| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,717.00 |
2,710.00 |
-7.00 |
-0.3% |
2,711.00 |
| High |
2,717.00 |
2,725.75 |
8.75 |
0.3% |
2,737.25 |
| Low |
2,702.00 |
2,710.00 |
8.00 |
0.3% |
2,695.00 |
| Close |
2,707.50 |
2,719.25 |
11.75 |
0.4% |
2,737.25 |
| Range |
15.00 |
15.75 |
0.75 |
5.0% |
42.25 |
| ATR |
24.63 |
24.17 |
-0.46 |
-1.9% |
0.00 |
| Volume |
16 |
17 |
1 |
6.3% |
53 |
|
| Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,765.50 |
2,758.25 |
2,728.00 |
|
| R3 |
2,749.75 |
2,742.50 |
2,723.50 |
|
| R2 |
2,734.00 |
2,734.00 |
2,722.25 |
|
| R1 |
2,726.75 |
2,726.75 |
2,720.75 |
2,730.50 |
| PP |
2,718.25 |
2,718.25 |
2,718.25 |
2,720.25 |
| S1 |
2,711.00 |
2,711.00 |
2,717.75 |
2,714.50 |
| S2 |
2,702.50 |
2,702.50 |
2,716.25 |
|
| S3 |
2,686.75 |
2,695.25 |
2,715.00 |
|
| S4 |
2,671.00 |
2,679.50 |
2,710.50 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,850.00 |
2,835.75 |
2,760.50 |
|
| R3 |
2,807.75 |
2,793.50 |
2,748.75 |
|
| R2 |
2,765.50 |
2,765.50 |
2,745.00 |
|
| R1 |
2,751.25 |
2,751.25 |
2,741.00 |
2,758.50 |
| PP |
2,723.25 |
2,723.25 |
2,723.25 |
2,726.75 |
| S1 |
2,709.00 |
2,709.00 |
2,733.50 |
2,716.00 |
| S2 |
2,681.00 |
2,681.00 |
2,729.50 |
|
| S3 |
2,638.75 |
2,666.75 |
2,725.75 |
|
| S4 |
2,596.50 |
2,624.50 |
2,714.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,740.25 |
2,702.00 |
38.25 |
1.4% |
15.50 |
0.6% |
45% |
False |
False |
11 |
| 10 |
2,740.25 |
2,695.00 |
45.25 |
1.7% |
12.00 |
0.4% |
54% |
False |
False |
16 |
| 20 |
2,740.25 |
2,569.50 |
170.75 |
6.3% |
21.25 |
0.8% |
88% |
False |
False |
37 |
| 40 |
2,740.25 |
2,569.50 |
170.75 |
6.3% |
11.25 |
0.4% |
88% |
False |
False |
19 |
| 60 |
2,740.25 |
2,502.00 |
238.25 |
8.8% |
8.25 |
0.3% |
91% |
False |
False |
13 |
| 80 |
2,826.50 |
2,502.00 |
324.50 |
11.9% |
6.25 |
0.2% |
67% |
False |
False |
10 |
| 100 |
2,842.50 |
2,502.00 |
340.50 |
12.5% |
5.75 |
0.2% |
64% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,792.75 |
|
2.618 |
2,767.00 |
|
1.618 |
2,751.25 |
|
1.000 |
2,741.50 |
|
0.618 |
2,735.50 |
|
HIGH |
2,725.75 |
|
0.618 |
2,719.75 |
|
0.500 |
2,718.00 |
|
0.382 |
2,716.00 |
|
LOW |
2,710.00 |
|
0.618 |
2,700.25 |
|
1.000 |
2,694.25 |
|
1.618 |
2,684.50 |
|
2.618 |
2,668.75 |
|
4.250 |
2,643.00 |
|
|