| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,629.76 |
2,675.44 |
45.68 |
1.7% |
2,634.54 |
| High |
2,664.72 |
2,708.48 |
43.76 |
1.6% |
2,696.71 |
| Low |
2,627.37 |
2,669.83 |
42.46 |
1.6% |
2,620.08 |
| Close |
2,664.26 |
2,705.39 |
41.13 |
1.5% |
2,628.09 |
| Range |
37.35 |
38.65 |
1.30 |
3.5% |
76.63 |
| ATR |
35.47 |
36.10 |
0.62 |
1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,810.52 |
2,796.60 |
2,726.65 |
|
| R3 |
2,771.87 |
2,757.95 |
2,716.02 |
|
| R2 |
2,733.22 |
2,733.22 |
2,712.48 |
|
| R1 |
2,719.30 |
2,719.30 |
2,708.93 |
2,726.26 |
| PP |
2,694.57 |
2,694.57 |
2,694.57 |
2,698.05 |
| S1 |
2,680.65 |
2,680.65 |
2,701.85 |
2,687.61 |
| S2 |
2,655.92 |
2,655.92 |
2,698.30 |
|
| S3 |
2,617.27 |
2,642.00 |
2,694.76 |
|
| S4 |
2,578.62 |
2,603.35 |
2,684.13 |
|
|
| 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 |
2,708.48 |
2,620.08 |
88.40 |
3.3% |
34.22 |
1.3% |
97% |
True |
False |
|
| 10 |
2,708.48 |
2,620.08 |
88.40 |
3.3% |
35.12 |
1.3% |
97% |
True |
False |
|
| 20 |
2,708.48 |
2,570.66 |
137.82 |
5.1% |
30.50 |
1.1% |
98% |
True |
False |
|
| 40 |
2,741.58 |
2,494.38 |
247.20 |
9.1% |
33.59 |
1.2% |
85% |
False |
False |
|
| 60 |
2,878.38 |
2,494.38 |
384.00 |
14.2% |
32.88 |
1.2% |
55% |
False |
False |
|
| 80 |
2,878.38 |
2,494.38 |
384.00 |
14.2% |
30.98 |
1.1% |
55% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
14.2% |
30.05 |
1.1% |
55% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
14.2% |
31.17 |
1.2% |
55% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,872.74 |
|
2.618 |
2,809.67 |
|
1.618 |
2,771.02 |
|
1.000 |
2,747.13 |
|
0.618 |
2,732.37 |
|
HIGH |
2,708.48 |
|
0.618 |
2,693.72 |
|
0.500 |
2,689.16 |
|
0.382 |
2,684.59 |
|
LOW |
2,669.83 |
|
0.618 |
2,645.94 |
|
1.000 |
2,631.18 |
|
1.618 |
2,607.29 |
|
2.618 |
2,568.64 |
|
4.250 |
2,505.57 |
|
|