| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,648.0 |
2,663.0 |
15.0 |
0.6% |
2,639.0 |
| High |
2,654.0 |
2,663.0 |
9.0 |
0.3% |
2,655.0 |
| Low |
2,636.0 |
2,639.0 |
3.0 |
0.1% |
2,613.0 |
| Close |
2,646.0 |
2,647.0 |
1.0 |
0.0% |
2,646.0 |
| Range |
18.0 |
24.0 |
6.0 |
33.3% |
42.0 |
| ATR |
28.0 |
27.7 |
-0.3 |
-1.0% |
0.0 |
| Volume |
57 |
1,003 |
946 |
1,659.6% |
2,615 |
|
| Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,721.7 |
2,708.3 |
2,660.2 |
|
| R3 |
2,697.7 |
2,684.3 |
2,653.6 |
|
| R2 |
2,673.7 |
2,673.7 |
2,651.4 |
|
| R1 |
2,660.3 |
2,660.3 |
2,649.2 |
2,655.0 |
| PP |
2,649.7 |
2,649.7 |
2,649.7 |
2,647.0 |
| S1 |
2,636.3 |
2,636.3 |
2,644.8 |
2,631.0 |
| S2 |
2,625.7 |
2,625.7 |
2,642.6 |
|
| S3 |
2,601.7 |
2,612.3 |
2,640.4 |
|
| S4 |
2,577.7 |
2,588.3 |
2,633.8 |
|
|
| 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 |
2,663.0 |
2,613.0 |
50.0 |
1.9% |
22.8 |
0.9% |
68% |
True |
False |
481 |
| 10 |
2,663.0 |
2,542.0 |
121.0 |
4.6% |
26.5 |
1.0% |
87% |
True |
False |
715 |
| 20 |
2,663.0 |
2,520.0 |
143.0 |
5.4% |
24.6 |
0.9% |
89% |
True |
False |
3,707 |
| 40 |
2,663.0 |
2,355.0 |
308.0 |
11.6% |
23.3 |
0.9% |
95% |
True |
False |
2,060 |
| 60 |
2,663.0 |
2,355.0 |
308.0 |
11.6% |
24.9 |
0.9% |
95% |
True |
False |
1,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,765.0 |
|
2.618 |
2,725.8 |
|
1.618 |
2,701.8 |
|
1.000 |
2,687.0 |
|
0.618 |
2,677.8 |
|
HIGH |
2,663.0 |
|
0.618 |
2,653.8 |
|
0.500 |
2,651.0 |
|
0.382 |
2,648.2 |
|
LOW |
2,639.0 |
|
0.618 |
2,624.2 |
|
1.000 |
2,615.0 |
|
1.618 |
2,600.2 |
|
2.618 |
2,576.2 |
|
4.250 |
2,537.0 |
|
|