| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2013 |
04-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,742.13 |
2,730.53 |
-11.60 |
-0.4% |
2,600.92 |
| High |
2,750.82 |
2,732.16 |
-18.66 |
-0.7% |
2,750.82 |
| Low |
2,723.67 |
2,716.04 |
-7.63 |
-0.3% |
2,598.57 |
| Close |
2,732.26 |
2,724.49 |
-7.77 |
-0.3% |
2,724.49 |
| Range |
27.15 |
16.12 |
-11.03 |
-40.6% |
152.25 |
| ATR |
38.91 |
37.29 |
-1.62 |
-4.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,772.59 |
2,764.66 |
2,733.36 |
|
| R3 |
2,756.47 |
2,748.54 |
2,728.92 |
|
| R2 |
2,740.35 |
2,740.35 |
2,727.45 |
|
| R1 |
2,732.42 |
2,732.42 |
2,725.97 |
2,728.33 |
| PP |
2,724.23 |
2,724.23 |
2,724.23 |
2,722.18 |
| S1 |
2,716.30 |
2,716.30 |
2,723.01 |
2,712.21 |
| S2 |
2,708.11 |
2,708.11 |
2,721.53 |
|
| S3 |
2,691.99 |
2,700.18 |
2,720.06 |
|
| S4 |
2,675.87 |
2,684.06 |
2,715.62 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,148.04 |
3,088.52 |
2,808.23 |
|
| R3 |
2,995.79 |
2,936.27 |
2,766.36 |
|
| R2 |
2,843.54 |
2,843.54 |
2,752.40 |
|
| R1 |
2,784.02 |
2,784.02 |
2,738.45 |
2,813.78 |
| PP |
2,691.29 |
2,691.29 |
2,691.29 |
2,706.18 |
| S1 |
2,631.77 |
2,631.77 |
2,710.53 |
2,661.53 |
| S2 |
2,539.04 |
2,539.04 |
2,696.58 |
|
| S3 |
2,386.79 |
2,479.52 |
2,682.62 |
|
| S4 |
2,234.54 |
2,327.27 |
2,640.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,750.82 |
2,598.57 |
152.25 |
5.6% |
33.48 |
1.2% |
83% |
False |
False |
|
| 10 |
2,750.82 |
2,598.57 |
152.25 |
5.6% |
30.06 |
1.1% |
83% |
False |
False |
|
| 20 |
2,750.82 |
2,598.57 |
152.25 |
5.6% |
31.76 |
1.2% |
83% |
False |
False |
|
| 40 |
2,750.82 |
2,494.38 |
256.44 |
9.4% |
32.23 |
1.2% |
90% |
False |
False |
|
| 60 |
2,801.85 |
2,494.38 |
307.47 |
11.3% |
32.37 |
1.2% |
75% |
False |
False |
|
| 80 |
2,878.38 |
2,494.38 |
384.00 |
14.1% |
31.42 |
1.2% |
60% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
14.1% |
30.09 |
1.1% |
60% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
14.1% |
30.58 |
1.1% |
60% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,800.67 |
|
2.618 |
2,774.36 |
|
1.618 |
2,758.24 |
|
1.000 |
2,748.28 |
|
0.618 |
2,742.12 |
|
HIGH |
2,732.16 |
|
0.618 |
2,726.00 |
|
0.500 |
2,724.10 |
|
0.382 |
2,722.20 |
|
LOW |
2,716.04 |
|
0.618 |
2,706.08 |
|
1.000 |
2,699.92 |
|
1.618 |
2,689.96 |
|
2.618 |
2,673.84 |
|
4.250 |
2,647.53 |
|
|