| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2013 |
04-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,630.0 |
2,624.0 |
-6.0 |
-0.2% |
2,600.0 |
| High |
2,632.0 |
2,647.0 |
15.0 |
0.6% |
2,647.0 |
| Low |
2,618.0 |
2,622.0 |
4.0 |
0.2% |
2,600.0 |
| Close |
2,631.0 |
2,634.0 |
3.0 |
0.1% |
2,634.0 |
| Range |
14.0 |
25.0 |
11.0 |
78.6% |
47.0 |
| ATR |
30.9 |
30.5 |
-0.4 |
-1.4% |
0.0 |
| Volume |
528 |
1,703 |
1,175 |
222.5% |
2,456 |
|
| Daily Pivots for day following 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,709.3 |
2,696.7 |
2,647.8 |
|
| R3 |
2,684.3 |
2,671.7 |
2,640.9 |
|
| R2 |
2,659.3 |
2,659.3 |
2,638.6 |
|
| R1 |
2,646.7 |
2,646.7 |
2,636.3 |
2,653.0 |
| PP |
2,634.3 |
2,634.3 |
2,634.3 |
2,637.5 |
| S1 |
2,621.7 |
2,621.7 |
2,631.7 |
2,628.0 |
| S2 |
2,609.3 |
2,609.3 |
2,629.4 |
|
| S3 |
2,584.3 |
2,596.7 |
2,627.1 |
|
| S4 |
2,559.3 |
2,571.7 |
2,620.3 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,768.0 |
2,748.0 |
2,659.9 |
|
| R3 |
2,721.0 |
2,701.0 |
2,646.9 |
|
| R2 |
2,674.0 |
2,674.0 |
2,642.6 |
|
| R1 |
2,654.0 |
2,654.0 |
2,638.3 |
2,664.0 |
| PP |
2,627.0 |
2,627.0 |
2,627.0 |
2,632.0 |
| S1 |
2,607.0 |
2,607.0 |
2,629.7 |
2,617.0 |
| S2 |
2,580.0 |
2,580.0 |
2,625.4 |
|
| S3 |
2,533.0 |
2,560.0 |
2,621.1 |
|
| S4 |
2,486.0 |
2,513.0 |
2,608.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,647.0 |
2,542.0 |
105.0 |
4.0% |
30.8 |
1.2% |
88% |
True |
False |
836 |
| 10 |
2,647.0 |
2,542.0 |
105.0 |
4.0% |
26.5 |
1.0% |
88% |
True |
False |
5,141 |
| 20 |
2,647.0 |
2,494.0 |
153.0 |
5.8% |
26.3 |
1.0% |
92% |
True |
False |
3,924 |
| 40 |
2,647.0 |
2,355.0 |
292.0 |
11.1% |
24.6 |
0.9% |
96% |
True |
False |
1,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,753.3 |
|
2.618 |
2,712.5 |
|
1.618 |
2,687.5 |
|
1.000 |
2,672.0 |
|
0.618 |
2,662.5 |
|
HIGH |
2,647.0 |
|
0.618 |
2,637.5 |
|
0.500 |
2,634.5 |
|
0.382 |
2,631.6 |
|
LOW |
2,622.0 |
|
0.618 |
2,606.6 |
|
1.000 |
2,597.0 |
|
1.618 |
2,581.6 |
|
2.618 |
2,556.6 |
|
4.250 |
2,515.8 |
|
|