| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,583.0 |
2,576.0 |
-7.0 |
-0.3% |
2,524.0 |
| High |
2,591.0 |
2,602.0 |
11.0 |
0.4% |
2,570.0 |
| Low |
2,577.0 |
2,575.0 |
-2.0 |
-0.1% |
2,494.0 |
| Close |
2,584.0 |
2,590.0 |
6.0 |
0.2% |
2,555.0 |
| Range |
14.0 |
27.0 |
13.0 |
92.9% |
76.0 |
| ATR |
25.2 |
25.4 |
0.1 |
0.5% |
0.0 |
| Volume |
6,784 |
10,894 |
4,110 |
60.6% |
20,908 |
|
| Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,670.0 |
2,657.0 |
2,604.9 |
|
| R3 |
2,643.0 |
2,630.0 |
2,597.4 |
|
| R2 |
2,616.0 |
2,616.0 |
2,595.0 |
|
| R1 |
2,603.0 |
2,603.0 |
2,592.5 |
2,609.5 |
| PP |
2,589.0 |
2,589.0 |
2,589.0 |
2,592.3 |
| S1 |
2,576.0 |
2,576.0 |
2,587.5 |
2,582.5 |
| S2 |
2,562.0 |
2,562.0 |
2,585.1 |
|
| S3 |
2,535.0 |
2,549.0 |
2,582.6 |
|
| S4 |
2,508.0 |
2,522.0 |
2,575.2 |
|
|
| 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 |
2,602.0 |
2,544.0 |
58.0 |
2.2% |
18.2 |
0.7% |
79% |
True |
False |
9,162 |
| 10 |
2,602.0 |
2,494.0 |
108.0 |
4.2% |
23.3 |
0.9% |
89% |
True |
False |
6,191 |
| 20 |
2,602.0 |
2,455.0 |
147.0 |
5.7% |
21.9 |
0.8% |
92% |
True |
False |
3,338 |
| 40 |
2,602.0 |
2,355.0 |
247.0 |
9.5% |
24.3 |
0.9% |
95% |
True |
False |
1,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,716.8 |
|
2.618 |
2,672.7 |
|
1.618 |
2,645.7 |
|
1.000 |
2,629.0 |
|
0.618 |
2,618.7 |
|
HIGH |
2,602.0 |
|
0.618 |
2,591.7 |
|
0.500 |
2,588.5 |
|
0.382 |
2,585.3 |
|
LOW |
2,575.0 |
|
0.618 |
2,558.3 |
|
1.000 |
2,548.0 |
|
1.618 |
2,531.3 |
|
2.618 |
2,504.3 |
|
4.250 |
2,460.3 |
|
|