| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,571.0 |
2,583.0 |
12.0 |
0.5% |
2,524.0 |
| High |
2,582.0 |
2,591.0 |
9.0 |
0.3% |
2,570.0 |
| Low |
2,562.0 |
2,577.0 |
15.0 |
0.6% |
2,494.0 |
| Close |
2,575.0 |
2,584.0 |
9.0 |
0.3% |
2,555.0 |
| Range |
20.0 |
14.0 |
-6.0 |
-30.0% |
76.0 |
| ATR |
26.0 |
25.2 |
-0.7 |
-2.7% |
0.0 |
| Volume |
12,887 |
6,784 |
-6,103 |
-47.4% |
20,908 |
|
| Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,626.0 |
2,619.0 |
2,591.7 |
|
| R3 |
2,612.0 |
2,605.0 |
2,587.9 |
|
| R2 |
2,598.0 |
2,598.0 |
2,586.6 |
|
| R1 |
2,591.0 |
2,591.0 |
2,585.3 |
2,594.5 |
| PP |
2,584.0 |
2,584.0 |
2,584.0 |
2,585.8 |
| S1 |
2,577.0 |
2,577.0 |
2,582.7 |
2,580.5 |
| S2 |
2,570.0 |
2,570.0 |
2,581.4 |
|
| S3 |
2,556.0 |
2,563.0 |
2,580.2 |
|
| S4 |
2,542.0 |
2,549.0 |
2,576.3 |
|
|
| 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 |
2,591.0 |
2,541.0 |
50.0 |
1.9% |
17.4 |
0.7% |
86% |
True |
False |
7,301 |
| 10 |
2,591.0 |
2,494.0 |
97.0 |
3.8% |
22.8 |
0.9% |
93% |
True |
False |
5,366 |
| 20 |
2,591.0 |
2,451.0 |
140.0 |
5.4% |
21.0 |
0.8% |
95% |
True |
False |
2,795 |
| 40 |
2,591.0 |
2,355.0 |
236.0 |
9.1% |
24.1 |
0.9% |
97% |
True |
False |
1,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,650.5 |
|
2.618 |
2,627.7 |
|
1.618 |
2,613.7 |
|
1.000 |
2,605.0 |
|
0.618 |
2,599.7 |
|
HIGH |
2,591.0 |
|
0.618 |
2,585.7 |
|
0.500 |
2,584.0 |
|
0.382 |
2,582.3 |
|
LOW |
2,577.0 |
|
0.618 |
2,568.3 |
|
1.000 |
2,563.0 |
|
1.618 |
2,554.3 |
|
2.618 |
2,540.3 |
|
4.250 |
2,517.5 |
|
|