| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,737.50 |
2,717.00 |
-20.50 |
-0.7% |
2,711.00 |
| High |
2,740.25 |
2,717.00 |
-23.25 |
-0.8% |
2,737.25 |
| Low |
2,713.25 |
2,702.00 |
-11.25 |
-0.4% |
2,695.00 |
| Close |
2,722.00 |
2,707.50 |
-14.50 |
-0.5% |
2,737.25 |
| Range |
27.00 |
15.00 |
-12.00 |
-44.4% |
42.25 |
| ATR |
24.99 |
24.63 |
-0.36 |
-1.4% |
0.00 |
| Volume |
7 |
16 |
9 |
128.6% |
53 |
|
| Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,753.75 |
2,745.75 |
2,715.75 |
|
| R3 |
2,738.75 |
2,730.75 |
2,711.50 |
|
| R2 |
2,723.75 |
2,723.75 |
2,710.25 |
|
| R1 |
2,715.75 |
2,715.75 |
2,709.00 |
2,712.25 |
| PP |
2,708.75 |
2,708.75 |
2,708.75 |
2,707.00 |
| S1 |
2,700.75 |
2,700.75 |
2,706.00 |
2,697.25 |
| S2 |
2,693.75 |
2,693.75 |
2,704.75 |
|
| S3 |
2,678.75 |
2,685.75 |
2,703.50 |
|
| S4 |
2,663.75 |
2,670.75 |
2,699.25 |
|
|
| 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 |
2,702.00 |
38.25 |
1.4% |
13.75 |
0.5% |
14% |
False |
True |
12 |
| 10 |
2,740.25 |
2,678.50 |
61.75 |
2.3% |
15.75 |
0.6% |
47% |
False |
False |
16 |
| 20 |
2,740.25 |
2,569.50 |
170.75 |
6.3% |
20.50 |
0.8% |
81% |
False |
False |
36 |
| 40 |
2,740.25 |
2,502.00 |
238.25 |
8.8% |
11.25 |
0.4% |
86% |
False |
False |
19 |
| 60 |
2,740.25 |
2,502.00 |
238.25 |
8.8% |
8.00 |
0.3% |
86% |
False |
False |
13 |
| 80 |
2,841.50 |
2,502.00 |
339.50 |
12.5% |
6.25 |
0.2% |
61% |
False |
False |
10 |
| 100 |
2,842.50 |
2,502.00 |
340.50 |
12.6% |
5.50 |
0.2% |
60% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,780.75 |
|
2.618 |
2,756.25 |
|
1.618 |
2,741.25 |
|
1.000 |
2,732.00 |
|
0.618 |
2,726.25 |
|
HIGH |
2,717.00 |
|
0.618 |
2,711.25 |
|
0.500 |
2,709.50 |
|
0.382 |
2,707.75 |
|
LOW |
2,702.00 |
|
0.618 |
2,692.75 |
|
1.000 |
2,687.00 |
|
1.618 |
2,677.75 |
|
2.618 |
2,662.75 |
|
4.250 |
2,638.25 |
|
|