |
1.1% |
90% |
False |
False |
|
| 80 |
2,845.97 |
2,494.38 |
351.59 |
12.8% |
29.91 |
1.1% |
71% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
14.0% |
29.55 |
1.1% |
65% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
14.0% |
28.38 |
1.0% |
65% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,826.19 |
|
2.618 |
2,797.91 |
|
1.618 |
2,780.58 |
|
1.000 |
2,769.87 |
|
0.618 |
2,763.25 |
|
HIGH |
2,752.54 |
|
0.618 |
2,745.92 |
|
0.500 |
2,743.88 |
|
0.382 |
2,741.83 |
|
LOW |
2,735.21 |
|
0.618 |
2,724.50 |
|
1.000 |
2,717.88 |
|
1.618 |
2,707.17 |
|
2.618 |
2,689.84 |
|
4.250 |
2,661.56 |
|
|