| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2013 |
21-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,650.0 |
2,652.0 |
2.0 |
0.1% |
2,663.0 |
| High |
2,662.0 |
2,659.0 |
-3.0 |
-0.1% |
2,663.0 |
| Low |
2,637.0 |
2,645.0 |
8.0 |
0.3% |
2,618.0 |
| Close |
2,641.0 |
2,656.0 |
15.0 |
0.6% |
2,641.0 |
| Range |
25.0 |
14.0 |
-11.0 |
-44.0% |
45.0 |
| ATR |
26.7 |
26.0 |
-0.6 |
-2.3% |
0.0 |
| Volume |
249 |
511 |
262 |
105.2% |
2,601 |
|
| Daily Pivots for day following 21-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,695.3 |
2,689.7 |
2,663.7 |
|
| R3 |
2,681.3 |
2,675.7 |
2,659.9 |
|
| R2 |
2,667.3 |
2,667.3 |
2,658.6 |
|
| R1 |
2,661.7 |
2,661.7 |
2,657.3 |
2,664.5 |
| PP |
2,653.3 |
2,653.3 |
2,653.3 |
2,654.8 |
| S1 |
2,647.7 |
2,647.7 |
2,654.7 |
2,650.5 |
| S2 |
2,639.3 |
2,639.3 |
2,653.4 |
|
| S3 |
2,625.3 |
2,633.7 |
2,652.2 |
|
| S4 |
2,611.3 |
2,619.7 |
2,648.3 |
|
|
| 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 |
2,662.0 |
2,618.0 |
44.0 |
1.7% |
21.2 |
0.8% |
86% |
False |
False |
421 |
| 10 |
2,663.0 |
2,613.0 |
50.0 |
1.9% |
22.0 |
0.8% |
86% |
False |
False |
451 |
| 20 |
2,663.0 |
2,542.0 |
121.0 |
4.6% |
24.4 |
0.9% |
94% |
False |
False |
2,408 |
| 40 |
2,663.0 |
2,412.0 |
251.0 |
9.5% |
22.5 |
0.8% |
97% |
False |
False |
2,112 |
| 60 |
2,663.0 |
2,355.0 |
308.0 |
11.6% |
24.8 |
0.9% |
98% |
False |
False |
1,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,718.5 |
|
2.618 |
2,695.7 |
|
1.618 |
2,681.7 |
|
1.000 |
2,673.0 |
|
0.618 |
2,667.7 |
|
HIGH |
2,659.0 |
|
0.618 |
2,653.7 |
|
0.500 |
2,652.0 |
|
0.382 |
2,650.3 |
|
LOW |
2,645.0 |
|
0.618 |
2,636.3 |
|
1.000 |
2,631.0 |
|
1.618 |
2,622.3 |
|
2.618 |
2,608.3 |
|
4.250 |
2,585.5 |
|
|