| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,697.60 |
2,641.96 |
-55.64 |
-2.1% |
2,629.76 |
| High |
2,698.71 |
2,667.70 |
-31.01 |
-1.1% |
2,713.39 |
| Low |
2,679.55 |
2,639.65 |
-39.90 |
-1.5% |
2,627.37 |
| Close |
2,693.55 |
2,664.67 |
-28.88 |
-1.1% |
2,664.67 |
| Range |
19.16 |
28.05 |
8.89 |
46.4% |
86.02 |
| ATR |
33.98 |
35.40 |
1.42 |
4.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,741.49 |
2,731.13 |
2,680.10 |
|
| R3 |
2,713.44 |
2,703.08 |
2,672.38 |
|
| R2 |
2,685.39 |
2,685.39 |
2,669.81 |
|
| R1 |
2,675.03 |
2,675.03 |
2,667.24 |
2,680.21 |
| PP |
2,657.34 |
2,657.34 |
2,657.34 |
2,659.93 |
| S1 |
2,646.98 |
2,646.98 |
2,662.10 |
2,652.16 |
| S2 |
2,629.29 |
2,629.29 |
2,659.53 |
|
| S3 |
2,601.24 |
2,618.93 |
2,656.96 |
|
| S4 |
2,573.19 |
2,590.88 |
2,649.24 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,926.54 |
2,881.62 |
2,711.98 |
|
| R3 |
2,840.52 |
2,795.60 |
2,688.33 |
|
| R2 |
2,754.50 |
2,754.50 |
2,680.44 |
|
| R1 |
2,709.58 |
2,709.58 |
2,672.56 |
2,732.04 |
| PP |
2,668.48 |
2,668.48 |
2,668.48 |
2,679.71 |
| S1 |
2,623.56 |
2,623.56 |
2,656.78 |
2,646.02 |
| S2 |
2,582.46 |
2,582.46 |
2,648.90 |
|
| S3 |
2,496.44 |
2,537.54 |
2,641.01 |
|
| S4 |
2,410.42 |
2,451.52 |
2,617.36 |
|
|
| 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 |
2,627.37 |
86.02 |
3.2% |
29.12 |
1.1% |
43% |
False |
False |
|
| 10 |
2,713.39 |
2,620.08 |
93.31 |
3.5% |
30.24 |
1.1% |
48% |
False |
False |
|
| 20 |
2,713.39 |
2,613.22 |
100.17 |
3.8% |
30.45 |
1.1% |
51% |
False |
False |
|
| 40 |
2,713.39 |
2,494.38 |
219.01 |
8.2% |
32.23 |
1.2% |
78% |
False |
False |
|
| 60 |
2,845.97 |
2,494.38 |
351.59 |
13.2% |
32.53 |
1.2% |
48% |
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% |
29.62 |
1.1% |
44% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
14.4% |
30.72 |
1.2% |
44% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,786.91 |
|
2.618 |
2,741.13 |
|
1.618 |
2,713.08 |
|
1.000 |
2,695.75 |
|
0.618 |
2,685.03 |
|
HIGH |
2,667.70 |
|
0.618 |
2,656.98 |
|
0.500 |
2,653.68 |
|
0.382 |
2,650.37 |
|
LOW |
2,639.65 |
|
0.618 |
2,622.32 |
|
1.000 |
2,611.60 |
|
1.618 |
2,594.27 |
|
2.618 |
2,566.22 |
|
4.250 |
2,520.44 |
|
|