| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2013 |
30-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,730.75 |
2,728.75 |
-2.00 |
-0.1% |
2,732.00 |
| High |
2,737.50 |
2,737.75 |
0.25 |
0.0% |
2,760.00 |
| Low |
2,710.00 |
2,725.50 |
15.50 |
0.6% |
2,707.00 |
| Close |
2,736.50 |
2,729.50 |
-7.00 |
-0.3% |
2,721.25 |
| Range |
27.50 |
12.25 |
-15.25 |
-55.5% |
53.00 |
| ATR |
24.64 |
23.75 |
-0.88 |
-3.6% |
0.00 |
| Volume |
16 |
31 |
15 |
93.8% |
61 |
|
| Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,767.75 |
2,760.75 |
2,736.25 |
|
| R3 |
2,755.50 |
2,748.50 |
2,732.75 |
|
| R2 |
2,743.25 |
2,743.25 |
2,731.75 |
|
| R1 |
2,736.25 |
2,736.25 |
2,730.50 |
2,739.75 |
| PP |
2,731.00 |
2,731.00 |
2,731.00 |
2,732.50 |
| S1 |
2,724.00 |
2,724.00 |
2,728.50 |
2,727.50 |
| S2 |
2,718.75 |
2,718.75 |
2,727.25 |
|
| S3 |
2,706.50 |
2,711.75 |
2,726.25 |
|
| S4 |
2,694.25 |
2,699.50 |
2,722.75 |
|
|
| 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 |
2,740.00 |
2,707.00 |
33.00 |
1.2% |
22.00 |
0.8% |
68% |
False |
False |
18 |
| 10 |
2,760.00 |
2,707.00 |
53.00 |
1.9% |
18.50 |
0.7% |
42% |
False |
False |
14 |
| 20 |
2,760.00 |
2,678.50 |
81.50 |
3.0% |
17.00 |
0.6% |
63% |
False |
False |
15 |
| 40 |
2,760.00 |
2,569.50 |
190.50 |
7.0% |
15.25 |
0.6% |
84% |
False |
False |
22 |
| 60 |
2,760.00 |
2,502.00 |
258.00 |
9.5% |
10.50 |
0.4% |
88% |
False |
False |
15 |
| 80 |
2,792.25 |
2,502.00 |
290.25 |
10.6% |
8.50 |
0.3% |
78% |
False |
False |
11 |
| 100 |
2,842.50 |
2,502.00 |
340.50 |
12.5% |
7.25 |
0.3% |
67% |
False |
False |
9 |
| 120 |
2,842.50 |
2,502.00 |
340.50 |
12.5% |
6.00 |
0.2% |
67% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,789.75 |
|
2.618 |
2,769.75 |
|
1.618 |
2,757.50 |
|
1.000 |
2,750.00 |
|
0.618 |
2,745.25 |
|
HIGH |
2,737.75 |
|
0.618 |
2,733.00 |
|
0.500 |
2,731.50 |
|
0.382 |
2,730.25 |
|
LOW |
2,725.50 |
|
0.618 |
2,718.00 |
|
1.000 |
2,713.25 |
|
1.618 |
2,705.75 |
|
2.618 |
2,693.50 |
|
4.250 |
2,673.50 |
|
|