| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2012 |
26-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,658.65 |
2,657.41 |
-1.24 |
0.0% |
2,629.76 |
| High |
2,662.03 |
2,663.56 |
1.53 |
0.1% |
2,713.39 |
| Low |
2,653.58 |
2,627.52 |
-26.06 |
-1.0% |
2,627.37 |
| Close |
2,658.05 |
2,637.18 |
-20.87 |
-0.8% |
2,664.67 |
| Range |
8.45 |
36.04 |
27.59 |
326.5% |
86.02 |
| ATR |
33.67 |
33.84 |
0.17 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,750.87 |
2,730.07 |
2,657.00 |
|
| R3 |
2,714.83 |
2,694.03 |
2,647.09 |
|
| R2 |
2,678.79 |
2,678.79 |
2,643.79 |
|
| R1 |
2,657.99 |
2,657.99 |
2,640.48 |
2,650.37 |
| PP |
2,642.75 |
2,642.75 |
2,642.75 |
2,638.95 |
| S1 |
2,621.95 |
2,621.95 |
2,633.88 |
2,614.33 |
| S2 |
2,606.71 |
2,606.71 |
2,630.57 |
|
| S3 |
2,570.67 |
2,585.91 |
2,627.27 |
|
| S4 |
2,534.63 |
2,549.87 |
2,617.36 |
|
|
| 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 |
2,627.52 |
85.87 |
3.3% |
22.82 |
0.9% |
11% |
False |
True |
|
| 10 |
2,713.39 |
2,620.08 |
93.31 |
3.5% |
28.52 |
1.1% |
18% |
False |
False |
|
| 20 |
2,713.39 |
2,613.22 |
100.17 |
3.8% |
30.29 |
1.1% |
24% |
False |
False |
|
| 40 |
2,713.39 |
2,494.38 |
219.01 |
8.3% |
31.75 |
1.2% |
65% |
False |
False |
|
| 60 |
2,845.97 |
2,494.38 |
351.59 |
13.3% |
32.01 |
1.2% |
41% |
False |
False |
|
| 80 |
2,878.38 |
2,494.38 |
384.00 |
14.6% |
30.98 |
1.2% |
37% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
14.6% |
29.52 |
1.1% |
37% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
14.6% |
30.72 |
1.2% |
37% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,816.73 |
|
2.618 |
2,757.91 |
|
1.618 |
2,721.87 |
|
1.000 |
2,699.60 |
|
0.618 |
2,685.83 |
|
HIGH |
2,663.56 |
|
0.618 |
2,649.79 |
|
0.500 |
2,645.54 |
|
0.382 |
2,641.29 |
|
LOW |
2,627.52 |
|
0.618 |
2,605.25 |
|
1.000 |
2,591.48 |
|
1.618 |
2,569.21 |
|
2.618 |
2,533.17 |
|
4.250 |
2,474.35 |
|
|