| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,658.0 |
2,685.0 |
27.0 |
1.0% |
2,652.0 |
| High |
2,687.0 |
2,687.0 |
0.0 |
0.0% |
2,687.0 |
| Low |
2,652.0 |
2,677.0 |
25.0 |
0.9% |
2,627.0 |
| Close |
2,676.0 |
2,681.0 |
5.0 |
0.2% |
2,676.0 |
| Range |
35.0 |
10.0 |
-25.0 |
-71.4% |
60.0 |
| ATR |
26.7 |
25.6 |
-1.1 |
-4.2% |
0.0 |
| Volume |
4,097 |
340 |
-3,757 |
-91.7% |
6,416 |
|
| Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,711.7 |
2,706.3 |
2,686.5 |
|
| R3 |
2,701.7 |
2,696.3 |
2,683.8 |
|
| R2 |
2,691.7 |
2,691.7 |
2,682.8 |
|
| R1 |
2,686.3 |
2,686.3 |
2,681.9 |
2,684.0 |
| PP |
2,681.7 |
2,681.7 |
2,681.7 |
2,680.5 |
| S1 |
2,676.3 |
2,676.3 |
2,680.1 |
2,674.0 |
| S2 |
2,671.7 |
2,671.7 |
2,679.2 |
|
| S3 |
2,661.7 |
2,666.3 |
2,678.3 |
|
| S4 |
2,651.7 |
2,656.3 |
2,675.5 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,843.3 |
2,819.7 |
2,709.0 |
|
| R3 |
2,783.3 |
2,759.7 |
2,692.5 |
|
| R2 |
2,723.3 |
2,723.3 |
2,687.0 |
|
| R1 |
2,699.7 |
2,699.7 |
2,681.5 |
2,711.5 |
| PP |
2,663.3 |
2,663.3 |
2,663.3 |
2,669.3 |
| S1 |
2,639.7 |
2,639.7 |
2,670.5 |
2,651.5 |
| S2 |
2,603.3 |
2,603.3 |
2,665.0 |
|
| S3 |
2,543.3 |
2,579.7 |
2,659.5 |
|
| S4 |
2,483.3 |
2,519.7 |
2,643.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,687.0 |
2,627.0 |
60.0 |
2.2% |
24.6 |
0.9% |
90% |
True |
False |
1,249 |
| 10 |
2,687.0 |
2,618.0 |
69.0 |
2.6% |
22.9 |
0.9% |
91% |
True |
False |
835 |
| 20 |
2,687.0 |
2,542.0 |
145.0 |
5.4% |
24.7 |
0.9% |
96% |
True |
False |
775 |
| 40 |
2,687.0 |
2,455.0 |
232.0 |
8.7% |
24.0 |
0.9% |
97% |
True |
False |
2,261 |
| 60 |
2,687.0 |
2,355.0 |
332.0 |
12.4% |
24.5 |
0.9% |
98% |
True |
False |
1,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,729.5 |
|
2.618 |
2,713.2 |
|
1.618 |
2,703.2 |
|
1.000 |
2,697.0 |
|
0.618 |
2,693.2 |
|
HIGH |
2,687.0 |
|
0.618 |
2,683.2 |
|
0.500 |
2,682.0 |
|
0.382 |
2,680.8 |
|
LOW |
2,677.0 |
|
0.618 |
2,670.8 |
|
1.000 |
2,667.0 |
|
1.618 |
2,660.8 |
|
2.618 |
2,650.8 |
|
4.250 |
2,634.5 |
|
|