| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2013 |
17-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,635.0 |
2,630.0 |
-5.0 |
-0.2% |
2,639.0 |
| High |
2,635.0 |
2,658.0 |
23.0 |
0.9% |
2,655.0 |
| Low |
2,618.0 |
2,630.0 |
12.0 |
0.5% |
2,613.0 |
| Close |
2,633.0 |
2,647.0 |
14.0 |
0.5% |
2,646.0 |
| Range |
17.0 |
28.0 |
11.0 |
64.7% |
42.0 |
| ATR |
26.7 |
26.8 |
0.1 |
0.3% |
0.0 |
| Volume |
149 |
952 |
803 |
538.9% |
2,615 |
|
| Daily Pivots for day following 17-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,729.0 |
2,716.0 |
2,662.4 |
|
| R3 |
2,701.0 |
2,688.0 |
2,654.7 |
|
| R2 |
2,673.0 |
2,673.0 |
2,652.1 |
|
| R1 |
2,660.0 |
2,660.0 |
2,649.6 |
2,666.5 |
| PP |
2,645.0 |
2,645.0 |
2,645.0 |
2,648.3 |
| S1 |
2,632.0 |
2,632.0 |
2,644.4 |
2,638.5 |
| S2 |
2,617.0 |
2,617.0 |
2,641.9 |
|
| S3 |
2,589.0 |
2,604.0 |
2,639.3 |
|
| S4 |
2,561.0 |
2,576.0 |
2,631.6 |
|
|
| 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% |
21.8 |
0.8% |
64% |
False |
False |
481 |
| 10 |
2,663.0 |
2,613.0 |
50.0 |
1.9% |
22.6 |
0.9% |
68% |
False |
False |
667 |
| 20 |
2,663.0 |
2,542.0 |
121.0 |
4.6% |
23.9 |
0.9% |
87% |
False |
False |
3,133 |
| 40 |
2,663.0 |
2,355.0 |
308.0 |
11.6% |
23.0 |
0.9% |
95% |
False |
False |
2,094 |
| 60 |
2,663.0 |
2,355.0 |
308.0 |
11.6% |
24.9 |
0.9% |
95% |
False |
False |
1,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,777.0 |
|
2.618 |
2,731.3 |
|
1.618 |
2,703.3 |
|
1.000 |
2,686.0 |
|
0.618 |
2,675.3 |
|
HIGH |
2,658.0 |
|
0.618 |
2,647.3 |
|
0.500 |
2,644.0 |
|
0.382 |
2,640.7 |
|
LOW |
2,630.0 |
|
0.618 |
2,612.7 |
|
1.000 |
2,602.0 |
|
1.618 |
2,584.7 |
|
2.618 |
2,556.7 |
|
4.250 |
2,511.0 |
|
|