| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2013 |
09-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,724.76 |
2,724.17 |
-0.59 |
0.0% |
2,600.92 |
| High |
2,730.16 |
2,735.42 |
5.26 |
0.2% |
2,750.82 |
| Low |
2,703.75 |
2,720.05 |
16.30 |
0.6% |
2,598.57 |
| Close |
2,718.72 |
2,727.65 |
8.93 |
0.3% |
2,724.49 |
| Range |
26.41 |
15.37 |
-11.04 |
-41.8% |
152.25 |
| ATR |
35.41 |
34.07 |
-1.34 |
-3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,773.82 |
2,766.10 |
2,736.10 |
|
| R3 |
2,758.45 |
2,750.73 |
2,731.88 |
|
| R2 |
2,743.08 |
2,743.08 |
2,730.47 |
|
| R1 |
2,735.36 |
2,735.36 |
2,729.06 |
2,739.22 |
| PP |
2,727.71 |
2,727.71 |
2,727.71 |
2,729.64 |
| S1 |
2,719.99 |
2,719.99 |
2,726.24 |
2,723.85 |
| S2 |
2,712.34 |
2,712.34 |
2,724.83 |
|
| S3 |
2,696.97 |
2,704.62 |
2,723.42 |
|
| S4 |
2,681.60 |
2,689.25 |
2,719.20 |
|
|
| 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 |
2,703.75 |
47.07 |
1.7% |
21.12 |
0.8% |
51% |
False |
False |
|
| 10 |
2,750.82 |
2,598.57 |
152.25 |
5.6% |
30.73 |
1.1% |
85% |
False |
False |
|
| 20 |
2,750.82 |
2,598.57 |
152.25 |
5.6% |
29.45 |
1.1% |
85% |
False |
False |
|
| 40 |
2,750.82 |
2,494.38 |
256.44 |
9.4% |
30.25 |
1.1% |
91% |
False |
False |
|
| 60 |
2,784.81 |
2,494.38 |
290.43 |
10.6% |
31.91 |
1.2% |
80% |
False |
False |
|
| 80 |
2,878.38 |
2,494.38 |
384.00 |
14.1% |
31.21 |
1.1% |
61% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
14.1% |
30.11 |
1.1% |
61% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
14.1% |
30.18 |
1.1% |
61% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,800.74 |
|
2.618 |
2,775.66 |
|
1.618 |
2,760.29 |
|
1.000 |
2,750.79 |
|
0.618 |
2,744.92 |
|
HIGH |
2,735.42 |
|
0.618 |
2,729.55 |
|
0.500 |
2,727.74 |
|
0.382 |
2,725.92 |
|
LOW |
2,720.05 |
|
0.618 |
2,710.55 |
|
1.000 |
2,704.68 |
|
1.618 |
2,695.18 |
|
2.618 |
2,679.81 |
|
4.250 |
2,654.73 |
|
|