| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,665.98 |
2,694.40 |
28.42 |
1.1% |
2,697.44 |
| High |
2,696.71 |
2,694.43 |
-2.28 |
-0.1% |
2,699.04 |
| Low |
2,664.10 |
2,668.51 |
4.41 |
0.2% |
2,623.62 |
| Close |
2,682.07 |
2,674.57 |
-7.50 |
-0.3% |
2,640.54 |
| Range |
32.61 |
25.92 |
-6.69 |
-20.5% |
75.42 |
| ATR |
35.35 |
34.68 |
-0.67 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,756.93 |
2,741.67 |
2,688.83 |
|
| R3 |
2,731.01 |
2,715.75 |
2,681.70 |
|
| R2 |
2,705.09 |
2,705.09 |
2,679.32 |
|
| R1 |
2,689.83 |
2,689.83 |
2,676.95 |
2,684.50 |
| PP |
2,679.17 |
2,679.17 |
2,679.17 |
2,676.51 |
| S1 |
2,663.91 |
2,663.91 |
2,672.19 |
2,658.58 |
| S2 |
2,653.25 |
2,653.25 |
2,669.82 |
|
| S3 |
2,627.33 |
2,637.99 |
2,667.44 |
|
| S4 |
2,601.41 |
2,612.07 |
2,660.31 |
|
|
| 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% |
33.42 |
1.2% |
70% |
False |
False |
|
| 10 |
2,699.04 |
2,623.62 |
75.42 |
2.8% |
29.34 |
1.1% |
68% |
False |
False |
|
| 20 |
2,699.04 |
2,494.38 |
204.66 |
7.7% |
31.13 |
1.2% |
88% |
False |
False |
|
| 40 |
2,784.81 |
2,494.38 |
290.43 |
10.9% |
33.28 |
1.2% |
62% |
False |
False |
|
| 60 |
2,878.38 |
2,494.38 |
384.00 |
14.4% |
31.52 |
1.2% |
47% |
False |
False |
|
| 80 |
2,878.38 |
2,494.38 |
384.00 |
14.4% |
30.43 |
1.1% |
47% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
14.4% |
30.19 |
1.1% |
47% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
14.4% |
31.27 |
1.2% |
47% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,804.59 |
|
2.618 |
2,762.29 |
|
1.618 |
2,736.37 |
|
1.000 |
2,720.35 |
|
0.618 |
2,710.45 |
|
HIGH |
2,694.43 |
|
0.618 |
2,684.53 |
|
0.500 |
2,681.47 |
|
0.382 |
2,678.41 |
|
LOW |
2,668.51 |
|
0.618 |
2,652.49 |
|
1.000 |
2,642.59 |
|
1.618 |
2,626.57 |
|
2.618 |
2,600.65 |
|
4.250 |
2,558.35 |
|
|