| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,631.16 |
2,667.44 |
36.28 |
1.4% |
2,697.44 |
| High |
2,663.01 |
2,671.57 |
8.56 |
0.3% |
2,699.04 |
| Low |
2,623.62 |
2,631.47 |
7.85 |
0.3% |
2,623.62 |
| Close |
2,656.30 |
2,640.54 |
-15.76 |
-0.6% |
2,640.54 |
| Range |
39.39 |
40.10 |
0.71 |
1.8% |
75.42 |
| ATR |
34.27 |
34.69 |
0.42 |
1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,768.16 |
2,744.45 |
2,662.60 |
|
| R3 |
2,728.06 |
2,704.35 |
2,651.57 |
|
| R2 |
2,687.96 |
2,687.96 |
2,647.89 |
|
| R1 |
2,664.25 |
2,664.25 |
2,644.22 |
2,656.06 |
| PP |
2,647.86 |
2,647.86 |
2,647.86 |
2,643.76 |
| S1 |
2,624.15 |
2,624.15 |
2,636.86 |
2,615.96 |
| S2 |
2,607.76 |
2,607.76 |
2,633.19 |
|
| S3 |
2,567.66 |
2,584.05 |
2,629.51 |
|
| S4 |
2,527.56 |
2,543.95 |
2,618.49 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,880.66 |
2,836.02 |
2,682.02 |
|
| R3 |
2,805.24 |
2,760.60 |
2,661.28 |
|
| R2 |
2,729.82 |
2,729.82 |
2,654.37 |
|
| R1 |
2,685.18 |
2,685.18 |
2,647.45 |
2,669.79 |
| PP |
2,654.40 |
2,654.40 |
2,654.40 |
2,646.71 |
| S1 |
2,609.76 |
2,609.76 |
2,633.63 |
2,594.37 |
| S2 |
2,578.98 |
2,578.98 |
2,626.71 |
|
| S3 |
2,503.56 |
2,534.34 |
2,619.80 |
|
| S4 |
2,428.14 |
2,458.92 |
2,599.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,699.04 |
2,623.62 |
75.42 |
2.9% |
34.04 |
1.3% |
22% |
False |
False |
|
| 10 |
2,699.04 |
2,613.22 |
85.82 |
3.3% |
30.66 |
1.2% |
32% |
False |
False |
|
| 20 |
2,699.04 |
2,494.38 |
204.66 |
7.8% |
31.52 |
1.2% |
71% |
False |
False |
|
| 40 |
2,784.81 |
2,494.38 |
290.43 |
11.0% |
33.03 |
1.3% |
50% |
False |
False |
|
| 60 |
2,878.38 |
2,494.38 |
384.00 |
14.5% |
31.71 |
1.2% |
38% |
False |
False |
|
| 80 |
2,878.38 |
2,494.38 |
384.00 |
14.5% |
30.18 |
1.1% |
38% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
14.5% |
30.47 |
1.2% |
38% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
14.5% |
31.37 |
1.2% |
38% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,842.00 |
|
2.618 |
2,776.55 |
|
1.618 |
2,736.45 |
|
1.000 |
2,711.67 |
|
0.618 |
2,696.35 |
|
HIGH |
2,671.57 |
|
0.618 |
2,656.25 |
|
0.500 |
2,651.52 |
|
0.382 |
2,646.79 |
|
LOW |
2,631.47 |
|
0.618 |
2,606.69 |
|
1.000 |
2,591.37 |
|
1.618 |
2,566.59 |
|
2.618 |
2,526.49 |
|
4.250 |
2,461.05 |
|
|