| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,685.0 |
2,656.0 |
-29.0 |
-1.1% |
2,652.0 |
| High |
2,689.0 |
2,660.0 |
-29.0 |
-1.1% |
2,687.0 |
| Low |
2,661.0 |
2,630.0 |
-31.0 |
-1.2% |
2,627.0 |
| Close |
2,685.0 |
2,646.0 |
-39.0 |
-1.5% |
2,676.0 |
| Range |
28.0 |
30.0 |
2.0 |
7.1% |
60.0 |
| ATR |
25.2 |
27.3 |
2.1 |
8.5% |
0.0 |
| Volume |
46 |
58 |
12 |
26.1% |
6,416 |
|
| Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,735.3 |
2,720.7 |
2,662.5 |
|
| R3 |
2,705.3 |
2,690.7 |
2,654.3 |
|
| R2 |
2,675.3 |
2,675.3 |
2,651.5 |
|
| R1 |
2,660.7 |
2,660.7 |
2,648.8 |
2,653.0 |
| PP |
2,645.3 |
2,645.3 |
2,645.3 |
2,641.5 |
| S1 |
2,630.7 |
2,630.7 |
2,643.3 |
2,623.0 |
| S2 |
2,615.3 |
2,615.3 |
2,640.5 |
|
| S3 |
2,585.3 |
2,600.7 |
2,637.8 |
|
| S4 |
2,555.3 |
2,570.7 |
2,629.5 |
|
|
| 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 |
2,689.0 |
2,630.0 |
59.0 |
2.2% |
24.0 |
0.9% |
27% |
False |
True |
911 |
| 10 |
2,689.0 |
2,627.0 |
62.0 |
2.3% |
23.7 |
0.9% |
31% |
False |
False |
712 |
| 20 |
2,689.0 |
2,613.0 |
76.0 |
2.9% |
23.2 |
0.9% |
43% |
False |
False |
689 |
| 40 |
2,689.0 |
2,494.0 |
195.0 |
7.4% |
24.4 |
0.9% |
78% |
False |
False |
2,264 |
| 60 |
2,689.0 |
2,355.0 |
334.0 |
12.6% |
24.1 |
0.9% |
87% |
False |
False |
1,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,787.5 |
|
2.618 |
2,738.5 |
|
1.618 |
2,708.5 |
|
1.000 |
2,690.0 |
|
0.618 |
2,678.5 |
|
HIGH |
2,660.0 |
|
0.618 |
2,648.5 |
|
0.500 |
2,645.0 |
|
0.382 |
2,641.5 |
|
LOW |
2,630.0 |
|
0.618 |
2,611.5 |
|
1.000 |
2,600.0 |
|
1.618 |
2,581.5 |
|
2.618 |
2,551.5 |
|
4.250 |
2,502.5 |
|
|