| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,555.0 |
2,555.0 |
0.0 |
0.0% |
2,510.0 |
| High |
2,570.0 |
2,564.0 |
-6.0 |
-0.2% |
2,542.0 |
| Low |
2,546.0 |
2,541.0 |
-5.0 |
-0.2% |
2,502.0 |
| Close |
2,556.0 |
2,548.0 |
-8.0 |
-0.3% |
2,525.0 |
| Range |
24.0 |
23.0 |
-1.0 |
-4.2% |
40.0 |
| ATR |
27.8 |
27.4 |
-0.3 |
-1.2% |
0.0 |
| Volume |
5,169 |
1,589 |
-3,580 |
-69.3% |
6,153 |
|
| Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,620.0 |
2,607.0 |
2,560.7 |
|
| R3 |
2,597.0 |
2,584.0 |
2,554.3 |
|
| R2 |
2,574.0 |
2,574.0 |
2,552.2 |
|
| R1 |
2,561.0 |
2,561.0 |
2,550.1 |
2,556.0 |
| PP |
2,551.0 |
2,551.0 |
2,551.0 |
2,548.5 |
| S1 |
2,538.0 |
2,538.0 |
2,545.9 |
2,533.0 |
| S2 |
2,528.0 |
2,528.0 |
2,543.8 |
|
| S3 |
2,505.0 |
2,515.0 |
2,541.7 |
|
| S4 |
2,482.0 |
2,492.0 |
2,535.4 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,643.0 |
2,624.0 |
2,547.0 |
|
| R3 |
2,603.0 |
2,584.0 |
2,536.0 |
|
| R2 |
2,563.0 |
2,563.0 |
2,532.3 |
|
| R1 |
2,544.0 |
2,544.0 |
2,528.7 |
2,553.5 |
| PP |
2,523.0 |
2,523.0 |
2,523.0 |
2,527.8 |
| S1 |
2,504.0 |
2,504.0 |
2,521.3 |
2,513.5 |
| S2 |
2,483.0 |
2,483.0 |
2,517.7 |
|
| S3 |
2,443.0 |
2,464.0 |
2,514.0 |
|
| S4 |
2,403.0 |
2,424.0 |
2,503.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,570.0 |
2,494.0 |
76.0 |
3.0% |
28.4 |
1.1% |
71% |
False |
False |
3,219 |
| 10 |
2,570.0 |
2,494.0 |
76.0 |
3.0% |
26.2 |
1.0% |
71% |
False |
False |
2,079 |
| 20 |
2,570.0 |
2,355.0 |
215.0 |
8.4% |
22.1 |
0.9% |
90% |
False |
False |
1,055 |
| 40 |
2,570.0 |
2,355.0 |
215.0 |
8.4% |
25.5 |
1.0% |
90% |
False |
False |
657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,661.8 |
|
2.618 |
2,624.2 |
|
1.618 |
2,601.2 |
|
1.000 |
2,587.0 |
|
0.618 |
2,578.2 |
|
HIGH |
2,564.0 |
|
0.618 |
2,555.2 |
|
0.500 |
2,552.5 |
|
0.382 |
2,549.8 |
|
LOW |
2,541.0 |
|
0.618 |
2,526.8 |
|
1.000 |
2,518.0 |
|
1.618 |
2,503.8 |
|
2.618 |
2,480.8 |
|
4.250 |
2,443.3 |
|
|