| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
31-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,612.19 |
2,600.92 |
-11.27 |
-0.4% |
2,658.65 |
| High |
2,631.71 |
2,665.73 |
34.02 |
1.3% |
2,663.56 |
| Low |
2,604.96 |
2,598.57 |
-6.39 |
-0.2% |
2,599.63 |
| Close |
2,606.36 |
2,660.93 |
54.57 |
2.1% |
2,606.36 |
| Range |
26.75 |
67.16 |
40.41 |
151.1% |
63.93 |
| ATR |
33.92 |
36.30 |
2.37 |
7.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,843.22 |
2,819.24 |
2,697.87 |
|
| R3 |
2,776.06 |
2,752.08 |
2,679.40 |
|
| R2 |
2,708.90 |
2,708.90 |
2,673.24 |
|
| R1 |
2,684.92 |
2,684.92 |
2,667.09 |
2,696.91 |
| PP |
2,641.74 |
2,641.74 |
2,641.74 |
2,647.74 |
| S1 |
2,617.76 |
2,617.76 |
2,654.77 |
2,629.75 |
| S2 |
2,574.58 |
2,574.58 |
2,648.62 |
|
| S3 |
2,507.42 |
2,550.60 |
2,642.46 |
|
| S4 |
2,440.26 |
2,483.44 |
2,623.99 |
|
|
| 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 |
2,665.73 |
2,598.57 |
67.16 |
2.5% |
35.98 |
1.4% |
93% |
True |
True |
|
| 10 |
2,713.39 |
2,598.57 |
114.82 |
4.3% |
32.55 |
1.2% |
54% |
False |
True |
|
| 20 |
2,713.39 |
2,598.57 |
114.82 |
4.3% |
32.63 |
1.2% |
54% |
False |
True |
|
| 40 |
2,713.39 |
2,494.38 |
219.01 |
8.2% |
32.95 |
1.2% |
76% |
False |
False |
|
| 60 |
2,845.97 |
2,494.38 |
351.59 |
13.2% |
32.58 |
1.2% |
47% |
False |
False |
|
| 80 |
2,878.38 |
2,494.38 |
384.00 |
14.4% |
31.47 |
1.2% |
43% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
14.4% |
29.93 |
1.1% |
43% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
14.4% |
31.07 |
1.2% |
43% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,951.16 |
|
2.618 |
2,841.55 |
|
1.618 |
2,774.39 |
|
1.000 |
2,732.89 |
|
0.618 |
2,707.23 |
|
HIGH |
2,665.73 |
|
0.618 |
2,640.07 |
|
0.500 |
2,632.15 |
|
0.382 |
2,624.23 |
|
LOW |
2,598.57 |
|
0.618 |
2,557.07 |
|
1.000 |
2,531.41 |
|
1.618 |
2,489.91 |
|
2.618 |
2,422.75 |
|
4.250 |
2,313.14 |
|
|