| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,555.0 |
2,551.0 |
-4.0 |
-0.2% |
2,524.0 |
| High |
2,564.0 |
2,560.0 |
-4.0 |
-0.2% |
2,570.0 |
| Low |
2,541.0 |
2,548.0 |
7.0 |
0.3% |
2,494.0 |
| Close |
2,548.0 |
2,555.0 |
7.0 |
0.3% |
2,555.0 |
| Range |
23.0 |
12.0 |
-11.0 |
-47.8% |
76.0 |
| ATR |
27.4 |
26.3 |
-1.1 |
-4.0% |
0.0 |
| Volume |
1,589 |
6,278 |
4,689 |
295.1% |
20,908 |
|
| Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,590.3 |
2,584.7 |
2,561.6 |
|
| R3 |
2,578.3 |
2,572.7 |
2,558.3 |
|
| R2 |
2,566.3 |
2,566.3 |
2,557.2 |
|
| R1 |
2,560.7 |
2,560.7 |
2,556.1 |
2,563.5 |
| PP |
2,554.3 |
2,554.3 |
2,554.3 |
2,555.8 |
| S1 |
2,548.7 |
2,548.7 |
2,553.9 |
2,551.5 |
| S2 |
2,542.3 |
2,542.3 |
2,552.8 |
|
| S3 |
2,530.3 |
2,536.7 |
2,551.7 |
|
| S4 |
2,518.3 |
2,524.7 |
2,548.4 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,767.7 |
2,737.3 |
2,596.8 |
|
| R3 |
2,691.7 |
2,661.3 |
2,575.9 |
|
| R2 |
2,615.7 |
2,615.7 |
2,568.9 |
|
| R1 |
2,585.3 |
2,585.3 |
2,562.0 |
2,600.5 |
| PP |
2,539.7 |
2,539.7 |
2,539.7 |
2,547.3 |
| S1 |
2,509.3 |
2,509.3 |
2,548.0 |
2,524.5 |
| S2 |
2,463.7 |
2,463.7 |
2,541.1 |
|
| S3 |
2,387.7 |
2,433.3 |
2,534.1 |
|
| S4 |
2,311.7 |
2,357.3 |
2,513.2 |
|
|
| 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% |
25.6 |
1.0% |
80% |
False |
False |
4,181 |
| 10 |
2,570.0 |
2,494.0 |
76.0 |
3.0% |
26.0 |
1.0% |
80% |
False |
False |
2,706 |
| 20 |
2,570.0 |
2,377.0 |
193.0 |
7.6% |
22.1 |
0.9% |
92% |
False |
False |
1,368 |
| 40 |
2,570.0 |
2,355.0 |
215.0 |
8.4% |
24.7 |
1.0% |
93% |
False |
False |
813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,611.0 |
|
2.618 |
2,591.4 |
|
1.618 |
2,579.4 |
|
1.000 |
2,572.0 |
|
0.618 |
2,567.4 |
|
HIGH |
2,560.0 |
|
0.618 |
2,555.4 |
|
0.500 |
2,554.0 |
|
0.382 |
2,552.6 |
|
LOW |
2,548.0 |
|
0.618 |
2,540.6 |
|
1.000 |
2,536.0 |
|
1.618 |
2,528.6 |
|
2.618 |
2,516.6 |
|
4.250 |
2,497.0 |
|
|