| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2012 |
02-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,600.92 |
2,727.67 |
126.75 |
4.9% |
2,658.65 |
| High |
2,665.73 |
2,746.50 |
80.77 |
3.0% |
2,663.56 |
| Low |
2,598.57 |
2,716.30 |
117.73 |
4.5% |
2,599.63 |
| Close |
2,660.93 |
2,746.47 |
85.54 |
3.2% |
2,606.36 |
| Range |
67.16 |
30.20 |
-36.96 |
-55.0% |
63.93 |
| ATR |
36.30 |
39.82 |
3.52 |
9.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,827.02 |
2,816.95 |
2,763.08 |
|
| R3 |
2,796.82 |
2,786.75 |
2,754.78 |
|
| R2 |
2,766.62 |
2,766.62 |
2,752.01 |
|
| R1 |
2,756.55 |
2,756.55 |
2,749.24 |
2,761.59 |
| PP |
2,736.42 |
2,736.42 |
2,736.42 |
2,738.94 |
| S1 |
2,726.35 |
2,726.35 |
2,743.70 |
2,731.39 |
| S2 |
2,706.22 |
2,706.22 |
2,740.93 |
|
| S3 |
2,676.02 |
2,696.15 |
2,738.17 |
|
| S4 |
2,645.82 |
2,665.95 |
2,729.86 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,814.97 |
2,774.60 |
2,641.52 |
|
| R3 |
2,751.04 |
2,710.67 |
2,623.94 |
|
| R2 |
2,687.11 |
2,687.11 |
2,618.08 |
|
| R1 |
2,646.74 |
2,646.74 |
2,612.22 |
2,634.96 |
| PP |
2,623.18 |
2,623.18 |
2,623.18 |
2,617.30 |
| S1 |
2,582.81 |
2,582.81 |
2,600.50 |
2,571.03 |
| S2 |
2,559.25 |
2,559.25 |
2,594.64 |
|
| S3 |
2,495.32 |
2,518.88 |
2,588.78 |
|
| S4 |
2,431.39 |
2,454.95 |
2,571.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,746.50 |
2,598.57 |
147.93 |
5.4% |
40.33 |
1.5% |
100% |
True |
False |
|
| 10 |
2,746.50 |
2,598.57 |
147.93 |
5.4% |
31.83 |
1.2% |
100% |
True |
False |
|
| 20 |
2,746.50 |
2,598.57 |
147.93 |
5.4% |
32.68 |
1.2% |
100% |
True |
False |
|
| 40 |
2,746.50 |
2,494.38 |
252.12 |
9.2% |
32.53 |
1.2% |
100% |
True |
False |
|
| 60 |
2,845.97 |
2,494.38 |
351.59 |
12.8% |
32.66 |
1.2% |
72% |
False |
False |
|
| 80 |
2,878.38 |
2,494.38 |
384.00 |
14.0% |
31.60 |
1.2% |
66% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
14.0% |
29.97 |
1.1% |
66% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
14.0% |
30.85 |
1.1% |
66% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,874.85 |
|
2.618 |
2,825.56 |
|
1.618 |
2,795.36 |
|
1.000 |
2,776.70 |
|
0.618 |
2,765.16 |
|
HIGH |
2,746.50 |
|
0.618 |
2,734.96 |
|
0.500 |
2,731.40 |
|
0.382 |
2,727.84 |
|
LOW |
2,716.30 |
|
0.618 |
2,697.64 |
|
1.000 |
2,686.10 |
|
1.618 |
2,667.44 |
|
2.618 |
2,637.24 |
|
4.250 |
2,587.95 |
|
|