Day Change Summary |
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Previous |
Current |
|
|
|
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19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
4,603.0 |
4,606.0 |
3.0 |
0.1% |
4,537.0 |
High |
4,606.0 |
4,619.0 |
13.0 |
0.3% |
4,582.0 |
Low |
4,580.0 |
4,583.0 |
3.0 |
0.1% |
4,535.0 |
Close |
4,603.0 |
4,609.0 |
6.0 |
0.1% |
4,555.0 |
Range |
26.0 |
36.0 |
10.0 |
38.5% |
47.0 |
ATR |
26.2 |
26.9 |
0.7 |
2.7% |
0.0 |
Volume |
73,732 |
26,607 |
-47,125 |
-63.9% |
18,223 |
|
Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,711.7 |
4,696.3 |
4,628.8 |
|
R3 |
4,675.7 |
4,660.3 |
4,618.9 |
|
R2 |
4,639.7 |
4,639.7 |
4,615.6 |
|
R1 |
4,624.3 |
4,624.3 |
4,612.3 |
4,632.0 |
PP |
4,603.7 |
4,603.7 |
4,603.7 |
4,607.5 |
S1 |
4,588.3 |
4,588.3 |
4,605.7 |
4,596.0 |
S2 |
4,567.7 |
4,567.7 |
4,602.4 |
|
S3 |
4,531.7 |
4,552.3 |
4,599.1 |
|
S4 |
4,495.7 |
4,516.3 |
4,589.2 |
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|
Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,698.3 |
4,673.7 |
4,580.9 |
|
R3 |
4,651.3 |
4,626.7 |
4,567.9 |
|
R2 |
4,604.3 |
4,604.3 |
4,563.6 |
|
R1 |
4,579.7 |
4,579.7 |
4,559.3 |
4,592.0 |
PP |
4,557.3 |
4,557.3 |
4,557.3 |
4,563.5 |
S1 |
4,532.7 |
4,532.7 |
4,550.7 |
4,545.0 |
S2 |
4,510.3 |
4,510.3 |
4,546.4 |
|
S3 |
4,463.3 |
4,485.7 |
4,542.1 |
|
S4 |
4,416.3 |
4,438.7 |
4,529.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,619.0 |
4,547.0 |
72.0 |
1.6% |
24.8 |
0.5% |
86% |
True |
False |
60,697 |
10 |
4,619.0 |
4,504.0 |
115.0 |
2.5% |
20.6 |
0.4% |
91% |
True |
False |
31,729 |
20 |
4,619.0 |
4,390.0 |
229.0 |
5.0% |
15.7 |
0.3% |
96% |
True |
False |
15,926 |
40 |
4,619.0 |
4,315.0 |
304.0 |
6.6% |
13.7 |
0.3% |
97% |
True |
False |
7,986 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,772.0 |
2.618 |
4,713.2 |
1.618 |
4,677.2 |
1.000 |
4,655.0 |
0.618 |
4,641.2 |
HIGH |
4,619.0 |
0.618 |
4,605.2 |
0.500 |
4,601.0 |
0.382 |
4,596.8 |
LOW |
4,583.0 |
0.618 |
4,560.8 |
1.000 |
4,547.0 |
1.618 |
4,524.8 |
2.618 |
4,488.8 |
4.250 |
4,430.0 |
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