| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2013 |
09-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,614.0 |
2,634.0 |
20.0 |
0.8% |
2,600.0 |
| High |
2,638.0 |
2,639.0 |
1.0 |
0.0% |
2,647.0 |
| Low |
2,613.0 |
2,623.0 |
10.0 |
0.4% |
2,600.0 |
| Close |
2,621.0 |
2,636.0 |
15.0 |
0.6% |
2,634.0 |
| Range |
25.0 |
16.0 |
-9.0 |
-36.0% |
47.0 |
| ATR |
29.4 |
28.6 |
-0.8 |
-2.8% |
0.0 |
| Volume |
612 |
373 |
-239 |
-39.1% |
2,456 |
|
| Daily Pivots for day following 09-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,680.7 |
2,674.3 |
2,644.8 |
|
| R3 |
2,664.7 |
2,658.3 |
2,640.4 |
|
| R2 |
2,648.7 |
2,648.7 |
2,638.9 |
|
| R1 |
2,642.3 |
2,642.3 |
2,637.5 |
2,645.5 |
| PP |
2,632.7 |
2,632.7 |
2,632.7 |
2,634.3 |
| S1 |
2,626.3 |
2,626.3 |
2,634.5 |
2,629.5 |
| S2 |
2,616.7 |
2,616.7 |
2,633.1 |
|
| S3 |
2,600.7 |
2,610.3 |
2,631.6 |
|
| S4 |
2,584.7 |
2,594.3 |
2,627.2 |
|
|
| 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 |
2,613.0 |
34.0 |
1.3% |
20.0 |
0.8% |
68% |
False |
False |
885 |
| 10 |
2,647.0 |
2,542.0 |
105.0 |
4.0% |
27.4 |
1.0% |
90% |
False |
False |
2,497 |
| 20 |
2,647.0 |
2,494.0 |
153.0 |
5.8% |
25.1 |
1.0% |
93% |
False |
False |
3,932 |
| 40 |
2,647.0 |
2,355.0 |
292.0 |
11.1% |
23.4 |
0.9% |
96% |
False |
False |
2,025 |
| 60 |
2,647.0 |
2,355.0 |
292.0 |
11.1% |
24.6 |
0.9% |
96% |
False |
False |
1,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,707.0 |
|
2.618 |
2,680.9 |
|
1.618 |
2,664.9 |
|
1.000 |
2,655.0 |
|
0.618 |
2,648.9 |
|
HIGH |
2,639.0 |
|
0.618 |
2,632.9 |
|
0.500 |
2,631.0 |
|
0.382 |
2,629.1 |
|
LOW |
2,623.0 |
|
0.618 |
2,613.1 |
|
1.000 |
2,607.0 |
|
1.618 |
2,597.1 |
|
2.618 |
2,581.1 |
|
4.250 |
2,555.0 |
|
|