| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2013 |
07-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,624.0 |
2,639.0 |
15.0 |
0.6% |
2,600.0 |
| High |
2,647.0 |
2,642.0 |
-5.0 |
-0.2% |
2,647.0 |
| Low |
2,622.0 |
2,622.0 |
0.0 |
0.0% |
2,600.0 |
| Close |
2,634.0 |
2,622.0 |
-12.0 |
-0.5% |
2,634.0 |
| Range |
25.0 |
20.0 |
-5.0 |
-20.0% |
47.0 |
| ATR |
30.5 |
29.7 |
-0.7 |
-2.5% |
0.0 |
| Volume |
1,703 |
1,210 |
-493 |
-28.9% |
2,456 |
|
| Daily Pivots for day following 07-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,688.7 |
2,675.3 |
2,633.0 |
|
| R3 |
2,668.7 |
2,655.3 |
2,627.5 |
|
| R2 |
2,648.7 |
2,648.7 |
2,625.7 |
|
| R1 |
2,635.3 |
2,635.3 |
2,623.8 |
2,632.0 |
| PP |
2,628.7 |
2,628.7 |
2,628.7 |
2,627.0 |
| S1 |
2,615.3 |
2,615.3 |
2,620.2 |
2,612.0 |
| S2 |
2,608.7 |
2,608.7 |
2,618.3 |
|
| S3 |
2,588.7 |
2,595.3 |
2,616.5 |
|
| S4 |
2,568.7 |
2,575.3 |
2,611.0 |
|
|
| 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% |
30.2 |
1.2% |
76% |
False |
False |
949 |
| 10 |
2,647.0 |
2,542.0 |
105.0 |
4.0% |
26.7 |
1.0% |
76% |
False |
False |
4,365 |
| 20 |
2,647.0 |
2,494.0 |
153.0 |
5.8% |
25.8 |
1.0% |
84% |
False |
False |
3,973 |
| 40 |
2,647.0 |
2,355.0 |
292.0 |
11.1% |
24.8 |
0.9% |
91% |
False |
False |
2,001 |
| 60 |
2,647.0 |
2,355.0 |
292.0 |
11.1% |
23.9 |
0.9% |
91% |
False |
False |
1,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,727.0 |
|
2.618 |
2,694.4 |
|
1.618 |
2,674.4 |
|
1.000 |
2,662.0 |
|
0.618 |
2,654.4 |
|
HIGH |
2,642.0 |
|
0.618 |
2,634.4 |
|
0.500 |
2,632.0 |
|
0.382 |
2,629.6 |
|
LOW |
2,622.0 |
|
0.618 |
2,609.6 |
|
1.000 |
2,602.0 |
|
1.618 |
2,589.6 |
|
2.618 |
2,569.6 |
|
4.250 |
2,537.0 |
|
|