| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,657.41 |
2,636.35 |
-21.06 |
-0.8% |
2,629.76 |
| High |
2,663.56 |
2,641.11 |
-22.45 |
-0.8% |
2,713.39 |
| Low |
2,627.52 |
2,599.63 |
-27.89 |
-1.1% |
2,627.37 |
| Close |
2,637.18 |
2,632.94 |
-4.24 |
-0.2% |
2,664.67 |
| Range |
36.04 |
41.48 |
5.44 |
15.1% |
86.02 |
| ATR |
33.84 |
34.38 |
0.55 |
1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,749.00 |
2,732.45 |
2,655.75 |
|
| R3 |
2,707.52 |
2,690.97 |
2,644.35 |
|
| R2 |
2,666.04 |
2,666.04 |
2,640.54 |
|
| R1 |
2,649.49 |
2,649.49 |
2,636.74 |
2,637.03 |
| PP |
2,624.56 |
2,624.56 |
2,624.56 |
2,618.33 |
| S1 |
2,608.01 |
2,608.01 |
2,629.14 |
2,595.55 |
| S2 |
2,583.08 |
2,583.08 |
2,625.34 |
|
| S3 |
2,541.60 |
2,566.53 |
2,621.53 |
|
| S4 |
2,500.12 |
2,525.05 |
2,610.13 |
|
|
| 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 |
2,698.71 |
2,599.63 |
99.08 |
3.8% |
26.64 |
1.0% |
34% |
False |
True |
|
| 10 |
2,713.39 |
2,599.63 |
113.76 |
4.3% |
30.08 |
1.1% |
29% |
False |
True |
|
| 20 |
2,713.39 |
2,599.63 |
113.76 |
4.3% |
29.71 |
1.1% |
29% |
False |
True |
|
| 40 |
2,713.39 |
2,494.38 |
219.01 |
8.3% |
31.81 |
1.2% |
63% |
False |
False |
|
| 60 |
2,845.97 |
2,494.38 |
351.59 |
13.4% |
32.28 |
1.2% |
39% |
False |
False |
|
| 80 |
2,878.38 |
2,494.38 |
384.00 |
14.6% |
31.24 |
1.2% |
36% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
14.6% |
29.50 |
1.1% |
36% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
14.6% |
30.82 |
1.2% |
36% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,817.40 |
|
2.618 |
2,749.70 |
|
1.618 |
2,708.22 |
|
1.000 |
2,682.59 |
|
0.618 |
2,666.74 |
|
HIGH |
2,641.11 |
|
0.618 |
2,625.26 |
|
0.500 |
2,620.37 |
|
0.382 |
2,615.48 |
|
LOW |
2,599.63 |
|
0.618 |
2,574.00 |
|
1.000 |
2,558.15 |
|
1.618 |
2,532.52 |
|
2.618 |
2,491.04 |
|
4.250 |
2,423.34 |
|
|