| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2013 |
04-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,718.75 |
2,723.25 |
4.50 |
0.2% |
2,577.25 |
| High |
2,718.75 |
2,727.25 |
8.50 |
0.3% |
2,731.75 |
| Low |
2,718.75 |
2,706.25 |
-12.50 |
-0.5% |
2,569.50 |
| Close |
2,718.75 |
2,706.25 |
-12.50 |
-0.5% |
2,706.25 |
| Range |
0.00 |
21.00 |
21.00 |
|
162.25 |
| ATR |
31.22 |
30.49 |
-0.73 |
-2.3% |
0.00 |
| Volume |
34 |
34 |
0 |
0.0% |
105 |
|
| Daily Pivots for day following 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,776.25 |
2,762.25 |
2,717.75 |
|
| R3 |
2,755.25 |
2,741.25 |
2,712.00 |
|
| R2 |
2,734.25 |
2,734.25 |
2,710.00 |
|
| R1 |
2,720.25 |
2,720.25 |
2,708.25 |
2,716.75 |
| PP |
2,713.25 |
2,713.25 |
2,713.25 |
2,711.50 |
| S1 |
2,699.25 |
2,699.25 |
2,704.25 |
2,695.75 |
| S2 |
2,692.25 |
2,692.25 |
2,702.50 |
|
| S3 |
2,671.25 |
2,678.25 |
2,700.50 |
|
| S4 |
2,650.25 |
2,657.25 |
2,694.75 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,156.00 |
3,093.25 |
2,795.50 |
|
| R3 |
2,993.75 |
2,931.00 |
2,750.75 |
|
| R2 |
2,831.50 |
2,831.50 |
2,736.00 |
|
| R1 |
2,768.75 |
2,768.75 |
2,721.00 |
2,800.00 |
| PP |
2,669.25 |
2,669.25 |
2,669.25 |
2,684.75 |
| S1 |
2,606.50 |
2,606.50 |
2,691.50 |
2,638.00 |
| S2 |
2,507.00 |
2,507.00 |
2,676.50 |
|
| S3 |
2,344.75 |
2,444.25 |
2,661.75 |
|
| S4 |
2,182.50 |
2,282.00 |
2,617.00 |
|
|
| 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 |
6.0% |
39.50 |
1.5% |
84% |
False |
False |
32 |
| 10 |
2,731.75 |
2,569.50 |
162.25 |
6.0% |
31.00 |
1.1% |
84% |
False |
False |
65 |
| 20 |
2,731.75 |
2,569.50 |
162.25 |
6.0% |
17.25 |
0.6% |
84% |
False |
False |
33 |
| 40 |
2,731.75 |
2,502.00 |
229.75 |
8.5% |
9.25 |
0.3% |
89% |
False |
False |
17 |
| 60 |
2,758.75 |
2,502.00 |
256.75 |
9.5% |
6.75 |
0.3% |
80% |
False |
False |
12 |
| 80 |
2,842.50 |
2,502.00 |
340.50 |
12.6% |
5.50 |
0.2% |
60% |
False |
False |
9 |
| 100 |
2,842.50 |
2,502.00 |
340.50 |
12.6% |
4.75 |
0.2% |
60% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,816.50 |
|
2.618 |
2,782.25 |
|
1.618 |
2,761.25 |
|
1.000 |
2,748.25 |
|
0.618 |
2,740.25 |
|
HIGH |
2,727.25 |
|
0.618 |
2,719.25 |
|
0.500 |
2,716.75 |
|
0.382 |
2,714.25 |
|
LOW |
2,706.25 |
|
0.618 |
2,693.25 |
|
1.000 |
2,685.25 |
|
1.618 |
2,672.25 |
|
2.618 |
2,651.25 |
|
4.250 |
2,617.00 |
|
|