| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2013 |
10-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,716.25 |
2,720.00 |
3.75 |
0.1% |
2,577.25 |
| High |
2,722.50 |
2,730.50 |
8.00 |
0.3% |
2,731.75 |
| Low |
2,715.50 |
2,720.00 |
4.50 |
0.2% |
2,569.50 |
| Close |
2,715.50 |
2,730.50 |
15.00 |
0.6% |
2,706.25 |
| Range |
7.00 |
10.50 |
3.50 |
50.0% |
162.25 |
| ATR |
26.86 |
26.01 |
-0.85 |
-3.2% |
0.00 |
| Volume |
23 |
4 |
-19 |
-82.6% |
105 |
|
| Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,758.50 |
2,755.00 |
2,736.25 |
|
| R3 |
2,748.00 |
2,744.50 |
2,733.50 |
|
| R2 |
2,737.50 |
2,737.50 |
2,732.50 |
|
| R1 |
2,734.00 |
2,734.00 |
2,731.50 |
2,735.75 |
| PP |
2,727.00 |
2,727.00 |
2,727.00 |
2,728.00 |
| S1 |
2,723.50 |
2,723.50 |
2,729.50 |
2,725.25 |
| S2 |
2,716.50 |
2,716.50 |
2,728.50 |
|
| S3 |
2,706.00 |
2,713.00 |
2,727.50 |
|
| S4 |
2,695.50 |
2,702.50 |
2,724.75 |
|
|
| 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 |
2,730.50 |
2,695.00 |
35.50 |
1.3% |
10.50 |
0.4% |
100% |
True |
False |
15 |
| 10 |
2,731.75 |
2,569.50 |
162.25 |
5.9% |
26.50 |
1.0% |
99% |
False |
False |
21 |
| 20 |
2,731.75 |
2,569.50 |
162.25 |
5.9% |
18.00 |
0.7% |
99% |
False |
False |
35 |
| 40 |
2,731.75 |
2,502.00 |
229.75 |
8.4% |
10.00 |
0.4% |
99% |
False |
False |
18 |
| 60 |
2,758.75 |
2,502.00 |
256.75 |
9.4% |
7.25 |
0.3% |
89% |
False |
False |
12 |
| 80 |
2,842.50 |
2,502.00 |
340.50 |
12.5% |
5.50 |
0.2% |
67% |
False |
False |
9 |
| 100 |
2,842.50 |
2,502.00 |
340.50 |
12.5% |
5.00 |
0.2% |
67% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,775.00 |
|
2.618 |
2,758.00 |
|
1.618 |
2,747.50 |
|
1.000 |
2,741.00 |
|
0.618 |
2,737.00 |
|
HIGH |
2,730.50 |
|
0.618 |
2,726.50 |
|
0.500 |
2,725.25 |
|
0.382 |
2,724.00 |
|
LOW |
2,720.00 |
|
0.618 |
2,713.50 |
|
1.000 |
2,709.50 |
|
1.618 |
2,703.00 |
|
2.618 |
2,692.50 |
|
4.250 |
2,675.50 |
|
|