| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2012 |
24-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,641.96 |
2,658.65 |
16.69 |
0.6% |
2,629.76 |
| High |
2,667.70 |
2,662.03 |
-5.67 |
-0.2% |
2,713.39 |
| Low |
2,639.65 |
2,653.58 |
13.93 |
0.5% |
2,627.37 |
| Close |
2,664.67 |
2,658.05 |
-6.62 |
-0.2% |
2,664.67 |
| Range |
28.05 |
8.45 |
-19.60 |
-69.9% |
86.02 |
| ATR |
35.40 |
33.67 |
-1.74 |
-4.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,683.24 |
2,679.09 |
2,662.70 |
|
| R3 |
2,674.79 |
2,670.64 |
2,660.37 |
|
| R2 |
2,666.34 |
2,666.34 |
2,659.60 |
|
| R1 |
2,662.19 |
2,662.19 |
2,658.82 |
2,660.04 |
| PP |
2,657.89 |
2,657.89 |
2,657.89 |
2,656.81 |
| S1 |
2,653.74 |
2,653.74 |
2,657.28 |
2,651.59 |
| S2 |
2,649.44 |
2,649.44 |
2,656.50 |
|
| S3 |
2,640.99 |
2,645.29 |
2,655.73 |
|
| S4 |
2,632.54 |
2,636.84 |
2,653.40 |
|
|
| 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 |
2,639.65 |
73.74 |
2.8% |
23.34 |
0.9% |
25% |
False |
False |
|
| 10 |
2,713.39 |
2,620.08 |
93.31 |
3.5% |
28.18 |
1.1% |
41% |
False |
False |
|
| 20 |
2,713.39 |
2,613.22 |
100.17 |
3.8% |
29.57 |
1.1% |
45% |
False |
False |
|
| 40 |
2,713.39 |
2,494.38 |
219.01 |
8.2% |
31.61 |
1.2% |
75% |
False |
False |
|
| 60 |
2,845.97 |
2,494.38 |
351.59 |
13.2% |
32.11 |
1.2% |
47% |
False |
False |
|
| 80 |
2,878.38 |
2,494.38 |
384.00 |
14.4% |
30.76 |
1.2% |
43% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
14.4% |
29.53 |
1.1% |
43% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
14.4% |
30.62 |
1.2% |
43% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,697.94 |
|
2.618 |
2,684.15 |
|
1.618 |
2,675.70 |
|
1.000 |
2,670.48 |
|
0.618 |
2,667.25 |
|
HIGH |
2,662.03 |
|
0.618 |
2,658.80 |
|
0.500 |
2,657.81 |
|
0.382 |
2,656.81 |
|
LOW |
2,653.58 |
|
0.618 |
2,648.36 |
|
1.000 |
2,645.13 |
|
1.618 |
2,639.91 |
|
2.618 |
2,631.46 |
|
4.250 |
2,617.67 |
|
|