| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,560.0 |
2,571.0 |
11.0 |
0.4% |
2,524.0 |
| High |
2,562.0 |
2,582.0 |
20.0 |
0.8% |
2,570.0 |
| Low |
2,544.0 |
2,562.0 |
18.0 |
0.7% |
2,494.0 |
| Close |
2,553.0 |
2,575.0 |
22.0 |
0.9% |
2,555.0 |
| Range |
18.0 |
20.0 |
2.0 |
11.1% |
76.0 |
| ATR |
25.7 |
26.0 |
0.2 |
0.9% |
0.0 |
| Volume |
8,970 |
12,887 |
3,917 |
43.7% |
20,908 |
|
| Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,633.0 |
2,624.0 |
2,586.0 |
|
| R3 |
2,613.0 |
2,604.0 |
2,580.5 |
|
| R2 |
2,593.0 |
2,593.0 |
2,578.7 |
|
| R1 |
2,584.0 |
2,584.0 |
2,576.8 |
2,588.5 |
| PP |
2,573.0 |
2,573.0 |
2,573.0 |
2,575.3 |
| S1 |
2,564.0 |
2,564.0 |
2,573.2 |
2,568.5 |
| S2 |
2,553.0 |
2,553.0 |
2,571.3 |
|
| S3 |
2,533.0 |
2,544.0 |
2,569.5 |
|
| S4 |
2,513.0 |
2,524.0 |
2,564.0 |
|
|
| 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 |
2,582.0 |
2,541.0 |
41.0 |
1.6% |
19.4 |
0.8% |
83% |
True |
False |
6,978 |
| 10 |
2,582.0 |
2,494.0 |
88.0 |
3.4% |
24.4 |
0.9% |
92% |
True |
False |
4,840 |
| 20 |
2,582.0 |
2,439.0 |
143.0 |
5.6% |
20.6 |
0.8% |
95% |
True |
False |
2,459 |
| 40 |
2,582.0 |
2,355.0 |
227.0 |
8.8% |
24.0 |
0.9% |
97% |
True |
False |
1,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,667.0 |
|
2.618 |
2,634.4 |
|
1.618 |
2,614.4 |
|
1.000 |
2,602.0 |
|
0.618 |
2,594.4 |
|
HIGH |
2,582.0 |
|
0.618 |
2,574.4 |
|
0.500 |
2,572.0 |
|
0.382 |
2,569.6 |
|
LOW |
2,562.0 |
|
0.618 |
2,549.6 |
|
1.000 |
2,542.0 |
|
1.618 |
2,529.6 |
|
2.618 |
2,509.6 |
|
4.250 |
2,477.0 |
|
|