| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,551.0 |
2,560.0 |
9.0 |
0.4% |
2,524.0 |
| High |
2,560.0 |
2,562.0 |
2.0 |
0.1% |
2,570.0 |
| Low |
2,548.0 |
2,544.0 |
-4.0 |
-0.2% |
2,494.0 |
| Close |
2,555.0 |
2,553.0 |
-2.0 |
-0.1% |
2,555.0 |
| Range |
12.0 |
18.0 |
6.0 |
50.0% |
76.0 |
| ATR |
26.3 |
25.7 |
-0.6 |
-2.3% |
0.0 |
| Volume |
6,278 |
8,970 |
2,692 |
42.9% |
20,908 |
|
| Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,607.0 |
2,598.0 |
2,562.9 |
|
| R3 |
2,589.0 |
2,580.0 |
2,558.0 |
|
| R2 |
2,571.0 |
2,571.0 |
2,556.3 |
|
| R1 |
2,562.0 |
2,562.0 |
2,554.7 |
2,557.5 |
| PP |
2,553.0 |
2,553.0 |
2,553.0 |
2,550.8 |
| S1 |
2,544.0 |
2,544.0 |
2,551.4 |
2,539.5 |
| S2 |
2,535.0 |
2,535.0 |
2,549.7 |
|
| S3 |
2,517.0 |
2,526.0 |
2,548.1 |
|
| S4 |
2,499.0 |
2,508.0 |
2,543.1 |
|
|
| 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 |
2,520.0 |
50.0 |
2.0% |
22.0 |
0.9% |
66% |
False |
False |
5,617 |
| 10 |
2,570.0 |
2,494.0 |
76.0 |
3.0% |
24.8 |
1.0% |
78% |
False |
False |
3,582 |
| 20 |
2,570.0 |
2,412.0 |
158.0 |
6.2% |
20.7 |
0.8% |
89% |
False |
False |
1,816 |
| 40 |
2,570.0 |
2,355.0 |
215.0 |
8.4% |
25.0 |
1.0% |
92% |
False |
False |
1,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,638.5 |
|
2.618 |
2,609.1 |
|
1.618 |
2,591.1 |
|
1.000 |
2,580.0 |
|
0.618 |
2,573.1 |
|
HIGH |
2,562.0 |
|
0.618 |
2,555.1 |
|
0.500 |
2,553.0 |
|
0.382 |
2,550.9 |
|
LOW |
2,544.0 |
|
0.618 |
2,532.9 |
|
1.000 |
2,526.0 |
|
1.618 |
2,514.9 |
|
2.618 |
2,496.9 |
|
4.250 |
2,467.5 |
|
|