| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2013 |
17-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,710.00 |
2,737.00 |
27.00 |
1.0% |
2,711.00 |
| High |
2,725.75 |
2,743.25 |
17.50 |
0.6% |
2,737.25 |
| Low |
2,710.00 |
2,733.75 |
23.75 |
0.9% |
2,695.00 |
| Close |
2,719.25 |
2,733.75 |
14.50 |
0.5% |
2,737.25 |
| Range |
15.75 |
9.50 |
-6.25 |
-39.7% |
42.25 |
| ATR |
24.17 |
24.16 |
-0.01 |
-0.1% |
0.00 |
| Volume |
17 |
12 |
-5 |
-29.4% |
53 |
|
| Daily Pivots for day following 17-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,765.50 |
2,759.00 |
2,739.00 |
|
| R3 |
2,756.00 |
2,749.50 |
2,736.25 |
|
| R2 |
2,746.50 |
2,746.50 |
2,735.50 |
|
| R1 |
2,740.00 |
2,740.00 |
2,734.50 |
2,738.50 |
| PP |
2,737.00 |
2,737.00 |
2,737.00 |
2,736.00 |
| S1 |
2,730.50 |
2,730.50 |
2,733.00 |
2,729.00 |
| S2 |
2,727.50 |
2,727.50 |
2,732.00 |
|
| S3 |
2,718.00 |
2,721.00 |
2,731.25 |
|
| S4 |
2,708.50 |
2,711.50 |
2,728.50 |
|
|
| 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 |
2,743.25 |
2,702.00 |
41.25 |
1.5% |
15.25 |
0.6% |
77% |
True |
False |
12 |
| 10 |
2,743.25 |
2,695.00 |
48.25 |
1.8% |
13.00 |
0.5% |
80% |
True |
False |
13 |
| 20 |
2,743.25 |
2,569.50 |
173.75 |
6.4% |
21.75 |
0.8% |
95% |
True |
False |
38 |
| 40 |
2,743.25 |
2,569.50 |
173.75 |
6.4% |
11.25 |
0.4% |
95% |
True |
False |
20 |
| 60 |
2,743.25 |
2,502.00 |
241.25 |
8.8% |
8.00 |
0.3% |
96% |
True |
False |
13 |
| 80 |
2,809.50 |
2,502.00 |
307.50 |
11.2% |
6.50 |
0.2% |
75% |
False |
False |
10 |
| 100 |
2,842.50 |
2,502.00 |
340.50 |
12.5% |
5.75 |
0.2% |
68% |
False |
False |
8 |
| 120 |
2,842.50 |
2,502.00 |
340.50 |
12.5% |
4.75 |
0.2% |
68% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,783.50 |
|
2.618 |
2,768.00 |
|
1.618 |
2,758.50 |
|
1.000 |
2,752.75 |
|
0.618 |
2,749.00 |
|
HIGH |
2,743.25 |
|
0.618 |
2,739.50 |
|
0.500 |
2,738.50 |
|
0.382 |
2,737.50 |
|
LOW |
2,733.75 |
|
0.618 |
2,728.00 |
|
1.000 |
2,724.25 |
|
1.618 |
2,718.50 |
|
2.618 |
2,709.00 |
|
4.250 |
2,693.50 |
|
|