| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2013 |
03-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,600.0 |
2,630.0 |
30.0 |
1.2% |
2,585.0 |
| High |
2,637.0 |
2,632.0 |
-5.0 |
-0.2% |
2,600.0 |
| Low |
2,600.0 |
2,618.0 |
18.0 |
0.7% |
2,542.0 |
| Close |
2,636.0 |
2,631.0 |
-5.0 |
-0.2% |
2,551.0 |
| Range |
37.0 |
14.0 |
-23.0 |
-62.2% |
58.0 |
| ATR |
31.9 |
30.9 |
-1.0 |
-3.1% |
0.0 |
| Volume |
225 |
528 |
303 |
134.7% |
1,726 |
|
| Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,669.0 |
2,664.0 |
2,638.7 |
|
| R3 |
2,655.0 |
2,650.0 |
2,634.9 |
|
| R2 |
2,641.0 |
2,641.0 |
2,633.6 |
|
| R1 |
2,636.0 |
2,636.0 |
2,632.3 |
2,638.5 |
| PP |
2,627.0 |
2,627.0 |
2,627.0 |
2,628.3 |
| S1 |
2,622.0 |
2,622.0 |
2,629.7 |
2,624.5 |
| S2 |
2,613.0 |
2,613.0 |
2,628.4 |
|
| S3 |
2,599.0 |
2,608.0 |
2,627.2 |
|
| S4 |
2,585.0 |
2,594.0 |
2,623.3 |
|
|
| 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% |
32.2 |
1.2% |
94% |
False |
False |
2,036 |
| 10 |
2,637.0 |
2,542.0 |
95.0 |
3.6% |
25.2 |
1.0% |
94% |
False |
False |
5,599 |
| 20 |
2,637.0 |
2,494.0 |
143.0 |
5.4% |
25.7 |
1.0% |
96% |
False |
False |
3,839 |
| 40 |
2,637.0 |
2,355.0 |
282.0 |
10.7% |
24.6 |
0.9% |
98% |
False |
False |
1,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,691.5 |
|
2.618 |
2,668.7 |
|
1.618 |
2,654.7 |
|
1.000 |
2,646.0 |
|
0.618 |
2,640.7 |
|
HIGH |
2,632.0 |
|
0.618 |
2,626.7 |
|
0.500 |
2,625.0 |
|
0.382 |
2,623.3 |
|
LOW |
2,618.0 |
|
0.618 |
2,609.3 |
|
1.000 |
2,604.0 |
|
1.618 |
2,595.3 |
|
2.618 |
2,581.3 |
|
4.250 |
2,558.5 |
|
|