Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
4,614.0 |
4,593.0 |
-21.0 |
-0.5% |
4,554.0 |
High |
4,626.0 |
4,634.0 |
8.0 |
0.2% |
4,641.0 |
Low |
4,610.0 |
4,593.0 |
-17.0 |
-0.4% |
4,547.0 |
Close |
4,613.0 |
4,628.0 |
15.0 |
0.3% |
4,592.0 |
Range |
16.0 |
41.0 |
25.0 |
156.3% |
94.0 |
ATR |
29.1 |
29.9 |
0.9 |
2.9% |
0.0 |
Volume |
7,041 |
9,650 |
2,609 |
37.1% |
324,676 |
|
Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,741.3 |
4,725.7 |
4,650.6 |
|
R3 |
4,700.3 |
4,684.7 |
4,639.3 |
|
R2 |
4,659.3 |
4,659.3 |
4,635.5 |
|
R1 |
4,643.7 |
4,643.7 |
4,631.8 |
4,651.5 |
PP |
4,618.3 |
4,618.3 |
4,618.3 |
4,622.3 |
S1 |
4,602.7 |
4,602.7 |
4,624.2 |
4,610.5 |
S2 |
4,577.3 |
4,577.3 |
4,620.5 |
|
S3 |
4,536.3 |
4,561.7 |
4,616.7 |
|
S4 |
4,495.3 |
4,520.7 |
4,605.5 |
|
|
Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,875.3 |
4,827.7 |
4,643.7 |
|
R3 |
4,781.3 |
4,733.7 |
4,617.9 |
|
R2 |
4,687.3 |
4,687.3 |
4,609.2 |
|
R1 |
4,639.7 |
4,639.7 |
4,600.6 |
4,663.5 |
PP |
4,593.3 |
4,593.3 |
4,593.3 |
4,605.3 |
S1 |
4,545.7 |
4,545.7 |
4,583.4 |
4,569.5 |
S2 |
4,499.3 |
4,499.3 |
4,574.8 |
|
S3 |
4,405.3 |
4,451.7 |
4,566.2 |
|
S4 |
4,311.3 |
4,357.7 |
4,540.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,641.0 |
4,580.0 |
61.0 |
1.3% |
34.2 |
0.7% |
79% |
False |
False |
28,544 |
10 |
4,641.0 |
4,547.0 |
94.0 |
2.0% |
25.9 |
0.6% |
86% |
False |
False |
35,619 |
20 |
4,641.0 |
4,418.0 |
223.0 |
4.8% |
20.1 |
0.4% |
94% |
False |
False |
18,042 |
40 |
4,641.0 |
4,315.0 |
326.0 |
7.0% |
16.2 |
0.4% |
96% |
False |
False |
9,045 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,808.3 |
2.618 |
4,741.3 |
1.618 |
4,700.3 |
1.000 |
4,675.0 |
0.618 |
4,659.3 |
HIGH |
4,634.0 |
0.618 |
4,618.3 |
0.500 |
4,613.5 |
0.382 |
4,608.7 |
LOW |
4,593.0 |
0.618 |
4,567.7 |
1.000 |
4,552.0 |
1.618 |
4,526.7 |
2.618 |
4,485.7 |
4.250 |
4,418.8 |
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