| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2013 |
18-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,737.00 |
2,728.75 |
-8.25 |
-0.3% |
2,737.50 |
| High |
2,743.25 |
2,728.75 |
-14.50 |
-0.5% |
2,743.25 |
| Low |
2,733.75 |
2,720.00 |
-13.75 |
-0.5% |
2,702.00 |
| Close |
2,733.75 |
2,727.00 |
-6.75 |
-0.2% |
2,727.00 |
| Range |
9.50 |
8.75 |
-0.75 |
-7.9% |
41.25 |
| ATR |
24.16 |
23.42 |
-0.74 |
-3.1% |
0.00 |
| Volume |
12 |
4 |
-8 |
-66.7% |
56 |
|
| Daily Pivots for day following 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,751.50 |
2,748.00 |
2,731.75 |
|
| R3 |
2,742.75 |
2,739.25 |
2,729.50 |
|
| R2 |
2,734.00 |
2,734.00 |
2,728.50 |
|
| R1 |
2,730.50 |
2,730.50 |
2,727.75 |
2,728.00 |
| PP |
2,725.25 |
2,725.25 |
2,725.25 |
2,724.00 |
| S1 |
2,721.75 |
2,721.75 |
2,726.25 |
2,719.00 |
| S2 |
2,716.50 |
2,716.50 |
2,725.50 |
|
| S3 |
2,707.75 |
2,713.00 |
2,724.50 |
|
| S4 |
2,699.00 |
2,704.25 |
2,722.25 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,847.75 |
2,828.75 |
2,749.75 |
|
| R3 |
2,806.50 |
2,787.50 |
2,738.25 |
|
| R2 |
2,765.25 |
2,765.25 |
2,734.50 |
|
| R1 |
2,746.25 |
2,746.25 |
2,730.75 |
2,735.00 |
| PP |
2,724.00 |
2,724.00 |
2,724.00 |
2,718.50 |
| S1 |
2,705.00 |
2,705.00 |
2,723.25 |
2,694.00 |
| S2 |
2,682.75 |
2,682.75 |
2,719.50 |
|
| S3 |
2,641.50 |
2,663.75 |
2,715.75 |
|
| S4 |
2,600.25 |
2,622.50 |
2,704.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,743.25 |
2,702.00 |
41.25 |
1.5% |
15.25 |
0.6% |
61% |
False |
False |
11 |
| 10 |
2,743.25 |
2,695.00 |
48.25 |
1.8% |
11.75 |
0.4% |
66% |
False |
False |
10 |
| 20 |
2,743.25 |
2,569.50 |
173.75 |
6.4% |
21.25 |
0.8% |
91% |
False |
False |
38 |
| 40 |
2,743.25 |
2,569.50 |
173.75 |
6.4% |
11.50 |
0.4% |
91% |
False |
False |
20 |
| 60 |
2,743.25 |
2,502.00 |
241.25 |
8.8% |
8.00 |
0.3% |
93% |
False |
False |
13 |
| 80 |
2,809.50 |
2,502.00 |
307.50 |
11.3% |
6.50 |
0.2% |
73% |
False |
False |
10 |
| 100 |
2,842.50 |
2,502.00 |
340.50 |
12.5% |
5.75 |
0.2% |
66% |
False |
False |
8 |
| 120 |
2,842.50 |
2,502.00 |
340.50 |
12.5% |
4.75 |
0.2% |
66% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,766.00 |
|
2.618 |
2,751.75 |
|
1.618 |
2,743.00 |
|
1.000 |
2,737.50 |
|
0.618 |
2,734.25 |
|
HIGH |
2,728.75 |
|
0.618 |
2,725.50 |
|
0.500 |
2,724.50 |
|
0.382 |
2,723.25 |
|
LOW |
2,720.00 |
|
0.618 |
2,714.50 |
|
1.000 |
2,711.25 |
|
1.618 |
2,705.75 |
|
2.618 |
2,697.00 |
|
4.250 |
2,682.75 |
|
|