| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,634.54 |
2,665.98 |
31.44 |
1.2% |
2,697.44 |
| High |
2,661.35 |
2,696.71 |
35.36 |
1.3% |
2,699.04 |
| Low |
2,632.25 |
2,664.10 |
31.85 |
1.2% |
2,623.62 |
| Close |
2,647.57 |
2,682.07 |
34.50 |
1.3% |
2,640.54 |
| Range |
29.10 |
32.61 |
3.51 |
12.1% |
75.42 |
| ATR |
34.29 |
35.35 |
1.06 |
3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,778.79 |
2,763.04 |
2,700.01 |
|
| R3 |
2,746.18 |
2,730.43 |
2,691.04 |
|
| R2 |
2,713.57 |
2,713.57 |
2,688.05 |
|
| R1 |
2,697.82 |
2,697.82 |
2,685.06 |
2,705.70 |
| PP |
2,680.96 |
2,680.96 |
2,680.96 |
2,684.90 |
| S1 |
2,665.21 |
2,665.21 |
2,679.08 |
2,673.09 |
| S2 |
2,648.35 |
2,648.35 |
2,676.09 |
|
| S3 |
2,615.74 |
2,632.60 |
2,673.10 |
|
| S4 |
2,583.13 |
2,599.99 |
2,664.13 |
|
|
| 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 |
2,696.71 |
2,623.62 |
73.09 |
2.7% |
36.03 |
1.3% |
80% |
True |
False |
|
| 10 |
2,699.04 |
2,613.22 |
85.82 |
3.2% |
32.05 |
1.2% |
80% |
False |
False |
|
| 20 |
2,699.04 |
2,494.38 |
204.66 |
7.6% |
31.43 |
1.2% |
92% |
False |
False |
|
| 40 |
2,784.81 |
2,494.38 |
290.43 |
10.8% |
33.14 |
1.2% |
65% |
False |
False |
|
| 60 |
2,878.38 |
2,494.38 |
384.00 |
14.3% |
31.52 |
1.2% |
49% |
False |
False |
|
| 80 |
2,878.38 |
2,494.38 |
384.00 |
14.3% |
30.50 |
1.1% |
49% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
14.3% |
30.17 |
1.1% |
49% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
14.3% |
31.29 |
1.2% |
49% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,835.30 |
|
2.618 |
2,782.08 |
|
1.618 |
2,749.47 |
|
1.000 |
2,729.32 |
|
0.618 |
2,716.86 |
|
HIGH |
2,696.71 |
|
0.618 |
2,684.25 |
|
0.500 |
2,680.41 |
|
0.382 |
2,676.56 |
|
LOW |
2,664.10 |
|
0.618 |
2,643.95 |
|
1.000 |
2,631.49 |
|
1.618 |
2,611.34 |
|
2.618 |
2,578.73 |
|
4.250 |
2,525.51 |
|
|