Day Change Summary |
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Previous |
Current |
|
|
|
|
31-Dec-2012 |
02-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
4,633.0 |
4,652.0 |
19.0 |
0.4% |
4,614.0 |
High |
4,643.0 |
4,688.0 |
45.0 |
1.0% |
4,672.0 |
Low |
4,608.0 |
4,635.0 |
27.0 |
0.6% |
4,593.0 |
Close |
4,616.0 |
4,684.0 |
68.0 |
1.5% |
4,646.0 |
Range |
35.0 |
53.0 |
18.0 |
51.4% |
79.0 |
ATR |
31.4 |
34.3 |
2.9 |
9.2% |
0.0 |
Volume |
10,958 |
17,145 |
6,187 |
56.5% |
29,803 |
|
Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,828.0 |
4,809.0 |
4,713.2 |
|
R3 |
4,775.0 |
4,756.0 |
4,698.6 |
|
R2 |
4,722.0 |
4,722.0 |
4,693.7 |
|
R1 |
4,703.0 |
4,703.0 |
4,688.9 |
4,712.5 |
PP |
4,669.0 |
4,669.0 |
4,669.0 |
4,673.8 |
S1 |
4,650.0 |
4,650.0 |
4,679.1 |
4,659.5 |
S2 |
4,616.0 |
4,616.0 |
4,674.3 |
|
S3 |
4,563.0 |
4,597.0 |
4,669.4 |
|
S4 |
4,510.0 |
4,544.0 |
4,654.9 |
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|
Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,874.0 |
4,839.0 |
4,689.5 |
|
R3 |
4,795.0 |
4,760.0 |
4,667.7 |
|
R2 |
4,716.0 |
4,716.0 |
4,660.5 |
|
R1 |
4,681.0 |
4,681.0 |
4,653.2 |
4,698.5 |
PP |
4,637.0 |
4,637.0 |
4,637.0 |
4,645.8 |
S1 |
4,602.0 |
4,602.0 |
4,638.8 |
4,619.5 |
S2 |
4,558.0 |
4,558.0 |
4,631.5 |
|
S3 |
4,479.0 |
4,523.0 |
4,624.3 |
|
S4 |
4,400.0 |
4,444.0 |
4,602.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,688.0 |
4,593.0 |
95.0 |
2.0% |
36.6 |
0.8% |
96% |
True |
False |
11,581 |
10 |
4,688.0 |
4,547.0 |
141.0 |
3.0% |
33.5 |
0.7% |
97% |
True |
False |
38,258 |
20 |
4,688.0 |
4,480.0 |
208.0 |
4.4% |
25.6 |
0.5% |
98% |
True |
False |
20,090 |
40 |
4,688.0 |
4,315.0 |
373.0 |
8.0% |
18.1 |
0.4% |
99% |
True |
False |
10,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,913.3 |
2.618 |
4,826.8 |
1.618 |
4,773.8 |
1.000 |
4,741.0 |
0.618 |
4,720.8 |
HIGH |
4,688.0 |
0.618 |
4,667.8 |
0.500 |
4,661.5 |
0.382 |
4,655.2 |
LOW |
4,635.0 |
0.618 |
4,602.2 |
1.000 |
4,582.0 |
1.618 |
4,549.2 |
2.618 |
4,496.2 |
4.250 |
4,409.8 |
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