| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
02-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,597.0 |
2,600.0 |
3.0 |
0.1% |
2,585.0 |
| High |
2,597.0 |
2,637.0 |
40.0 |
1.5% |
2,600.0 |
| Low |
2,542.0 |
2,600.0 |
58.0 |
2.3% |
2,542.0 |
| Close |
2,551.0 |
2,636.0 |
85.0 |
3.3% |
2,551.0 |
| Range |
55.0 |
37.0 |
-18.0 |
-32.7% |
58.0 |
| ATR |
27.7 |
31.9 |
4.2 |
15.0% |
0.0 |
| Volume |
1,083 |
225 |
-858 |
-79.2% |
1,726 |
|
| Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,735.3 |
2,722.7 |
2,656.4 |
|
| R3 |
2,698.3 |
2,685.7 |
2,646.2 |
|
| R2 |
2,661.3 |
2,661.3 |
2,642.8 |
|
| R1 |
2,648.7 |
2,648.7 |
2,639.4 |
2,655.0 |
| PP |
2,624.3 |
2,624.3 |
2,624.3 |
2,627.5 |
| S1 |
2,611.7 |
2,611.7 |
2,632.6 |
2,618.0 |
| S2 |
2,587.3 |
2,587.3 |
2,629.2 |
|
| S3 |
2,550.3 |
2,574.7 |
2,625.8 |
|
| S4 |
2,513.3 |
2,537.7 |
2,615.7 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,738.3 |
2,702.7 |
2,582.9 |
|
| R3 |
2,680.3 |
2,644.7 |
2,567.0 |
|
| R2 |
2,622.3 |
2,622.3 |
2,561.6 |
|
| R1 |
2,586.7 |
2,586.7 |
2,556.3 |
2,575.5 |
| PP |
2,564.3 |
2,564.3 |
2,564.3 |
2,558.8 |
| S1 |
2,528.7 |
2,528.7 |
2,545.7 |
2,517.5 |
| S2 |
2,506.3 |
2,506.3 |
2,540.4 |
|
| S3 |
2,448.3 |
2,470.7 |
2,535.1 |
|
| S4 |
2,390.3 |
2,412.7 |
2,519.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,637.0 |
2,542.0 |
95.0 |
3.6% |
34.8 |
1.3% |
99% |
True |
False |
4,109 |
| 10 |
2,637.0 |
2,541.0 |
96.0 |
3.6% |
26.1 |
1.0% |
99% |
True |
False |
5,705 |
| 20 |
2,637.0 |
2,494.0 |
143.0 |
5.4% |
25.6 |
1.0% |
99% |
True |
False |
3,813 |
| 40 |
2,637.0 |
2,355.0 |
282.0 |
10.7% |
25.1 |
1.0% |
100% |
True |
False |
1,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,794.3 |
|
2.618 |
2,733.9 |
|
1.618 |
2,696.9 |
|
1.000 |
2,674.0 |
|
0.618 |
2,659.9 |
|
HIGH |
2,637.0 |
|
0.618 |
2,622.9 |
|
0.500 |
2,618.5 |
|
0.382 |
2,614.1 |
|
LOW |
2,600.0 |
|
0.618 |
2,577.1 |
|
1.000 |
2,563.0 |
|
1.618 |
2,540.1 |
|
2.618 |
2,503.1 |
|
4.250 |
2,442.8 |
|
|