Day Change Summary |
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Previous |
Current |
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20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,436.45 |
1,443.67 |
7.22 |
0.5% |
1,414.39 |
High |
1,443.70 |
1,443.67 |
-0.03 |
0.0% |
1,448.00 |
Low |
1,432.82 |
1,422.58 |
-10.24 |
-0.7% |
1,414.39 |
Close |
1,443.69 |
1,430.15 |
-13.54 |
-0.9% |
1,430.15 |
Range |
10.88 |
21.09 |
10.21 |
93.8% |
33.61 |
ATR |
13.59 |
14.13 |
0.54 |
4.0% |
0.00 |
Volume |
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Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,495.40 |
1,483.87 |
1,441.75 |
|
R3 |
1,474.31 |
1,462.78 |
1,435.95 |
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R2 |
1,453.22 |
1,453.22 |
1,434.02 |
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R1 |
1,441.69 |
1,441.69 |
1,432.08 |
1,436.91 |
PP |
1,432.13 |
1,432.13 |
1,432.13 |
1,429.75 |
S1 |
1,420.60 |
1,420.60 |
1,428.22 |
1,415.82 |
S2 |
1,411.04 |
1,411.04 |
1,426.28 |
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S3 |
1,389.95 |
1,399.51 |
1,424.35 |
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S4 |
1,368.86 |
1,378.42 |
1,418.55 |
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Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,531.68 |
1,514.52 |
1,448.64 |
|
R3 |
1,498.07 |
1,480.91 |
1,439.39 |
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R2 |
1,464.46 |
1,464.46 |
1,436.31 |
|
R1 |
1,447.30 |
1,447.30 |
1,433.23 |
1,455.88 |
PP |
1,430.85 |
1,430.85 |
1,430.85 |
1,435.14 |
S1 |
1,413.69 |
1,413.69 |
1,427.07 |
1,422.27 |
S2 |
1,397.24 |
1,397.24 |
1,423.99 |
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S3 |
1,363.63 |
1,380.08 |
1,420.91 |
|
S4 |
1,330.02 |
1,346.47 |
1,411.66 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,448.00 |
1,414.39 |
33.61 |
2.4% |
15.55 |
1.1% |
47% |
False |
False |
|
10 |
1,448.00 |
1,411.88 |
36.12 |
2.5% |
13.42 |
0.9% |
51% |
False |
False |
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20 |
1,448.00 |
1,385.43 |
62.57 |
4.4% |
12.94 |
0.9% |
71% |
False |
False |
|
40 |
1,448.00 |
1,343.35 |
104.65 |
7.3% |
15.08 |
1.1% |
83% |
False |
False |
|
60 |
1,470.96 |
1,343.35 |
127.61 |
8.9% |
14.75 |
1.0% |
68% |
False |
False |
|
80 |
1,474.51 |
1,343.35 |
131.16 |
9.2% |
14.00 |
1.0% |
66% |
False |
False |
|
100 |
1,474.51 |
1,343.35 |
131.16 |
9.2% |
13.44 |
0.9% |
66% |
False |
False |
|
120 |
1,474.51 |
1,325.41 |
149.10 |
10.4% |
13.94 |
1.0% |
70% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,533.30 |
2.618 |
1,498.88 |
1.618 |
1,477.79 |
1.000 |
1,464.76 |
0.618 |
1,456.70 |
HIGH |
1,443.67 |
0.618 |
1,435.61 |
0.500 |
1,433.13 |
0.382 |
1,430.64 |
LOW |
1,422.58 |
0.618 |
1,409.55 |
1.000 |
1,401.49 |
1.618 |
1,388.46 |
2.618 |
1,367.37 |
4.250 |
1,332.95 |
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