| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2012 |
02-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,577.25 |
2,678.50 |
101.25 |
3.9% |
2,644.25 |
| High |
2,652.00 |
2,731.75 |
79.75 |
3.0% |
2,650.00 |
| Low |
2,569.50 |
2,678.50 |
109.00 |
4.2% |
2,579.75 |
| Close |
2,648.25 |
2,731.75 |
83.50 |
3.2% |
2,579.75 |
| Range |
82.50 |
53.25 |
-29.25 |
-35.5% |
70.25 |
| ATR |
28.71 |
32.63 |
3.91 |
13.6% |
0.00 |
| Volume |
17 |
20 |
3 |
17.6% |
165 |
|
| Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,873.75 |
2,856.00 |
2,761.00 |
|
| R3 |
2,820.50 |
2,802.75 |
2,746.50 |
|
| R2 |
2,767.25 |
2,767.25 |
2,741.50 |
|
| R1 |
2,749.50 |
2,749.50 |
2,736.75 |
2,758.50 |
| PP |
2,714.00 |
2,714.00 |
2,714.00 |
2,718.50 |
| S1 |
2,696.25 |
2,696.25 |
2,726.75 |
2,705.00 |
| S2 |
2,660.75 |
2,660.75 |
2,722.00 |
|
| S3 |
2,607.50 |
2,643.00 |
2,717.00 |
|
| S4 |
2,554.25 |
2,589.75 |
2,702.50 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,814.00 |
2,767.00 |
2,618.50 |
|
| R3 |
2,743.75 |
2,696.75 |
2,599.00 |
|
| R2 |
2,673.50 |
2,673.50 |
2,592.75 |
|
| R1 |
2,626.50 |
2,626.50 |
2,586.25 |
2,615.00 |
| PP |
2,603.25 |
2,603.25 |
2,603.25 |
2,597.25 |
| S1 |
2,556.25 |
2,556.25 |
2,573.25 |
2,544.50 |
| S2 |
2,533.00 |
2,533.00 |
2,566.75 |
|
| S3 |
2,462.75 |
2,486.00 |
2,560.50 |
|
| S4 |
2,392.50 |
2,415.75 |
2,541.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,731.75 |
2,569.50 |
162.25 |
5.9% |
47.75 |
1.7% |
100% |
True |
False |
31 |
| 10 |
2,731.75 |
2,569.50 |
162.25 |
5.9% |
30.75 |
1.1% |
100% |
True |
False |
59 |
| 20 |
2,731.75 |
2,569.50 |
162.25 |
5.9% |
16.25 |
0.6% |
100% |
True |
False |
30 |
| 40 |
2,731.75 |
2,502.00 |
229.75 |
8.4% |
8.50 |
0.3% |
100% |
True |
False |
16 |
| 60 |
2,765.50 |
2,502.00 |
263.50 |
9.6% |
6.50 |
0.2% |
87% |
False |
False |
11 |
| 80 |
2,842.50 |
2,502.00 |
340.50 |
12.5% |
5.25 |
0.2% |
67% |
False |
False |
8 |
| 100 |
2,842.50 |
2,502.00 |
340.50 |
12.5% |
4.50 |
0.2% |
67% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,958.00 |
|
2.618 |
2,871.25 |
|
1.618 |
2,818.00 |
|
1.000 |
2,785.00 |
|
0.618 |
2,764.75 |
|
HIGH |
2,731.75 |
|
0.618 |
2,711.50 |
|
0.500 |
2,705.00 |
|
0.382 |
2,698.75 |
|
LOW |
2,678.50 |
|
0.618 |
2,645.50 |
|
1.000 |
2,625.25 |
|
1.618 |
2,592.25 |
|
2.618 |
2,539.00 |
|
4.250 |
2,452.25 |
|
|