| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,728.75 |
2,733.50 |
4.75 |
0.2% |
2,732.00 |
| High |
2,737.75 |
2,738.00 |
0.25 |
0.0% |
2,760.00 |
| Low |
2,725.50 |
2,718.50 |
-7.00 |
-0.3% |
2,707.00 |
| Close |
2,729.50 |
2,718.50 |
-11.00 |
-0.4% |
2,721.25 |
| Range |
12.25 |
19.50 |
7.25 |
59.2% |
53.00 |
| ATR |
23.75 |
23.45 |
-0.30 |
-1.3% |
0.00 |
| Volume |
31 |
21 |
-10 |
-32.3% |
61 |
|
| Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,783.50 |
2,770.50 |
2,729.25 |
|
| R3 |
2,764.00 |
2,751.00 |
2,723.75 |
|
| R2 |
2,744.50 |
2,744.50 |
2,722.00 |
|
| R1 |
2,731.50 |
2,731.50 |
2,720.25 |
2,728.25 |
| PP |
2,725.00 |
2,725.00 |
2,725.00 |
2,723.50 |
| S1 |
2,712.00 |
2,712.00 |
2,716.75 |
2,708.75 |
| S2 |
2,705.50 |
2,705.50 |
2,715.00 |
|
| S3 |
2,686.00 |
2,692.50 |
2,713.25 |
|
| S4 |
2,666.50 |
2,673.00 |
2,707.75 |
|
|
| 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 |
2,710.00 |
30.00 |
1.1% |
20.00 |
0.7% |
28% |
False |
False |
21 |
| 10 |
2,760.00 |
2,707.00 |
53.00 |
1.9% |
19.00 |
0.7% |
22% |
False |
False |
15 |
| 20 |
2,760.00 |
2,695.00 |
65.00 |
2.4% |
15.50 |
0.6% |
36% |
False |
False |
15 |
| 40 |
2,760.00 |
2,569.50 |
190.50 |
7.0% |
15.75 |
0.6% |
78% |
False |
False |
23 |
| 60 |
2,760.00 |
2,502.00 |
258.00 |
9.5% |
11.00 |
0.4% |
84% |
False |
False |
15 |
| 80 |
2,765.50 |
2,502.00 |
263.50 |
9.7% |
8.75 |
0.3% |
82% |
False |
False |
12 |
| 100 |
2,842.50 |
2,502.00 |
340.50 |
12.5% |
7.25 |
0.3% |
64% |
False |
False |
10 |
| 120 |
2,842.50 |
2,502.00 |
340.50 |
12.5% |
6.25 |
0.2% |
64% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,821.00 |
|
2.618 |
2,789.00 |
|
1.618 |
2,769.50 |
|
1.000 |
2,757.50 |
|
0.618 |
2,750.00 |
|
HIGH |
2,738.00 |
|
0.618 |
2,730.50 |
|
0.500 |
2,728.25 |
|
0.382 |
2,726.00 |
|
LOW |
2,718.50 |
|
0.618 |
2,706.50 |
|
1.000 |
2,699.00 |
|
1.618 |
2,687.00 |
|
2.618 |
2,667.50 |
|
4.250 |
2,635.50 |
|
|