| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,721.25 |
2,730.75 |
9.50 |
0.3% |
2,732.00 |
| High |
2,740.00 |
2,737.50 |
-2.50 |
-0.1% |
2,760.00 |
| Low |
2,721.25 |
2,710.00 |
-11.25 |
-0.4% |
2,707.00 |
| Close |
2,730.75 |
2,736.50 |
5.75 |
0.2% |
2,721.25 |
| Range |
18.75 |
27.50 |
8.75 |
46.7% |
53.00 |
| ATR |
24.42 |
24.64 |
0.22 |
0.9% |
0.00 |
| Volume |
7 |
16 |
9 |
128.6% |
61 |
|
| Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,810.50 |
2,801.00 |
2,751.50 |
|
| R3 |
2,783.00 |
2,773.50 |
2,744.00 |
|
| R2 |
2,755.50 |
2,755.50 |
2,741.50 |
|
| R1 |
2,746.00 |
2,746.00 |
2,739.00 |
2,750.75 |
| PP |
2,728.00 |
2,728.00 |
2,728.00 |
2,730.50 |
| S1 |
2,718.50 |
2,718.50 |
2,734.00 |
2,723.25 |
| S2 |
2,700.50 |
2,700.50 |
2,731.50 |
|
| S3 |
2,673.00 |
2,691.00 |
2,729.00 |
|
| S4 |
2,645.50 |
2,663.50 |
2,721.50 |
|
|
| 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% |
21.25 |
0.8% |
56% |
False |
False |
15 |
| 10 |
2,760.00 |
2,702.00 |
58.00 |
2.1% |
18.75 |
0.7% |
59% |
False |
False |
13 |
| 20 |
2,760.00 |
2,569.50 |
190.50 |
7.0% |
20.75 |
0.8% |
88% |
False |
False |
14 |
| 40 |
2,760.00 |
2,569.50 |
190.50 |
7.0% |
15.00 |
0.5% |
88% |
False |
False |
21 |
| 60 |
2,760.00 |
2,502.00 |
258.00 |
9.4% |
10.25 |
0.4% |
91% |
False |
False |
15 |
| 80 |
2,809.50 |
2,502.00 |
307.50 |
11.2% |
8.25 |
0.3% |
76% |
False |
False |
11 |
| 100 |
2,842.50 |
2,502.00 |
340.50 |
12.4% |
7.00 |
0.3% |
69% |
False |
False |
9 |
| 120 |
2,842.50 |
2,502.00 |
340.50 |
12.4% |
6.00 |
0.2% |
69% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,854.50 |
|
2.618 |
2,809.50 |
|
1.618 |
2,782.00 |
|
1.000 |
2,765.00 |
|
0.618 |
2,754.50 |
|
HIGH |
2,737.50 |
|
0.618 |
2,727.00 |
|
0.500 |
2,723.75 |
|
0.382 |
2,720.50 |
|
LOW |
2,710.00 |
|
0.618 |
2,693.00 |
|
1.000 |
2,682.50 |
|
1.618 |
2,665.50 |
|
2.618 |
2,638.00 |
|
4.250 |
2,593.00 |
|
|