| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,663.0 |
2,631.0 |
-32.0 |
-1.2% |
2,639.0 |
| High |
2,663.0 |
2,645.0 |
-18.0 |
-0.7% |
2,655.0 |
| Low |
2,639.0 |
2,623.0 |
-16.0 |
-0.6% |
2,613.0 |
| Close |
2,647.0 |
2,632.0 |
-15.0 |
-0.6% |
2,646.0 |
| Range |
24.0 |
22.0 |
-2.0 |
-8.3% |
42.0 |
| ATR |
27.7 |
27.4 |
-0.3 |
-1.0% |
0.0 |
| Volume |
1,003 |
248 |
-755 |
-75.3% |
2,615 |
|
| Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,699.3 |
2,687.7 |
2,644.1 |
|
| R3 |
2,677.3 |
2,665.7 |
2,638.1 |
|
| R2 |
2,655.3 |
2,655.3 |
2,636.0 |
|
| R1 |
2,643.7 |
2,643.7 |
2,634.0 |
2,649.5 |
| PP |
2,633.3 |
2,633.3 |
2,633.3 |
2,636.3 |
| S1 |
2,621.7 |
2,621.7 |
2,630.0 |
2,627.5 |
| S2 |
2,611.3 |
2,611.3 |
2,628.0 |
|
| S3 |
2,589.3 |
2,599.7 |
2,626.0 |
|
| S4 |
2,567.3 |
2,577.7 |
2,619.9 |
|
|
| 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 |
2,623.0 |
40.0 |
1.5% |
22.2 |
0.8% |
23% |
False |
True |
408 |
| 10 |
2,663.0 |
2,600.0 |
63.0 |
2.4% |
23.2 |
0.9% |
51% |
False |
False |
632 |
| 20 |
2,663.0 |
2,541.0 |
122.0 |
4.6% |
24.0 |
0.9% |
75% |
False |
False |
3,416 |
| 40 |
2,663.0 |
2,355.0 |
308.0 |
11.7% |
22.8 |
0.9% |
90% |
False |
False |
2,066 |
| 60 |
2,663.0 |
2,355.0 |
308.0 |
11.7% |
24.4 |
0.9% |
90% |
False |
False |
1,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,738.5 |
|
2.618 |
2,702.6 |
|
1.618 |
2,680.6 |
|
1.000 |
2,667.0 |
|
0.618 |
2,658.6 |
|
HIGH |
2,645.0 |
|
0.618 |
2,636.6 |
|
0.500 |
2,634.0 |
|
0.382 |
2,631.4 |
|
LOW |
2,623.0 |
|
0.618 |
2,609.4 |
|
1.000 |
2,601.0 |
|
1.618 |
2,587.4 |
|
2.618 |
2,565.4 |
|
4.250 |
2,529.5 |
|
|