| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2013 |
08-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,639.0 |
2,614.0 |
-25.0 |
-0.9% |
2,600.0 |
| High |
2,642.0 |
2,638.0 |
-4.0 |
-0.2% |
2,647.0 |
| Low |
2,622.0 |
2,613.0 |
-9.0 |
-0.3% |
2,600.0 |
| Close |
2,622.0 |
2,621.0 |
-1.0 |
0.0% |
2,634.0 |
| Range |
20.0 |
25.0 |
5.0 |
25.0% |
47.0 |
| ATR |
29.7 |
29.4 |
-0.3 |
-1.1% |
0.0 |
| Volume |
1,210 |
612 |
-598 |
-49.4% |
2,456 |
|
| Daily Pivots for day following 08-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,699.0 |
2,685.0 |
2,634.8 |
|
| R3 |
2,674.0 |
2,660.0 |
2,627.9 |
|
| R2 |
2,649.0 |
2,649.0 |
2,625.6 |
|
| R1 |
2,635.0 |
2,635.0 |
2,623.3 |
2,642.0 |
| PP |
2,624.0 |
2,624.0 |
2,624.0 |
2,627.5 |
| S1 |
2,610.0 |
2,610.0 |
2,618.7 |
2,617.0 |
| S2 |
2,599.0 |
2,599.0 |
2,616.4 |
|
| S3 |
2,574.0 |
2,585.0 |
2,614.1 |
|
| S4 |
2,549.0 |
2,560.0 |
2,607.3 |
|
|
| 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 |
2,600.0 |
47.0 |
1.8% |
24.2 |
0.9% |
45% |
False |
False |
855 |
| 10 |
2,647.0 |
2,542.0 |
105.0 |
4.0% |
27.2 |
1.0% |
75% |
False |
False |
3,138 |
| 20 |
2,647.0 |
2,494.0 |
153.0 |
5.8% |
25.8 |
1.0% |
83% |
False |
False |
3,989 |
| 40 |
2,647.0 |
2,355.0 |
292.0 |
11.1% |
24.9 |
0.9% |
91% |
False |
False |
2,016 |
| 60 |
2,647.0 |
2,355.0 |
292.0 |
11.1% |
24.3 |
0.9% |
91% |
False |
False |
1,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,744.3 |
|
2.618 |
2,703.5 |
|
1.618 |
2,678.5 |
|
1.000 |
2,663.0 |
|
0.618 |
2,653.5 |
|
HIGH |
2,638.0 |
|
0.618 |
2,628.5 |
|
0.500 |
2,625.5 |
|
0.382 |
2,622.6 |
|
LOW |
2,613.0 |
|
0.618 |
2,597.6 |
|
1.000 |
2,588.0 |
|
1.618 |
2,572.6 |
|
2.618 |
2,547.6 |
|
4.250 |
2,506.8 |
|
|