| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2013 |
22-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,652.0 |
2,653.0 |
1.0 |
0.0% |
2,663.0 |
| High |
2,659.0 |
2,658.0 |
-1.0 |
0.0% |
2,663.0 |
| Low |
2,645.0 |
2,631.0 |
-14.0 |
-0.5% |
2,618.0 |
| Close |
2,656.0 |
2,649.0 |
-7.0 |
-0.3% |
2,641.0 |
| Range |
14.0 |
27.0 |
13.0 |
92.9% |
45.0 |
| ATR |
26.0 |
26.1 |
0.1 |
0.3% |
0.0 |
| Volume |
511 |
1,104 |
593 |
116.0% |
2,601 |
|
| Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,727.0 |
2,715.0 |
2,663.9 |
|
| R3 |
2,700.0 |
2,688.0 |
2,656.4 |
|
| R2 |
2,673.0 |
2,673.0 |
2,654.0 |
|
| R1 |
2,661.0 |
2,661.0 |
2,651.5 |
2,653.5 |
| PP |
2,646.0 |
2,646.0 |
2,646.0 |
2,642.3 |
| S1 |
2,634.0 |
2,634.0 |
2,646.5 |
2,626.5 |
| S2 |
2,619.0 |
2,619.0 |
2,644.1 |
|
| S3 |
2,592.0 |
2,607.0 |
2,641.6 |
|
| S4 |
2,565.0 |
2,580.0 |
2,634.2 |
|
|
| 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% |
22.2 |
0.8% |
70% |
False |
False |
593 |
| 10 |
2,663.0 |
2,618.0 |
45.0 |
1.7% |
22.2 |
0.8% |
69% |
False |
False |
500 |
| 20 |
2,663.0 |
2,542.0 |
121.0 |
4.6% |
24.7 |
0.9% |
88% |
False |
False |
1,819 |
| 40 |
2,663.0 |
2,439.0 |
224.0 |
8.5% |
22.6 |
0.9% |
94% |
False |
False |
2,139 |
| 60 |
2,663.0 |
2,355.0 |
308.0 |
11.6% |
24.2 |
0.9% |
95% |
False |
False |
1,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,772.8 |
|
2.618 |
2,728.7 |
|
1.618 |
2,701.7 |
|
1.000 |
2,685.0 |
|
0.618 |
2,674.7 |
|
HIGH |
2,658.0 |
|
0.618 |
2,647.7 |
|
0.500 |
2,644.5 |
|
0.382 |
2,641.3 |
|
LOW |
2,631.0 |
|
0.618 |
2,614.3 |
|
1.000 |
2,604.0 |
|
1.618 |
2,587.3 |
|
2.618 |
2,560.3 |
|
4.250 |
2,516.3 |
|
|