| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2013 |
23-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,653.0 |
2,653.0 |
0.0 |
0.0% |
2,663.0 |
| High |
2,658.0 |
2,656.0 |
-2.0 |
-0.1% |
2,663.0 |
| Low |
2,631.0 |
2,635.0 |
4.0 |
0.2% |
2,618.0 |
| Close |
2,649.0 |
2,640.0 |
-9.0 |
-0.3% |
2,641.0 |
| Range |
27.0 |
21.0 |
-6.0 |
-22.2% |
45.0 |
| ATR |
26.1 |
25.7 |
-0.4 |
-1.4% |
0.0 |
| Volume |
1,104 |
148 |
-956 |
-86.6% |
2,601 |
|
| Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,706.7 |
2,694.3 |
2,651.6 |
|
| R3 |
2,685.7 |
2,673.3 |
2,645.8 |
|
| R2 |
2,664.7 |
2,664.7 |
2,643.9 |
|
| R1 |
2,652.3 |
2,652.3 |
2,641.9 |
2,648.0 |
| PP |
2,643.7 |
2,643.7 |
2,643.7 |
2,641.5 |
| S1 |
2,631.3 |
2,631.3 |
2,638.1 |
2,627.0 |
| S2 |
2,622.7 |
2,622.7 |
2,636.2 |
|
| S3 |
2,601.7 |
2,610.3 |
2,634.2 |
|
| S4 |
2,580.7 |
2,589.3 |
2,628.5 |
|
|
| 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 |
2,630.0 |
32.0 |
1.2% |
23.0 |
0.9% |
31% |
False |
False |
592 |
| 10 |
2,663.0 |
2,618.0 |
45.0 |
1.7% |
22.7 |
0.9% |
49% |
False |
False |
478 |
| 20 |
2,663.0 |
2,542.0 |
121.0 |
4.6% |
25.1 |
0.9% |
81% |
False |
False |
1,487 |
| 40 |
2,663.0 |
2,451.0 |
212.0 |
8.0% |
23.0 |
0.9% |
89% |
False |
False |
2,141 |
| 60 |
2,663.0 |
2,355.0 |
308.0 |
11.7% |
24.4 |
0.9% |
93% |
False |
False |
1,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,745.3 |
|
2.618 |
2,711.0 |
|
1.618 |
2,690.0 |
|
1.000 |
2,677.0 |
|
0.618 |
2,669.0 |
|
HIGH |
2,656.0 |
|
0.618 |
2,648.0 |
|
0.500 |
2,645.5 |
|
0.382 |
2,643.0 |
|
LOW |
2,635.0 |
|
0.618 |
2,622.0 |
|
1.000 |
2,614.0 |
|
1.618 |
2,601.0 |
|
2.618 |
2,580.0 |
|
4.250 |
2,545.8 |
|
|