| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2013 |
24-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,755.00 |
2,707.00 |
-48.00 |
-1.7% |
2,737.50 |
| High |
2,760.00 |
2,736.50 |
-23.50 |
-0.9% |
2,743.25 |
| Low |
2,752.00 |
2,707.00 |
-45.00 |
-1.6% |
2,702.00 |
| Close |
2,752.25 |
2,711.50 |
-40.75 |
-1.5% |
2,727.00 |
| Range |
8.00 |
29.50 |
21.50 |
268.8% |
41.25 |
| ATR |
23.52 |
25.07 |
1.55 |
6.6% |
0.00 |
| Volume |
16 |
7 |
-9 |
-56.3% |
56 |
|
| Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,806.75 |
2,788.75 |
2,727.75 |
|
| R3 |
2,777.25 |
2,759.25 |
2,719.50 |
|
| R2 |
2,747.75 |
2,747.75 |
2,717.00 |
|
| R1 |
2,729.75 |
2,729.75 |
2,714.25 |
2,738.75 |
| PP |
2,718.25 |
2,718.25 |
2,718.25 |
2,723.00 |
| S1 |
2,700.25 |
2,700.25 |
2,708.75 |
2,709.25 |
| S2 |
2,688.75 |
2,688.75 |
2,706.00 |
|
| S3 |
2,659.25 |
2,670.75 |
2,703.50 |
|
| S4 |
2,629.75 |
2,641.25 |
2,695.25 |
|
|
| 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 |
2,760.00 |
2,707.00 |
53.00 |
2.0% |
17.75 |
0.7% |
8% |
False |
True |
9 |
| 10 |
2,760.00 |
2,702.00 |
58.00 |
2.1% |
16.75 |
0.6% |
16% |
False |
False |
10 |
| 20 |
2,760.00 |
2,569.50 |
190.50 |
7.0% |
22.50 |
0.8% |
75% |
False |
False |
18 |
| 40 |
2,760.00 |
2,569.50 |
190.50 |
7.0% |
13.25 |
0.5% |
75% |
False |
False |
20 |
| 60 |
2,760.00 |
2,502.00 |
258.00 |
9.5% |
9.25 |
0.3% |
81% |
False |
False |
14 |
| 80 |
2,809.50 |
2,502.00 |
307.50 |
11.3% |
7.50 |
0.3% |
68% |
False |
False |
10 |
| 100 |
2,842.50 |
2,502.00 |
340.50 |
12.6% |
6.50 |
0.2% |
62% |
False |
False |
9 |
| 120 |
2,842.50 |
2,502.00 |
340.50 |
12.6% |
5.50 |
0.2% |
62% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,862.00 |
|
2.618 |
2,813.75 |
|
1.618 |
2,784.25 |
|
1.000 |
2,766.00 |
|
0.618 |
2,754.75 |
|
HIGH |
2,736.50 |
|
0.618 |
2,725.25 |
|
0.500 |
2,721.75 |
|
0.382 |
2,718.25 |
|
LOW |
2,707.00 |
|
0.618 |
2,688.75 |
|
1.000 |
2,677.50 |
|
1.618 |
2,659.25 |
|
2.618 |
2,629.75 |
|
4.250 |
2,581.50 |
|
|