| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,710.00 |
2,721.25 |
11.25 |
0.4% |
2,732.00 |
| High |
2,732.00 |
2,740.00 |
8.00 |
0.3% |
2,760.00 |
| Low |
2,710.00 |
2,721.25 |
11.25 |
0.4% |
2,707.00 |
| Close |
2,721.25 |
2,730.75 |
9.50 |
0.3% |
2,721.25 |
| Range |
22.00 |
18.75 |
-3.25 |
-14.8% |
53.00 |
| ATR |
24.86 |
24.42 |
-0.44 |
-1.8% |
0.00 |
| Volume |
30 |
7 |
-23 |
-76.7% |
61 |
|
| Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,787.00 |
2,777.50 |
2,741.00 |
|
| R3 |
2,768.25 |
2,758.75 |
2,736.00 |
|
| R2 |
2,749.50 |
2,749.50 |
2,734.25 |
|
| R1 |
2,740.00 |
2,740.00 |
2,732.50 |
2,744.75 |
| PP |
2,730.75 |
2,730.75 |
2,730.75 |
2,733.00 |
| S1 |
2,721.25 |
2,721.25 |
2,729.00 |
2,726.00 |
| S2 |
2,712.00 |
2,712.00 |
2,727.25 |
|
| S3 |
2,693.25 |
2,702.50 |
2,725.50 |
|
| S4 |
2,674.50 |
2,683.75 |
2,720.50 |
|
|
| 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% |
22.25 |
0.8% |
45% |
False |
False |
13 |
| 10 |
2,760.00 |
2,702.00 |
58.00 |
2.1% |
18.75 |
0.7% |
50% |
False |
False |
12 |
| 20 |
2,760.00 |
2,569.50 |
190.50 |
7.0% |
21.25 |
0.8% |
85% |
False |
False |
17 |
| 40 |
2,760.00 |
2,569.50 |
190.50 |
7.0% |
14.25 |
0.5% |
85% |
False |
False |
21 |
| 60 |
2,760.00 |
2,502.00 |
258.00 |
9.4% |
10.00 |
0.4% |
89% |
False |
False |
14 |
| 80 |
2,809.50 |
2,502.00 |
307.50 |
11.3% |
8.00 |
0.3% |
74% |
False |
False |
11 |
| 100 |
2,842.50 |
2,502.00 |
340.50 |
12.5% |
7.00 |
0.3% |
67% |
False |
False |
9 |
| 120 |
2,842.50 |
2,502.00 |
340.50 |
12.5% |
5.75 |
0.2% |
67% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,819.75 |
|
2.618 |
2,789.00 |
|
1.618 |
2,770.25 |
|
1.000 |
2,758.75 |
|
0.618 |
2,751.50 |
|
HIGH |
2,740.00 |
|
0.618 |
2,732.75 |
|
0.500 |
2,730.50 |
|
0.382 |
2,728.50 |
|
LOW |
2,721.25 |
|
0.618 |
2,709.75 |
|
1.000 |
2,702.50 |
|
1.618 |
2,691.00 |
|
2.618 |
2,672.25 |
|
4.250 |
2,641.50 |
|
|