| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,685.0 |
2,687.0 |
2.0 |
0.1% |
2,652.0 |
| High |
2,687.0 |
2,687.0 |
0.0 |
0.0% |
2,687.0 |
| Low |
2,677.0 |
2,670.0 |
-7.0 |
-0.3% |
2,627.0 |
| Close |
2,681.0 |
2,685.0 |
4.0 |
0.1% |
2,676.0 |
| Range |
10.0 |
17.0 |
7.0 |
70.0% |
60.0 |
| ATR |
25.6 |
25.0 |
-0.6 |
-2.4% |
0.0 |
| Volume |
340 |
14 |
-326 |
-95.9% |
6,416 |
|
| Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,731.7 |
2,725.3 |
2,694.4 |
|
| R3 |
2,714.7 |
2,708.3 |
2,689.7 |
|
| R2 |
2,697.7 |
2,697.7 |
2,688.1 |
|
| R1 |
2,691.3 |
2,691.3 |
2,686.6 |
2,686.0 |
| PP |
2,680.7 |
2,680.7 |
2,680.7 |
2,678.0 |
| S1 |
2,674.3 |
2,674.3 |
2,683.4 |
2,669.0 |
| S2 |
2,663.7 |
2,663.7 |
2,681.9 |
|
| S3 |
2,646.7 |
2,657.3 |
2,680.3 |
|
| S4 |
2,629.7 |
2,640.3 |
2,675.7 |
|
|
| 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% |
22.6 |
0.8% |
97% |
True |
False |
1,031 |
| 10 |
2,687.0 |
2,618.0 |
69.0 |
2.6% |
22.4 |
0.8% |
97% |
True |
False |
812 |
| 20 |
2,687.0 |
2,600.0 |
87.0 |
3.2% |
22.8 |
0.8% |
98% |
True |
False |
722 |
| 40 |
2,687.0 |
2,455.0 |
232.0 |
8.6% |
23.9 |
0.9% |
99% |
True |
False |
2,262 |
| 60 |
2,687.0 |
2,355.0 |
332.0 |
12.4% |
24.2 |
0.9% |
99% |
True |
False |
1,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,759.3 |
|
2.618 |
2,731.5 |
|
1.618 |
2,714.5 |
|
1.000 |
2,704.0 |
|
0.618 |
2,697.5 |
|
HIGH |
2,687.0 |
|
0.618 |
2,680.5 |
|
0.500 |
2,678.5 |
|
0.382 |
2,676.5 |
|
LOW |
2,670.0 |
|
0.618 |
2,659.5 |
|
1.000 |
2,653.0 |
|
1.618 |
2,642.5 |
|
2.618 |
2,625.5 |
|
4.250 |
2,597.8 |
|
|