| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,667.36 |
2,635.91 |
-31.45 |
-1.2% |
2,634.54 |
| High |
2,688.44 |
2,643.97 |
-44.47 |
-1.7% |
2,696.71 |
| Low |
2,643.14 |
2,620.08 |
-23.06 |
-0.9% |
2,620.08 |
| Close |
2,654.01 |
2,628.09 |
-25.92 |
-1.0% |
2,628.09 |
| Range |
45.30 |
23.89 |
-21.41 |
-47.3% |
76.63 |
| ATR |
35.44 |
35.33 |
-0.11 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,702.38 |
2,689.13 |
2,641.23 |
|
| R3 |
2,678.49 |
2,665.24 |
2,634.66 |
|
| R2 |
2,654.60 |
2,654.60 |
2,632.47 |
|
| R1 |
2,641.35 |
2,641.35 |
2,630.28 |
2,636.03 |
| PP |
2,630.71 |
2,630.71 |
2,630.71 |
2,628.06 |
| S1 |
2,617.46 |
2,617.46 |
2,625.90 |
2,612.14 |
| S2 |
2,606.82 |
2,606.82 |
2,623.71 |
|
| S3 |
2,582.93 |
2,593.57 |
2,621.52 |
|
| S4 |
2,559.04 |
2,569.68 |
2,614.95 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,878.18 |
2,829.77 |
2,670.24 |
|
| R3 |
2,801.55 |
2,753.14 |
2,649.16 |
|
| R2 |
2,724.92 |
2,724.92 |
2,642.14 |
|
| R1 |
2,676.51 |
2,676.51 |
2,635.11 |
2,662.40 |
| PP |
2,648.29 |
2,648.29 |
2,648.29 |
2,641.24 |
| S1 |
2,599.88 |
2,599.88 |
2,621.07 |
2,585.77 |
| S2 |
2,571.66 |
2,571.66 |
2,614.04 |
|
| S3 |
2,495.03 |
2,523.25 |
2,607.02 |
|
| S4 |
2,418.40 |
2,446.62 |
2,585.94 |
|
|
| 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 |
2,620.08 |
76.63 |
2.9% |
31.36 |
1.2% |
10% |
False |
True |
|
| 10 |
2,699.04 |
2,620.08 |
78.96 |
3.0% |
32.70 |
1.2% |
10% |
False |
True |
|
| 20 |
2,699.04 |
2,494.38 |
204.66 |
7.8% |
30.76 |
1.2% |
65% |
False |
False |
|
| 40 |
2,784.81 |
2,494.38 |
290.43 |
11.1% |
33.34 |
1.3% |
46% |
False |
False |
|
| 60 |
2,878.38 |
2,494.38 |
384.00 |
14.6% |
32.31 |
1.2% |
35% |
False |
False |
|
| 80 |
2,878.38 |
2,494.38 |
384.00 |
14.6% |
30.92 |
1.2% |
35% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
14.6% |
30.05 |
1.1% |
35% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
14.6% |
31.05 |
1.2% |
35% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,745.50 |
|
2.618 |
2,706.51 |
|
1.618 |
2,682.62 |
|
1.000 |
2,667.86 |
|
0.618 |
2,658.73 |
|
HIGH |
2,643.97 |
|
0.618 |
2,634.84 |
|
0.500 |
2,632.03 |
|
0.382 |
2,629.21 |
|
LOW |
2,620.08 |
|
0.618 |
2,605.32 |
|
1.000 |
2,596.19 |
|
1.618 |
2,581.43 |
|
2.618 |
2,557.54 |
|
4.250 |
2,518.55 |
|
|