| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,642.0 |
2,648.0 |
6.0 |
0.2% |
2,639.0 |
| High |
2,655.0 |
2,654.0 |
-1.0 |
0.0% |
2,655.0 |
| Low |
2,624.0 |
2,636.0 |
12.0 |
0.5% |
2,613.0 |
| Close |
2,637.0 |
2,646.0 |
9.0 |
0.3% |
2,646.0 |
| Range |
31.0 |
18.0 |
-13.0 |
-41.9% |
42.0 |
| ATR |
28.8 |
28.0 |
-0.8 |
-2.7% |
0.0 |
| Volume |
363 |
57 |
-306 |
-84.3% |
2,615 |
|
| Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,699.3 |
2,690.7 |
2,655.9 |
|
| R3 |
2,681.3 |
2,672.7 |
2,651.0 |
|
| R2 |
2,663.3 |
2,663.3 |
2,649.3 |
|
| R1 |
2,654.7 |
2,654.7 |
2,647.7 |
2,650.0 |
| PP |
2,645.3 |
2,645.3 |
2,645.3 |
2,643.0 |
| S1 |
2,636.7 |
2,636.7 |
2,644.4 |
2,632.0 |
| S2 |
2,627.3 |
2,627.3 |
2,642.7 |
|
| S3 |
2,609.3 |
2,618.7 |
2,641.1 |
|
| S4 |
2,591.3 |
2,600.7 |
2,636.1 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,764.0 |
2,747.0 |
2,669.1 |
|
| R3 |
2,722.0 |
2,705.0 |
2,657.6 |
|
| R2 |
2,680.0 |
2,680.0 |
2,653.7 |
|
| R1 |
2,663.0 |
2,663.0 |
2,649.9 |
2,671.5 |
| PP |
2,638.0 |
2,638.0 |
2,638.0 |
2,642.3 |
| S1 |
2,621.0 |
2,621.0 |
2,642.2 |
2,629.5 |
| S2 |
2,596.0 |
2,596.0 |
2,638.3 |
|
| S3 |
2,554.0 |
2,579.0 |
2,634.5 |
|
| S4 |
2,512.0 |
2,537.0 |
2,622.9 |
|
|
| 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% |
22.0 |
0.8% |
79% |
False |
False |
523 |
| 10 |
2,655.0 |
2,542.0 |
113.0 |
4.3% |
26.4 |
1.0% |
92% |
False |
False |
679 |
| 20 |
2,655.0 |
2,494.0 |
161.0 |
6.1% |
25.2 |
1.0% |
94% |
False |
False |
3,747 |
| 40 |
2,655.0 |
2,355.0 |
300.0 |
11.3% |
23.0 |
0.9% |
97% |
False |
False |
2,035 |
| 60 |
2,655.0 |
2,355.0 |
300.0 |
11.3% |
24.9 |
0.9% |
97% |
False |
False |
1,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,730.5 |
|
2.618 |
2,701.1 |
|
1.618 |
2,683.1 |
|
1.000 |
2,672.0 |
|
0.618 |
2,665.1 |
|
HIGH |
2,654.0 |
|
0.618 |
2,647.1 |
|
0.500 |
2,645.0 |
|
0.382 |
2,642.9 |
|
LOW |
2,636.0 |
|
0.618 |
2,624.9 |
|
1.000 |
2,618.0 |
|
1.618 |
2,606.9 |
|
2.618 |
2,588.9 |
|
4.250 |
2,559.5 |
|
|