| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2013 |
10-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,634.0 |
2,642.0 |
8.0 |
0.3% |
2,600.0 |
| High |
2,639.0 |
2,655.0 |
16.0 |
0.6% |
2,647.0 |
| Low |
2,623.0 |
2,624.0 |
1.0 |
0.0% |
2,600.0 |
| Close |
2,636.0 |
2,637.0 |
1.0 |
0.0% |
2,634.0 |
| Range |
16.0 |
31.0 |
15.0 |
93.8% |
47.0 |
| ATR |
28.6 |
28.8 |
0.2 |
0.6% |
0.0 |
| Volume |
373 |
363 |
-10 |
-2.7% |
2,456 |
|
| Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,731.7 |
2,715.3 |
2,654.1 |
|
| R3 |
2,700.7 |
2,684.3 |
2,645.5 |
|
| R2 |
2,669.7 |
2,669.7 |
2,642.7 |
|
| R1 |
2,653.3 |
2,653.3 |
2,639.8 |
2,646.0 |
| PP |
2,638.7 |
2,638.7 |
2,638.7 |
2,635.0 |
| S1 |
2,622.3 |
2,622.3 |
2,634.2 |
2,615.0 |
| S2 |
2,607.7 |
2,607.7 |
2,631.3 |
|
| S3 |
2,576.7 |
2,591.3 |
2,628.5 |
|
| S4 |
2,545.7 |
2,560.3 |
2,620.0 |
|
|
| 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 |
2,655.0 |
2,613.0 |
42.0 |
1.6% |
23.4 |
0.9% |
57% |
True |
False |
852 |
| 10 |
2,655.0 |
2,542.0 |
113.0 |
4.3% |
27.8 |
1.1% |
84% |
True |
False |
1,444 |
| 20 |
2,655.0 |
2,494.0 |
161.0 |
6.1% |
25.6 |
1.0% |
89% |
True |
False |
3,817 |
| 40 |
2,655.0 |
2,355.0 |
300.0 |
11.4% |
23.6 |
0.9% |
94% |
True |
False |
2,034 |
| 60 |
2,655.0 |
2,355.0 |
300.0 |
11.4% |
24.8 |
0.9% |
94% |
True |
False |
1,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,786.8 |
|
2.618 |
2,736.2 |
|
1.618 |
2,705.2 |
|
1.000 |
2,686.0 |
|
0.618 |
2,674.2 |
|
HIGH |
2,655.0 |
|
0.618 |
2,643.2 |
|
0.500 |
2,639.5 |
|
0.382 |
2,635.8 |
|
LOW |
2,624.0 |
|
0.618 |
2,604.8 |
|
1.000 |
2,593.0 |
|
1.618 |
2,573.8 |
|
2.618 |
2,542.8 |
|
4.250 |
2,492.3 |
|
|