| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2013 |
18-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,630.0 |
2,650.0 |
20.0 |
0.8% |
2,663.0 |
| High |
2,658.0 |
2,662.0 |
4.0 |
0.2% |
2,663.0 |
| Low |
2,630.0 |
2,637.0 |
7.0 |
0.3% |
2,618.0 |
| Close |
2,647.0 |
2,641.0 |
-6.0 |
-0.2% |
2,641.0 |
| Range |
28.0 |
25.0 |
-3.0 |
-10.7% |
45.0 |
| ATR |
26.8 |
26.7 |
-0.1 |
-0.5% |
0.0 |
| Volume |
952 |
249 |
-703 |
-73.8% |
2,601 |
|
| Daily Pivots for day following 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,721.7 |
2,706.3 |
2,654.8 |
|
| R3 |
2,696.7 |
2,681.3 |
2,647.9 |
|
| R2 |
2,671.7 |
2,671.7 |
2,645.6 |
|
| R1 |
2,656.3 |
2,656.3 |
2,643.3 |
2,651.5 |
| PP |
2,646.7 |
2,646.7 |
2,646.7 |
2,644.3 |
| S1 |
2,631.3 |
2,631.3 |
2,638.7 |
2,626.5 |
| S2 |
2,621.7 |
2,621.7 |
2,636.4 |
|
| S3 |
2,596.7 |
2,606.3 |
2,634.1 |
|
| S4 |
2,571.7 |
2,581.3 |
2,627.3 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,775.7 |
2,753.3 |
2,665.8 |
|
| R3 |
2,730.7 |
2,708.3 |
2,653.4 |
|
| R2 |
2,685.7 |
2,685.7 |
2,649.3 |
|
| R1 |
2,663.3 |
2,663.3 |
2,645.1 |
2,652.0 |
| PP |
2,640.7 |
2,640.7 |
2,640.7 |
2,635.0 |
| S1 |
2,618.3 |
2,618.3 |
2,636.9 |
2,607.0 |
| S2 |
2,595.7 |
2,595.7 |
2,632.8 |
|
| S3 |
2,550.7 |
2,573.3 |
2,628.6 |
|
| S4 |
2,505.7 |
2,528.3 |
2,616.3 |
|
|
| 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% |
23.2 |
0.9% |
51% |
False |
False |
520 |
| 10 |
2,663.0 |
2,613.0 |
50.0 |
1.9% |
22.6 |
0.9% |
56% |
False |
False |
521 |
| 20 |
2,663.0 |
2,542.0 |
121.0 |
4.6% |
24.6 |
0.9% |
82% |
False |
False |
2,831 |
| 40 |
2,663.0 |
2,377.0 |
286.0 |
10.8% |
23.3 |
0.9% |
92% |
False |
False |
2,099 |
| 60 |
2,663.0 |
2,355.0 |
308.0 |
11.7% |
24.7 |
0.9% |
93% |
False |
False |
1,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,768.3 |
|
2.618 |
2,727.5 |
|
1.618 |
2,702.5 |
|
1.000 |
2,687.0 |
|
0.618 |
2,677.5 |
|
HIGH |
2,662.0 |
|
0.618 |
2,652.5 |
|
0.500 |
2,649.5 |
|
0.382 |
2,646.6 |
|
LOW |
2,637.0 |
|
0.618 |
2,621.6 |
|
1.000 |
2,612.0 |
|
1.618 |
2,596.6 |
|
2.618 |
2,571.6 |
|
4.250 |
2,530.8 |
|
|