| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,720.00 |
2,735.50 |
15.50 |
0.6% |
2,711.00 |
| High |
2,730.50 |
2,737.25 |
6.75 |
0.2% |
2,737.25 |
| Low |
2,720.00 |
2,727.75 |
7.75 |
0.3% |
2,695.00 |
| Close |
2,730.50 |
2,737.25 |
6.75 |
0.2% |
2,737.25 |
| Range |
10.50 |
9.50 |
-1.00 |
-9.5% |
42.25 |
| ATR |
26.01 |
24.83 |
-1.18 |
-4.5% |
0.00 |
| Volume |
4 |
12 |
8 |
200.0% |
53 |
|
| Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,762.50 |
2,759.50 |
2,742.50 |
|
| R3 |
2,753.00 |
2,750.00 |
2,739.75 |
|
| R2 |
2,743.50 |
2,743.50 |
2,739.00 |
|
| R1 |
2,740.50 |
2,740.50 |
2,738.00 |
2,742.00 |
| PP |
2,734.00 |
2,734.00 |
2,734.00 |
2,735.00 |
| S1 |
2,731.00 |
2,731.00 |
2,736.50 |
2,732.50 |
| S2 |
2,724.50 |
2,724.50 |
2,735.50 |
|
| S3 |
2,715.00 |
2,721.50 |
2,734.75 |
|
| S4 |
2,705.50 |
2,712.00 |
2,732.00 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,850.00 |
2,835.75 |
2,760.50 |
|
| R3 |
2,807.75 |
2,793.50 |
2,748.75 |
|
| R2 |
2,765.50 |
2,765.50 |
2,745.00 |
|
| R1 |
2,751.25 |
2,751.25 |
2,741.00 |
2,758.50 |
| PP |
2,723.25 |
2,723.25 |
2,723.25 |
2,726.75 |
| S1 |
2,709.00 |
2,709.00 |
2,733.50 |
2,716.00 |
| S2 |
2,681.00 |
2,681.00 |
2,729.50 |
|
| S3 |
2,638.75 |
2,666.75 |
2,725.75 |
|
| S4 |
2,596.50 |
2,624.50 |
2,714.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,737.25 |
2,695.00 |
42.25 |
1.5% |
8.25 |
0.3% |
100% |
True |
False |
10 |
| 10 |
2,737.25 |
2,569.50 |
167.75 |
6.1% |
23.75 |
0.9% |
100% |
True |
False |
21 |
| 20 |
2,737.25 |
2,569.50 |
167.75 |
6.1% |
18.50 |
0.7% |
100% |
True |
False |
35 |
| 40 |
2,737.25 |
2,502.00 |
235.25 |
8.6% |
10.25 |
0.4% |
100% |
True |
False |
18 |
| 60 |
2,758.75 |
2,502.00 |
256.75 |
9.4% |
7.25 |
0.3% |
92% |
False |
False |
12 |
| 80 |
2,842.50 |
2,502.00 |
340.50 |
12.4% |
5.75 |
0.2% |
69% |
False |
False |
9 |
| 100 |
2,842.50 |
2,502.00 |
340.50 |
12.4% |
5.00 |
0.2% |
69% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,777.50 |
|
2.618 |
2,762.00 |
|
1.618 |
2,752.50 |
|
1.000 |
2,746.75 |
|
0.618 |
2,743.00 |
|
HIGH |
2,737.25 |
|
0.618 |
2,733.50 |
|
0.500 |
2,732.50 |
|
0.382 |
2,731.50 |
|
LOW |
2,727.75 |
|
0.618 |
2,722.00 |
|
1.000 |
2,718.25 |
|
1.618 |
2,712.50 |
|
2.618 |
2,703.00 |
|
4.250 |
2,687.50 |
|
|