Day Change Summary |
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Previous |
Current |
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28-Dec-2012 |
31-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,418.10 |
1,402.43 |
-15.67 |
-1.1% |
1,430.15 |
High |
1,418.10 |
1,426.74 |
8.64 |
0.6% |
1,430.15 |
Low |
1,401.58 |
1,398.11 |
-3.47 |
-0.2% |
1,401.58 |
Close |
1,402.43 |
1,426.19 |
23.76 |
1.7% |
1,402.43 |
Range |
16.52 |
28.63 |
12.11 |
73.3% |
28.57 |
ATR |
14.19 |
15.22 |
1.03 |
7.3% |
0.00 |
Volume |
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Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,502.90 |
1,493.18 |
1,441.94 |
|
R3 |
1,474.27 |
1,464.55 |
1,434.06 |
|
R2 |
1,445.64 |
1,445.64 |
1,431.44 |
|
R1 |
1,435.92 |
1,435.92 |
1,428.81 |
1,440.78 |
PP |
1,417.01 |
1,417.01 |
1,417.01 |
1,419.45 |
S1 |
1,407.29 |
1,407.29 |
1,423.57 |
1,412.15 |
S2 |
1,388.38 |
1,388.38 |
1,420.94 |
|
S3 |
1,359.75 |
1,378.66 |
1,418.32 |
|
S4 |
1,331.12 |
1,350.03 |
1,410.44 |
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Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,497.10 |
1,478.33 |
1,418.14 |
|
R3 |
1,468.53 |
1,449.76 |
1,410.29 |
|
R2 |
1,439.96 |
1,439.96 |
1,407.67 |
|
R1 |
1,421.19 |
1,421.19 |
1,405.05 |
1,416.29 |
PP |
1,411.39 |
1,411.39 |
1,411.39 |
1,408.94 |
S1 |
1,392.62 |
1,392.62 |
1,399.81 |
1,387.72 |
S2 |
1,382.82 |
1,382.82 |
1,397.19 |
|
S3 |
1,354.25 |
1,364.05 |
1,394.57 |
|
S4 |
1,325.68 |
1,335.48 |
1,386.72 |
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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 |
1,430.15 |
1,398.11 |
32.04 |
2.2% |
16.93 |
1.2% |
88% |
False |
True |
|
10 |
1,448.00 |
1,398.11 |
49.89 |
3.5% |
16.24 |
1.1% |
56% |
False |
True |
|
20 |
1,448.00 |
1,398.11 |
49.89 |
3.5% |
13.92 |
1.0% |
56% |
False |
True |
|
40 |
1,448.00 |
1,343.35 |
104.65 |
7.3% |
15.41 |
1.1% |
79% |
False |
False |
|
60 |
1,470.96 |
1,343.35 |
127.61 |
8.9% |
15.02 |
1.1% |
65% |
False |
False |
|
80 |
1,474.51 |
1,343.35 |
131.16 |
9.2% |
14.37 |
1.0% |
63% |
False |
False |
|
100 |
1,474.51 |
1,343.35 |
131.16 |
9.2% |
13.51 |
0.9% |
63% |
False |
False |
|
120 |
1,474.51 |
1,325.41 |
149.10 |
10.5% |
14.14 |
1.0% |
68% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,548.42 |
2.618 |
1,501.69 |
1.618 |
1,473.06 |
1.000 |
1,455.37 |
0.618 |
1,444.43 |
HIGH |
1,426.74 |
0.618 |
1,415.80 |
0.500 |
1,412.43 |
0.382 |
1,409.05 |
LOW |
1,398.11 |
0.618 |
1,380.42 |
1.000 |
1,369.48 |
1.618 |
1,351.79 |
2.618 |
1,323.16 |
4.250 |
1,276.43 |
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