| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,635.91 |
2,629.76 |
-6.15 |
-0.2% |
2,634.54 |
| High |
2,643.97 |
2,664.72 |
20.75 |
0.8% |
2,696.71 |
| Low |
2,620.08 |
2,627.37 |
7.29 |
0.3% |
2,620.08 |
| Close |
2,628.09 |
2,664.26 |
36.17 |
1.4% |
2,628.09 |
| Range |
23.89 |
37.35 |
13.46 |
56.3% |
76.63 |
| ATR |
35.33 |
35.47 |
0.14 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,764.17 |
2,751.56 |
2,684.80 |
|
| R3 |
2,726.82 |
2,714.21 |
2,674.53 |
|
| R2 |
2,689.47 |
2,689.47 |
2,671.11 |
|
| R1 |
2,676.86 |
2,676.86 |
2,667.68 |
2,683.17 |
| PP |
2,652.12 |
2,652.12 |
2,652.12 |
2,655.27 |
| S1 |
2,639.51 |
2,639.51 |
2,660.84 |
2,645.82 |
| S2 |
2,614.77 |
2,614.77 |
2,657.41 |
|
| S3 |
2,577.42 |
2,602.16 |
2,653.99 |
|
| S4 |
2,540.07 |
2,564.81 |
2,643.72 |
|
|
| 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% |
33.01 |
1.2% |
58% |
False |
False |
|
| 10 |
2,696.71 |
2,620.08 |
76.63 |
2.9% |
33.52 |
1.3% |
58% |
False |
False |
|
| 20 |
2,699.04 |
2,562.52 |
136.52 |
5.1% |
30.28 |
1.1% |
75% |
False |
False |
|
| 40 |
2,775.83 |
2,494.38 |
281.45 |
10.6% |
33.66 |
1.3% |
60% |
False |
False |
|
| 60 |
2,878.38 |
2,494.38 |
384.00 |
14.4% |
32.59 |
1.2% |
44% |
False |
False |
|
| 80 |
2,878.38 |
2,494.38 |
384.00 |
14.4% |
30.88 |
1.2% |
44% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
14.4% |
29.98 |
1.1% |
44% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
14.4% |
31.06 |
1.2% |
44% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,823.46 |
|
2.618 |
2,762.50 |
|
1.618 |
2,725.15 |
|
1.000 |
2,702.07 |
|
0.618 |
2,687.80 |
|
HIGH |
2,664.72 |
|
0.618 |
2,650.45 |
|
0.500 |
2,646.05 |
|
0.382 |
2,641.64 |
|
LOW |
2,627.37 |
|
0.618 |
2,604.29 |
|
1.000 |
2,590.02 |
|
1.618 |
2,566.94 |
|
2.618 |
2,529.59 |
|
4.250 |
2,468.63 |
|
|