| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,721.29 |
2,725.63 |
4.34 |
0.2% |
2,713.44 |
| High |
2,726.27 |
2,742.33 |
16.06 |
0.6% |
2,749.36 |
| Low |
2,710.80 |
2,721.62 |
10.82 |
0.4% |
2,703.75 |
| Close |
2,722.98 |
2,734.73 |
11.75 |
0.4% |
2,748.26 |
| Range |
15.47 |
20.71 |
5.24 |
33.9% |
45.61 |
| ATR |
31.10 |
30.36 |
-0.74 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,795.02 |
2,785.59 |
2,746.12 |
|
| R3 |
2,774.31 |
2,764.88 |
2,740.43 |
|
| R2 |
2,753.60 |
2,753.60 |
2,738.53 |
|
| R1 |
2,744.17 |
2,744.17 |
2,736.63 |
2,748.89 |
| PP |
2,732.89 |
2,732.89 |
2,732.89 |
2,735.25 |
| S1 |
2,723.46 |
2,723.46 |
2,732.83 |
2,728.18 |
| S2 |
2,712.18 |
2,712.18 |
2,730.93 |
|
| S3 |
2,691.47 |
2,702.75 |
2,729.03 |
|
| S4 |
2,670.76 |
2,682.04 |
2,723.34 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,870.62 |
2,855.05 |
2,773.35 |
|
| R3 |
2,825.01 |
2,809.44 |
2,760.80 |
|
| R2 |
2,779.40 |
2,779.40 |
2,756.62 |
|
| R1 |
2,763.83 |
2,763.83 |
2,752.44 |
2,771.62 |
| PP |
2,733.79 |
2,733.79 |
2,733.79 |
2,737.68 |
| S1 |
2,718.22 |
2,718.22 |
2,744.08 |
2,726.01 |
| S2 |
2,688.18 |
2,688.18 |
2,739.90 |
|
| S3 |
2,642.57 |
2,672.61 |
2,735.72 |
|
| S4 |
2,596.96 |
2,627.00 |
2,723.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,749.36 |
2,710.80 |
38.56 |
1.4% |
19.27 |
0.7% |
62% |
False |
False |
|
| 10 |
2,750.82 |
2,703.75 |
47.07 |
1.7% |
20.20 |
0.7% |
66% |
False |
False |
|
| 20 |
2,750.82 |
2,598.57 |
152.25 |
5.6% |
26.01 |
1.0% |
89% |
False |
False |
|
| 40 |
2,750.82 |
2,562.52 |
188.30 |
6.9% |
28.15 |
1.0% |
91% |
False |
False |
|
| 60 |
2,775.83 |
2,494.38 |
281.45 |
10.3% |
31.11 |
1.1% |
85% |
False |
False |
|
| 80 |
2,878.38 |
2,494.38 |
384.00 |
14.0% |
30.94 |
1.1% |
63% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
14.0% |
29.91 |
1.1% |
63% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
14.0% |
29.32 |
1.1% |
63% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,830.35 |
|
2.618 |
2,796.55 |
|
1.618 |
2,775.84 |
|
1.000 |
2,763.04 |
|
0.618 |
2,755.13 |
|
HIGH |
2,742.33 |
|
0.618 |
2,734.42 |
|
0.500 |
2,731.98 |
|
0.382 |
2,729.53 |
|
LOW |
2,721.62 |
|
0.618 |
2,708.82 |
|
1.000 |
2,700.91 |
|
1.618 |
2,688.11 |
|
2.618 |
2,667.40 |
|
4.250 |
2,633.60 |
|
|