| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2013 |
24-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,653.0 |
2,638.0 |
-15.0 |
-0.6% |
2,663.0 |
| High |
2,656.0 |
2,657.0 |
1.0 |
0.0% |
2,663.0 |
| Low |
2,635.0 |
2,627.0 |
-8.0 |
-0.3% |
2,618.0 |
| Close |
2,640.0 |
2,656.0 |
16.0 |
0.6% |
2,641.0 |
| Range |
21.0 |
30.0 |
9.0 |
42.9% |
45.0 |
| ATR |
25.7 |
26.0 |
0.3 |
1.2% |
0.0 |
| Volume |
148 |
556 |
408 |
275.7% |
2,601 |
|
| Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,736.7 |
2,726.3 |
2,672.5 |
|
| R3 |
2,706.7 |
2,696.3 |
2,664.3 |
|
| R2 |
2,676.7 |
2,676.7 |
2,661.5 |
|
| R1 |
2,666.3 |
2,666.3 |
2,658.8 |
2,671.5 |
| PP |
2,646.7 |
2,646.7 |
2,646.7 |
2,649.3 |
| S1 |
2,636.3 |
2,636.3 |
2,653.3 |
2,641.5 |
| S2 |
2,616.7 |
2,616.7 |
2,650.5 |
|
| S3 |
2,586.7 |
2,606.3 |
2,647.8 |
|
| S4 |
2,556.7 |
2,576.3 |
2,639.5 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,775.7 |
2,753.3 |
2,665.8 |
|
| R3 |
2,730.7 |
2,708.3 |
2,653.4 |
|
| R2 |
2,685.7 |
2,685.7 |
2,649.3 |
|
| R1 |
2,663.3 |
2,663.3 |
2,645.1 |
2,652.0 |
| PP |
2,640.7 |
2,640.7 |
2,640.7 |
2,635.0 |
| S1 |
2,618.3 |
2,618.3 |
2,636.9 |
2,607.0 |
| S2 |
2,595.7 |
2,595.7 |
2,632.8 |
|
| S3 |
2,550.7 |
2,573.3 |
2,628.6 |
|
| S4 |
2,505.7 |
2,528.3 |
2,616.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,662.0 |
2,627.0 |
35.0 |
1.3% |
23.4 |
0.9% |
83% |
False |
True |
513 |
| 10 |
2,663.0 |
2,618.0 |
45.0 |
1.7% |
22.6 |
0.9% |
84% |
False |
False |
497 |
| 20 |
2,663.0 |
2,542.0 |
121.0 |
4.6% |
25.2 |
0.9% |
94% |
False |
False |
970 |
| 40 |
2,663.0 |
2,455.0 |
208.0 |
7.8% |
23.5 |
0.9% |
97% |
False |
False |
2,154 |
| 60 |
2,663.0 |
2,355.0 |
308.0 |
11.6% |
24.6 |
0.9% |
98% |
False |
False |
1,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,784.5 |
|
2.618 |
2,735.5 |
|
1.618 |
2,705.5 |
|
1.000 |
2,687.0 |
|
0.618 |
2,675.5 |
|
HIGH |
2,657.0 |
|
0.618 |
2,645.5 |
|
0.500 |
2,642.0 |
|
0.382 |
2,638.5 |
|
LOW |
2,627.0 |
|
0.618 |
2,608.5 |
|
1.000 |
2,597.0 |
|
1.618 |
2,578.5 |
|
2.618 |
2,548.5 |
|
4.250 |
2,499.5 |
|
|