Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
31-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
4,642.0 |
4,633.0 |
-9.0 |
-0.2% |
4,614.0 |
High |
4,672.0 |
4,643.0 |
-29.0 |
-0.6% |
4,672.0 |
Low |
4,634.0 |
4,608.0 |
-26.0 |
-0.6% |
4,593.0 |
Close |
4,646.0 |
4,616.0 |
-30.0 |
-0.6% |
4,646.0 |
Range |
38.0 |
35.0 |
-3.0 |
-7.9% |
79.0 |
ATR |
30.9 |
31.4 |
0.5 |
1.6% |
0.0 |
Volume |
13,112 |
10,958 |
-2,154 |
-16.4% |
29,803 |
|
Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,727.3 |
4,706.7 |
4,635.3 |
|
R3 |
4,692.3 |
4,671.7 |
4,625.6 |
|
R2 |
4,657.3 |
4,657.3 |
4,622.4 |
|
R1 |
4,636.7 |
4,636.7 |
4,619.2 |
4,629.5 |
PP |
4,622.3 |
4,622.3 |
4,622.3 |
4,618.8 |
S1 |
4,601.7 |
4,601.7 |
4,612.8 |
4,594.5 |
S2 |
4,587.3 |
4,587.3 |
4,609.6 |
|
S3 |
4,552.3 |
4,566.7 |
4,606.4 |
|
S4 |
4,517.3 |
4,531.7 |
4,596.8 |
|
|
Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,874.0 |
4,839.0 |
4,689.5 |
|
R3 |
4,795.0 |
4,760.0 |
4,667.7 |
|
R2 |
4,716.0 |
4,716.0 |
4,660.5 |
|
R1 |
4,681.0 |
4,681.0 |
4,653.2 |
4,698.5 |
PP |
4,637.0 |
4,637.0 |
4,637.0 |
4,645.8 |
S1 |
4,602.0 |
4,602.0 |
4,638.8 |
4,619.5 |
S2 |
4,558.0 |
4,558.0 |
4,631.5 |
|
S3 |
4,479.0 |
4,523.0 |
4,624.3 |
|
S4 |
4,400.0 |
4,444.0 |
4,602.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,672.0 |
4,589.0 |
83.0 |
1.8% |
36.4 |
0.8% |
33% |
False |
False |
13,290 |
10 |
4,672.0 |
4,547.0 |
125.0 |
2.7% |
30.6 |
0.7% |
55% |
False |
False |
36,993 |
20 |
4,672.0 |
4,480.0 |
192.0 |
4.2% |
22.9 |
0.5% |
71% |
False |
False |
19,232 |
40 |
4,672.0 |
4,315.0 |
357.0 |
7.7% |
17.3 |
0.4% |
84% |
False |
False |
9,643 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,791.8 |
2.618 |
4,734.6 |
1.618 |
4,699.6 |
1.000 |
4,678.0 |
0.618 |
4,664.6 |
HIGH |
4,643.0 |
0.618 |
4,629.6 |
0.500 |
4,625.5 |
0.382 |
4,621.4 |
LOW |
4,608.0 |
0.618 |
4,586.4 |
1.000 |
4,573.0 |
1.618 |
4,551.4 |
2.618 |
4,516.4 |
4.250 |
4,459.3 |
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