| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,631.0 |
2,635.0 |
4.0 |
0.2% |
2,639.0 |
| High |
2,645.0 |
2,635.0 |
-10.0 |
-0.4% |
2,655.0 |
| Low |
2,623.0 |
2,618.0 |
-5.0 |
-0.2% |
2,613.0 |
| Close |
2,632.0 |
2,633.0 |
1.0 |
0.0% |
2,646.0 |
| Range |
22.0 |
17.0 |
-5.0 |
-22.7% |
42.0 |
| ATR |
27.4 |
26.7 |
-0.7 |
-2.7% |
0.0 |
| Volume |
248 |
149 |
-99 |
-39.9% |
2,615 |
|
| Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,679.7 |
2,673.3 |
2,642.4 |
|
| R3 |
2,662.7 |
2,656.3 |
2,637.7 |
|
| R2 |
2,645.7 |
2,645.7 |
2,636.1 |
|
| R1 |
2,639.3 |
2,639.3 |
2,634.6 |
2,634.0 |
| PP |
2,628.7 |
2,628.7 |
2,628.7 |
2,626.0 |
| S1 |
2,622.3 |
2,622.3 |
2,631.4 |
2,617.0 |
| S2 |
2,611.7 |
2,611.7 |
2,629.9 |
|
| S3 |
2,594.7 |
2,605.3 |
2,628.3 |
|
| S4 |
2,577.7 |
2,588.3 |
2,623.7 |
|
|
| 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 |
2,618.0 |
45.0 |
1.7% |
22.4 |
0.9% |
33% |
False |
True |
364 |
| 10 |
2,663.0 |
2,613.0 |
50.0 |
1.9% |
21.2 |
0.8% |
40% |
False |
False |
624 |
| 20 |
2,663.0 |
2,541.0 |
122.0 |
4.6% |
23.7 |
0.9% |
75% |
False |
False |
3,165 |
| 40 |
2,663.0 |
2,355.0 |
308.0 |
11.7% |
22.6 |
0.9% |
90% |
False |
False |
2,070 |
| 60 |
2,663.0 |
2,355.0 |
308.0 |
11.7% |
24.5 |
0.9% |
90% |
False |
False |
1,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,707.3 |
|
2.618 |
2,679.5 |
|
1.618 |
2,662.5 |
|
1.000 |
2,652.0 |
|
0.618 |
2,645.5 |
|
HIGH |
2,635.0 |
|
0.618 |
2,628.5 |
|
0.500 |
2,626.5 |
|
0.382 |
2,624.5 |
|
LOW |
2,618.0 |
|
0.618 |
2,607.5 |
|
1.000 |
2,601.0 |
|
1.618 |
2,590.5 |
|
2.618 |
2,573.5 |
|
4.250 |
2,545.8 |
|
|