| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2013 |
09-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,707.25 |
2,716.25 |
9.00 |
0.3% |
2,577.25 |
| High |
2,709.00 |
2,722.50 |
13.50 |
0.5% |
2,731.75 |
| Low |
2,695.00 |
2,715.50 |
20.50 |
0.8% |
2,569.50 |
| Close |
2,707.25 |
2,715.50 |
8.25 |
0.3% |
2,706.25 |
| Range |
14.00 |
7.00 |
-7.00 |
-50.0% |
162.25 |
| ATR |
27.75 |
26.86 |
-0.89 |
-3.2% |
0.00 |
| Volume |
7 |
23 |
16 |
228.6% |
105 |
|
| Daily Pivots for day following 09-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,738.75 |
2,734.25 |
2,719.25 |
|
| R3 |
2,731.75 |
2,727.25 |
2,717.50 |
|
| R2 |
2,724.75 |
2,724.75 |
2,716.75 |
|
| R1 |
2,720.25 |
2,720.25 |
2,716.25 |
2,719.00 |
| PP |
2,717.75 |
2,717.75 |
2,717.75 |
2,717.25 |
| S1 |
2,713.25 |
2,713.25 |
2,714.75 |
2,712.00 |
| S2 |
2,710.75 |
2,710.75 |
2,714.25 |
|
| S3 |
2,703.75 |
2,706.25 |
2,713.50 |
|
| S4 |
2,696.75 |
2,699.25 |
2,711.75 |
|
|
| 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 |
2,727.25 |
2,695.00 |
32.25 |
1.2% |
8.50 |
0.3% |
64% |
False |
False |
21 |
| 10 |
2,731.75 |
2,569.50 |
162.25 |
6.0% |
28.00 |
1.0% |
90% |
False |
False |
26 |
| 20 |
2,731.75 |
2,569.50 |
162.25 |
6.0% |
17.50 |
0.6% |
90% |
False |
False |
35 |
| 40 |
2,731.75 |
2,502.00 |
229.75 |
8.5% |
9.75 |
0.4% |
93% |
False |
False |
18 |
| 60 |
2,758.75 |
2,502.00 |
256.75 |
9.5% |
7.25 |
0.3% |
83% |
False |
False |
12 |
| 80 |
2,842.50 |
2,502.00 |
340.50 |
12.5% |
5.50 |
0.2% |
63% |
False |
False |
9 |
| 100 |
2,842.50 |
2,502.00 |
340.50 |
12.5% |
4.75 |
0.2% |
63% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,752.25 |
|
2.618 |
2,740.75 |
|
1.618 |
2,733.75 |
|
1.000 |
2,729.50 |
|
0.618 |
2,726.75 |
|
HIGH |
2,722.50 |
|
0.618 |
2,719.75 |
|
0.500 |
2,719.00 |
|
0.382 |
2,718.25 |
|
LOW |
2,715.50 |
|
0.618 |
2,711.25 |
|
1.000 |
2,708.50 |
|
1.618 |
2,704.25 |
|
2.618 |
2,697.25 |
|
4.250 |
2,685.75 |
|
|