| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,709.61 |
2,697.60 |
-12.01 |
-0.4% |
2,634.54 |
| High |
2,713.39 |
2,698.71 |
-14.68 |
-0.5% |
2,696.71 |
| Low |
2,690.99 |
2,679.55 |
-11.44 |
-0.4% |
2,620.08 |
| Close |
2,690.99 |
2,693.55 |
2.56 |
0.1% |
2,628.09 |
| Range |
22.40 |
19.16 |
-3.24 |
-14.5% |
76.63 |
| ATR |
35.12 |
33.98 |
-1.14 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,748.08 |
2,739.98 |
2,704.09 |
|
| R3 |
2,728.92 |
2,720.82 |
2,698.82 |
|
| R2 |
2,709.76 |
2,709.76 |
2,697.06 |
|
| R1 |
2,701.66 |
2,701.66 |
2,695.31 |
2,696.13 |
| PP |
2,690.60 |
2,690.60 |
2,690.60 |
2,687.84 |
| S1 |
2,682.50 |
2,682.50 |
2,691.79 |
2,676.97 |
| S2 |
2,671.44 |
2,671.44 |
2,690.04 |
|
| S3 |
2,652.28 |
2,663.34 |
2,688.28 |
|
| S4 |
2,633.12 |
2,644.18 |
2,683.01 |
|
|
| 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% |
28.29 |
1.1% |
79% |
False |
False |
|
| 10 |
2,713.39 |
2,620.08 |
93.31 |
3.5% |
31.45 |
1.2% |
79% |
False |
False |
|
| 20 |
2,713.39 |
2,613.22 |
100.17 |
3.7% |
30.36 |
1.1% |
80% |
False |
False |
|
| 40 |
2,713.39 |
2,494.38 |
219.01 |
8.1% |
32.29 |
1.2% |
91% |
False |
False |
|
| 60 |
2,858.68 |
2,494.38 |
364.30 |
13.5% |
32.97 |
1.2% |
55% |
False |
False |
|
| 80 |
2,878.38 |
2,494.38 |
384.00 |
14.3% |
30.74 |
1.1% |
52% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
14.3% |
29.62 |
1.1% |
52% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
14.3% |
30.90 |
1.1% |
52% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,780.14 |
|
2.618 |
2,748.87 |
|
1.618 |
2,729.71 |
|
1.000 |
2,717.87 |
|
0.618 |
2,710.55 |
|
HIGH |
2,698.71 |
|
0.618 |
2,691.39 |
|
0.500 |
2,689.13 |
|
0.382 |
2,686.87 |
|
LOW |
2,679.55 |
|
0.618 |
2,667.71 |
|
1.000 |
2,660.39 |
|
1.618 |
2,648.55 |
|
2.618 |
2,629.39 |
|
4.250 |
2,598.12 |
|
|