| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,735.50 |
2,737.50 |
2.00 |
0.1% |
2,711.00 |
| High |
2,737.25 |
2,740.25 |
3.00 |
0.1% |
2,737.25 |
| Low |
2,727.75 |
2,713.25 |
-14.50 |
-0.5% |
2,695.00 |
| Close |
2,737.25 |
2,722.00 |
-15.25 |
-0.6% |
2,737.25 |
| Range |
9.50 |
27.00 |
17.50 |
184.2% |
42.25 |
| ATR |
24.83 |
24.99 |
0.15 |
0.6% |
0.00 |
| Volume |
12 |
7 |
-5 |
-41.7% |
53 |
|
| Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,806.25 |
2,791.00 |
2,736.75 |
|
| R3 |
2,779.25 |
2,764.00 |
2,729.50 |
|
| R2 |
2,752.25 |
2,752.25 |
2,727.00 |
|
| R1 |
2,737.00 |
2,737.00 |
2,724.50 |
2,731.00 |
| PP |
2,725.25 |
2,725.25 |
2,725.25 |
2,722.25 |
| S1 |
2,710.00 |
2,710.00 |
2,719.50 |
2,704.00 |
| S2 |
2,698.25 |
2,698.25 |
2,717.00 |
|
| S3 |
2,671.25 |
2,683.00 |
2,714.50 |
|
| S4 |
2,644.25 |
2,656.00 |
2,707.25 |
|
|
| 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 |
2,740.25 |
2,695.00 |
45.25 |
1.7% |
13.50 |
0.5% |
60% |
True |
False |
10 |
| 10 |
2,740.25 |
2,569.50 |
170.75 |
6.3% |
22.50 |
0.8% |
89% |
True |
False |
16 |
| 20 |
2,740.25 |
2,569.50 |
170.75 |
6.3% |
19.75 |
0.7% |
89% |
True |
False |
36 |
| 40 |
2,740.25 |
2,502.00 |
238.25 |
8.8% |
10.75 |
0.4% |
92% |
True |
False |
19 |
| 60 |
2,740.25 |
2,502.00 |
238.25 |
8.8% |
7.75 |
0.3% |
92% |
True |
False |
13 |
| 80 |
2,842.25 |
2,502.00 |
340.25 |
12.5% |
6.00 |
0.2% |
65% |
False |
False |
10 |
| 100 |
2,842.50 |
2,502.00 |
340.50 |
12.5% |
5.25 |
0.2% |
65% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,855.00 |
|
2.618 |
2,811.00 |
|
1.618 |
2,784.00 |
|
1.000 |
2,767.25 |
|
0.618 |
2,757.00 |
|
HIGH |
2,740.25 |
|
0.618 |
2,730.00 |
|
0.500 |
2,726.75 |
|
0.382 |
2,723.50 |
|
LOW |
2,713.25 |
|
0.618 |
2,696.50 |
|
1.000 |
2,686.25 |
|
1.618 |
2,669.50 |
|
2.618 |
2,642.50 |
|
4.250 |
2,598.50 |
|
|