| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,636.35 |
2,612.19 |
-24.16 |
-0.9% |
2,658.65 |
| High |
2,641.11 |
2,631.71 |
-9.40 |
-0.4% |
2,663.56 |
| Low |
2,599.63 |
2,604.96 |
5.33 |
0.2% |
2,599.63 |
| Close |
2,632.94 |
2,606.36 |
-26.58 |
-1.0% |
2,606.36 |
| Range |
41.48 |
26.75 |
-14.73 |
-35.5% |
63.93 |
| ATR |
34.38 |
33.92 |
-0.46 |
-1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,694.59 |
2,677.23 |
2,621.07 |
|
| R3 |
2,667.84 |
2,650.48 |
2,613.72 |
|
| R2 |
2,641.09 |
2,641.09 |
2,611.26 |
|
| R1 |
2,623.73 |
2,623.73 |
2,608.81 |
2,619.04 |
| PP |
2,614.34 |
2,614.34 |
2,614.34 |
2,612.00 |
| S1 |
2,596.98 |
2,596.98 |
2,603.91 |
2,592.29 |
| S2 |
2,587.59 |
2,587.59 |
2,601.46 |
|
| S3 |
2,560.84 |
2,570.23 |
2,599.00 |
|
| S4 |
2,534.09 |
2,543.48 |
2,591.65 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,814.97 |
2,774.60 |
2,641.52 |
|
| R3 |
2,751.04 |
2,710.67 |
2,623.94 |
|
| R2 |
2,687.11 |
2,687.11 |
2,618.08 |
|
| R1 |
2,646.74 |
2,646.74 |
2,612.22 |
2,634.96 |
| PP |
2,623.18 |
2,623.18 |
2,623.18 |
2,617.30 |
| S1 |
2,582.81 |
2,582.81 |
2,600.50 |
2,571.03 |
| S2 |
2,559.25 |
2,559.25 |
2,594.64 |
|
| S3 |
2,495.32 |
2,518.88 |
2,588.78 |
|
| S4 |
2,431.39 |
2,454.95 |
2,571.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,667.70 |
2,599.63 |
68.07 |
2.6% |
28.15 |
1.1% |
10% |
False |
False |
|
| 10 |
2,713.39 |
2,599.63 |
113.76 |
4.4% |
28.22 |
1.1% |
6% |
False |
False |
|
| 20 |
2,713.39 |
2,599.63 |
113.76 |
4.4% |
29.98 |
1.2% |
6% |
False |
False |
|
| 40 |
2,713.39 |
2,494.38 |
219.01 |
8.4% |
32.11 |
1.2% |
51% |
False |
False |
|
| 60 |
2,845.97 |
2,494.38 |
351.59 |
13.5% |
32.01 |
1.2% |
32% |
False |
False |
|
| 80 |
2,878.38 |
2,494.38 |
384.00 |
14.7% |
31.09 |
1.2% |
29% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
14.7% |
29.49 |
1.1% |
29% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
14.7% |
30.70 |
1.2% |
29% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,745.40 |
|
2.618 |
2,701.74 |
|
1.618 |
2,674.99 |
|
1.000 |
2,658.46 |
|
0.618 |
2,648.24 |
|
HIGH |
2,631.71 |
|
0.618 |
2,621.49 |
|
0.500 |
2,618.34 |
|
0.382 |
2,615.18 |
|
LOW |
2,604.96 |
|
0.618 |
2,588.43 |
|
1.000 |
2,578.21 |
|
1.618 |
2,561.68 |
|
2.618 |
2,534.93 |
|
4.250 |
2,491.27 |
|
|