| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2013 |
22-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,728.75 |
2,732.00 |
3.25 |
0.1% |
2,737.50 |
| High |
2,728.75 |
2,749.25 |
20.50 |
0.8% |
2,743.25 |
| Low |
2,720.00 |
2,716.00 |
-4.00 |
-0.1% |
2,702.00 |
| Close |
2,727.00 |
2,744.25 |
17.25 |
0.6% |
2,727.00 |
| Range |
8.75 |
33.25 |
24.50 |
280.0% |
41.25 |
| ATR |
23.42 |
24.12 |
0.70 |
3.0% |
0.00 |
| Volume |
4 |
8 |
4 |
100.0% |
56 |
|
| Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,836.25 |
2,823.50 |
2,762.50 |
|
| R3 |
2,803.00 |
2,790.25 |
2,753.50 |
|
| R2 |
2,769.75 |
2,769.75 |
2,750.25 |
|
| R1 |
2,757.00 |
2,757.00 |
2,747.25 |
2,763.50 |
| PP |
2,736.50 |
2,736.50 |
2,736.50 |
2,739.75 |
| S1 |
2,723.75 |
2,723.75 |
2,741.25 |
2,730.00 |
| S2 |
2,703.25 |
2,703.25 |
2,738.25 |
|
| S3 |
2,670.00 |
2,690.50 |
2,735.00 |
|
| S4 |
2,636.75 |
2,657.25 |
2,726.00 |
|
|
| 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 |
2,749.25 |
2,702.00 |
47.25 |
1.7% |
16.50 |
0.6% |
89% |
True |
False |
11 |
| 10 |
2,749.25 |
2,695.00 |
54.25 |
2.0% |
15.00 |
0.5% |
91% |
True |
False |
11 |
| 20 |
2,749.25 |
2,569.50 |
179.75 |
6.6% |
22.25 |
0.8% |
97% |
True |
False |
19 |
| 40 |
2,749.25 |
2,569.50 |
179.75 |
6.6% |
12.50 |
0.5% |
97% |
True |
False |
20 |
| 60 |
2,749.25 |
2,502.00 |
247.25 |
9.0% |
8.50 |
0.3% |
98% |
True |
False |
13 |
| 80 |
2,809.50 |
2,502.00 |
307.50 |
11.2% |
7.00 |
0.3% |
79% |
False |
False |
10 |
| 100 |
2,842.50 |
2,502.00 |
340.50 |
12.4% |
6.25 |
0.2% |
71% |
False |
False |
8 |
| 120 |
2,842.50 |
2,502.00 |
340.50 |
12.4% |
5.25 |
0.2% |
71% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,890.50 |
|
2.618 |
2,836.25 |
|
1.618 |
2,803.00 |
|
1.000 |
2,782.50 |
|
0.618 |
2,769.75 |
|
HIGH |
2,749.25 |
|
0.618 |
2,736.50 |
|
0.500 |
2,732.50 |
|
0.382 |
2,728.75 |
|
LOW |
2,716.00 |
|
0.618 |
2,695.50 |
|
1.000 |
2,682.75 |
|
1.618 |
2,662.25 |
|
2.618 |
2,629.00 |
|
4.250 |
2,574.75 |
|
|