| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,694.40 |
2,667.36 |
-27.04 |
-1.0% |
2,697.44 |
| High |
2,694.43 |
2,688.44 |
-5.99 |
-0.2% |
2,699.04 |
| Low |
2,668.51 |
2,643.14 |
-25.37 |
-1.0% |
2,623.62 |
| Close |
2,674.57 |
2,654.01 |
-20.56 |
-0.8% |
2,640.54 |
| Range |
25.92 |
45.30 |
19.38 |
74.8% |
75.42 |
| ATR |
34.68 |
35.44 |
0.76 |
2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,797.76 |
2,771.19 |
2,678.93 |
|
| R3 |
2,752.46 |
2,725.89 |
2,666.47 |
|
| R2 |
2,707.16 |
2,707.16 |
2,662.32 |
|
| R1 |
2,680.59 |
2,680.59 |
2,658.16 |
2,671.23 |
| PP |
2,661.86 |
2,661.86 |
2,661.86 |
2,657.18 |
| S1 |
2,635.29 |
2,635.29 |
2,649.86 |
2,625.93 |
| S2 |
2,616.56 |
2,616.56 |
2,645.71 |
|
| S3 |
2,571.26 |
2,589.99 |
2,641.55 |
|
| S4 |
2,525.96 |
2,544.69 |
2,629.10 |
|
|
| 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 |
2,631.47 |
65.24 |
2.5% |
34.61 |
1.3% |
35% |
False |
False |
|
| 10 |
2,699.04 |
2,623.62 |
75.42 |
2.8% |
31.73 |
1.2% |
40% |
False |
False |
|
| 20 |
2,699.04 |
2,494.38 |
204.66 |
7.7% |
30.93 |
1.2% |
78% |
False |
False |
|
| 40 |
2,784.81 |
2,494.38 |
290.43 |
10.9% |
33.68 |
1.3% |
55% |
False |
False |
|
| 60 |
2,878.38 |
2,494.38 |
384.00 |
14.5% |
32.09 |
1.2% |
42% |
False |
False |
|
| 80 |
2,878.38 |
2,494.38 |
384.00 |
14.5% |
30.83 |
1.2% |
42% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
14.5% |
30.28 |
1.1% |
42% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
14.5% |
31.08 |
1.2% |
42% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,880.97 |
|
2.618 |
2,807.04 |
|
1.618 |
2,761.74 |
|
1.000 |
2,733.74 |
|
0.618 |
2,716.44 |
|
HIGH |
2,688.44 |
|
0.618 |
2,671.14 |
|
0.500 |
2,665.79 |
|
0.382 |
2,660.44 |
|
LOW |
2,643.14 |
|
0.618 |
2,615.14 |
|
1.000 |
2,597.84 |
|
1.618 |
2,569.84 |
|
2.618 |
2,524.54 |
|
4.250 |
2,450.62 |
|
|