| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,675.44 |
2,709.61 |
34.17 |
1.3% |
2,634.54 |
| High |
2,708.48 |
2,713.39 |
4.91 |
0.2% |
2,696.71 |
| Low |
2,669.83 |
2,690.99 |
21.16 |
0.8% |
2,620.08 |
| Close |
2,705.39 |
2,690.99 |
-14.40 |
-0.5% |
2,628.09 |
| Range |
38.65 |
22.40 |
-16.25 |
-42.0% |
76.63 |
| ATR |
36.10 |
35.12 |
-0.98 |
-2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,765.66 |
2,750.72 |
2,703.31 |
|
| R3 |
2,743.26 |
2,728.32 |
2,697.15 |
|
| R2 |
2,720.86 |
2,720.86 |
2,695.10 |
|
| R1 |
2,705.92 |
2,705.92 |
2,693.04 |
2,702.19 |
| PP |
2,698.46 |
2,698.46 |
2,698.46 |
2,696.59 |
| S1 |
2,683.52 |
2,683.52 |
2,688.94 |
2,679.79 |
| S2 |
2,676.06 |
2,676.06 |
2,686.88 |
|
| S3 |
2,653.66 |
2,661.12 |
2,684.83 |
|
| S4 |
2,631.26 |
2,638.72 |
2,678.67 |
|
|
| 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 |
2,713.39 |
2,620.08 |
93.31 |
3.5% |
33.52 |
1.2% |
76% |
True |
False |
|
| 10 |
2,713.39 |
2,620.08 |
93.31 |
3.5% |
33.47 |
1.2% |
76% |
True |
False |
|
| 20 |
2,713.39 |
2,587.86 |
125.53 |
4.7% |
30.23 |
1.1% |
82% |
True |
False |
|
| 40 |
2,713.39 |
2,494.38 |
219.01 |
8.1% |
32.50 |
1.2% |
90% |
True |
False |
|
| 60 |
2,858.68 |
2,494.38 |
364.30 |
13.5% |
32.94 |
1.2% |
54% |
False |
False |
|
| 80 |
2,878.38 |
2,494.38 |
384.00 |
14.3% |
30.94 |
1.1% |
51% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
14.3% |
29.98 |
1.1% |
51% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
14.3% |
31.20 |
1.2% |
51% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,808.59 |
|
2.618 |
2,772.03 |
|
1.618 |
2,749.63 |
|
1.000 |
2,735.79 |
|
0.618 |
2,727.23 |
|
HIGH |
2,713.39 |
|
0.618 |
2,704.83 |
|
0.500 |
2,702.19 |
|
0.382 |
2,699.55 |
|
LOW |
2,690.99 |
|
0.618 |
2,677.15 |
|
1.000 |
2,668.59 |
|
1.618 |
2,654.75 |
|
2.618 |
2,632.35 |
|
4.250 |
2,595.79 |
|
|