| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2012 |
02-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1,666.8 |
1,682.1 |
15.3 |
0.9% |
1,665.0 |
| High |
1,689.0 |
1,705.2 |
16.2 |
1.0% |
1,676.8 |
| Low |
1,666.8 |
1,682.1 |
15.3 |
0.9% |
1,665.0 |
| Close |
1,686.1 |
1,699.0 |
12.9 |
0.8% |
1,666.0 |
| Range |
22.2 |
23.1 |
0.9 |
4.1% |
11.8 |
| ATR |
16.0 |
16.5 |
0.5 |
3.1% |
0.0 |
| Volume |
1,143 |
397 |
-746 |
-65.3% |
3,329 |
|
| Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,764.7 |
1,755.0 |
1,711.7 |
|
| R3 |
1,741.6 |
1,731.9 |
1,705.4 |
|
| R2 |
1,718.5 |
1,718.5 |
1,703.2 |
|
| R1 |
1,708.8 |
1,708.8 |
1,701.1 |
1,713.7 |
| PP |
1,695.4 |
1,695.4 |
1,695.4 |
1,697.9 |
| S1 |
1,685.7 |
1,685.7 |
1,696.9 |
1,690.6 |
| S2 |
1,672.3 |
1,672.3 |
1,694.8 |
|
| S3 |
1,649.2 |
1,662.6 |
1,692.6 |
|
| S4 |
1,626.1 |
1,639.5 |
1,686.3 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,704.7 |
1,697.1 |
1,672.5 |
|
| R3 |
1,692.9 |
1,685.3 |
1,669.2 |
|
| R2 |
1,681.1 |
1,681.1 |
1,668.2 |
|
| R1 |
1,673.5 |
1,673.5 |
1,667.1 |
1,677.3 |
| PP |
1,669.3 |
1,669.3 |
1,669.3 |
1,671.2 |
| S1 |
1,661.7 |
1,661.7 |
1,664.9 |
1,665.5 |
| S2 |
1,657.5 |
1,657.5 |
1,663.8 |
|
| S3 |
1,645.7 |
1,649.9 |
1,662.8 |
|
| S4 |
1,633.9 |
1,638.1 |
1,659.5 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,803.4 |
|
2.618 |
1,765.7 |
|
1.618 |
1,742.6 |
|
1.000 |
1,728.3 |
|
0.618 |
1,719.5 |
|
HIGH |
1,705.2 |
|
0.618 |
1,696.4 |
|
0.500 |
1,693.7 |
|
0.382 |
1,690.9 |
|
LOW |
1,682.1 |
|
0.618 |
1,667.8 |
|
1.000 |
1,659.0 |
|
1.618 |
1,644.7 |
|
2.618 |
1,621.6 |
|
4.250 |
1,583.9 |
|
|