| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2013 |
25-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,707.00 |
2,710.00 |
3.00 |
0.1% |
2,732.00 |
| High |
2,736.50 |
2,732.00 |
-4.50 |
-0.2% |
2,760.00 |
| Low |
2,707.00 |
2,710.00 |
3.00 |
0.1% |
2,707.00 |
| Close |
2,711.50 |
2,721.25 |
9.75 |
0.4% |
2,721.25 |
| Range |
29.50 |
22.00 |
-7.50 |
-25.4% |
53.00 |
| ATR |
25.07 |
24.86 |
-0.22 |
-0.9% |
0.00 |
| Volume |
7 |
30 |
23 |
328.6% |
61 |
|
| Daily Pivots for day following 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,787.00 |
2,776.25 |
2,733.25 |
|
| R3 |
2,765.00 |
2,754.25 |
2,727.25 |
|
| R2 |
2,743.00 |
2,743.00 |
2,725.25 |
|
| R1 |
2,732.25 |
2,732.25 |
2,723.25 |
2,737.50 |
| PP |
2,721.00 |
2,721.00 |
2,721.00 |
2,723.75 |
| S1 |
2,710.25 |
2,710.25 |
2,719.25 |
2,715.50 |
| S2 |
2,699.00 |
2,699.00 |
2,717.25 |
|
| S3 |
2,677.00 |
2,688.25 |
2,715.25 |
|
| S4 |
2,655.00 |
2,666.25 |
2,709.25 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,888.50 |
2,857.75 |
2,750.50 |
|
| R3 |
2,835.50 |
2,804.75 |
2,735.75 |
|
| R2 |
2,782.50 |
2,782.50 |
2,731.00 |
|
| R1 |
2,751.75 |
2,751.75 |
2,726.00 |
2,740.50 |
| PP |
2,729.50 |
2,729.50 |
2,729.50 |
2,723.75 |
| S1 |
2,698.75 |
2,698.75 |
2,716.50 |
2,687.50 |
| S2 |
2,676.50 |
2,676.50 |
2,711.50 |
|
| S3 |
2,623.50 |
2,645.75 |
2,706.75 |
|
| S4 |
2,570.50 |
2,592.75 |
2,692.00 |
|
|
| 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 |
1.9% |
20.25 |
0.7% |
27% |
False |
False |
13 |
| 10 |
2,760.00 |
2,702.00 |
58.00 |
2.1% |
17.75 |
0.7% |
33% |
False |
False |
12 |
| 20 |
2,760.00 |
2,569.50 |
190.50 |
7.0% |
22.25 |
0.8% |
80% |
False |
False |
17 |
| 40 |
2,760.00 |
2,569.50 |
190.50 |
7.0% |
14.00 |
0.5% |
80% |
False |
False |
21 |
| 60 |
2,760.00 |
2,502.00 |
258.00 |
9.5% |
9.50 |
0.4% |
85% |
False |
False |
14 |
| 80 |
2,809.50 |
2,502.00 |
307.50 |
11.3% |
7.75 |
0.3% |
71% |
False |
False |
11 |
| 100 |
2,842.50 |
2,502.00 |
340.50 |
12.5% |
6.75 |
0.2% |
64% |
False |
False |
9 |
| 120 |
2,842.50 |
2,502.00 |
340.50 |
12.5% |
5.50 |
0.2% |
64% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,825.50 |
|
2.618 |
2,789.50 |
|
1.618 |
2,767.50 |
|
1.000 |
2,754.00 |
|
0.618 |
2,745.50 |
|
HIGH |
2,732.00 |
|
0.618 |
2,723.50 |
|
0.500 |
2,721.00 |
|
0.382 |
2,718.50 |
|
LOW |
2,710.00 |
|
0.618 |
2,696.50 |
|
1.000 |
2,688.00 |
|
1.618 |
2,674.50 |
|
2.618 |
2,652.50 |
|
4.250 |
2,616.50 |
|
|