Day Change Summary |
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Previous |
Current |
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03-Jan-2013 |
04-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
4,690.0 |
4,709.0 |
19.0 |
0.4% |
4,633.0 |
High |
4,719.0 |
4,718.0 |
-1.0 |
0.0% |
4,719.0 |
Low |
4,687.0 |
4,688.0 |
1.0 |
0.0% |
4,608.0 |
Close |
4,716.0 |
4,705.0 |
-11.0 |
-0.2% |
4,705.0 |
Range |
32.0 |
30.0 |
-2.0 |
-6.3% |
111.0 |
ATR |
34.4 |
34.1 |
-0.3 |
-0.9% |
0.0 |
Volume |
22,570 |
17,718 |
-4,852 |
-21.5% |
68,391 |
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Daily Pivots for day following 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,793.7 |
4,779.3 |
4,721.5 |
|
R3 |
4,763.7 |
4,749.3 |
4,713.3 |
|
R2 |
4,733.7 |
4,733.7 |
4,710.5 |
|
R1 |
4,719.3 |
4,719.3 |
4,707.8 |
4,711.5 |
PP |
4,703.7 |
4,703.7 |
4,703.7 |
4,699.8 |
S1 |
4,689.3 |
4,689.3 |
4,702.3 |
4,681.5 |
S2 |
4,673.7 |
4,673.7 |
4,699.5 |
|
S3 |
4,643.7 |
4,659.3 |
4,696.8 |
|
S4 |
4,613.7 |
4,629.3 |
4,688.5 |
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Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,010.3 |
4,968.7 |
4,766.1 |
|
R3 |
4,899.3 |
4,857.7 |
4,735.5 |
|
R2 |
4,788.3 |
4,788.3 |
4,725.4 |
|
R1 |
4,746.7 |
4,746.7 |
4,715.2 |
4,767.5 |
PP |
4,677.3 |
4,677.3 |
4,677.3 |
4,687.8 |
S1 |
4,635.7 |
4,635.7 |
4,694.8 |
4,656.5 |
S2 |
4,566.3 |
4,566.3 |
4,684.7 |
|
S3 |
4,455.3 |
4,524.7 |
4,674.5 |
|
S4 |
4,344.3 |
4,413.7 |
4,644.0 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,719.0 |
4,608.0 |
111.0 |
2.4% |
37.6 |
0.8% |
87% |
False |
False |
16,300 |
10 |
4,719.0 |
4,580.0 |
139.0 |
3.0% |
35.9 |
0.8% |
90% |
False |
False |
22,422 |
20 |
4,719.0 |
4,480.0 |
239.0 |
5.1% |
27.0 |
0.6% |
94% |
False |
False |
22,096 |
40 |
4,719.0 |
4,315.0 |
404.0 |
8.6% |
19.0 |
0.4% |
97% |
False |
False |
11,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,845.5 |
2.618 |
4,796.5 |
1.618 |
4,766.5 |
1.000 |
4,748.0 |
0.618 |
4,736.5 |
HIGH |
4,718.0 |
0.618 |
4,706.5 |
0.500 |
4,703.0 |
0.382 |
4,699.5 |
LOW |
4,688.0 |
0.618 |
4,669.5 |
1.000 |
4,658.0 |
1.618 |
4,639.5 |
2.618 |
4,609.5 |
4.250 |
4,560.5 |
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