| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,576.0 |
2,561.0 |
-15.0 |
-0.6% |
2,560.0 |
| High |
2,602.0 |
2,592.0 |
-10.0 |
-0.4% |
2,602.0 |
| Low |
2,575.0 |
2,560.0 |
-15.0 |
-0.6% |
2,544.0 |
| Close |
2,590.0 |
2,581.0 |
-9.0 |
-0.3% |
2,581.0 |
| Range |
27.0 |
32.0 |
5.0 |
18.5% |
58.0 |
| ATR |
25.4 |
25.8 |
0.5 |
1.9% |
0.0 |
| Volume |
10,894 |
7,702 |
-3,192 |
-29.3% |
47,237 |
|
| Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,673.7 |
2,659.3 |
2,598.6 |
|
| R3 |
2,641.7 |
2,627.3 |
2,589.8 |
|
| R2 |
2,609.7 |
2,609.7 |
2,586.9 |
|
| R1 |
2,595.3 |
2,595.3 |
2,583.9 |
2,602.5 |
| PP |
2,577.7 |
2,577.7 |
2,577.7 |
2,581.3 |
| S1 |
2,563.3 |
2,563.3 |
2,578.1 |
2,570.5 |
| S2 |
2,545.7 |
2,545.7 |
2,575.1 |
|
| S3 |
2,513.7 |
2,531.3 |
2,572.2 |
|
| S4 |
2,481.7 |
2,499.3 |
2,563.4 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,749.7 |
2,723.3 |
2,612.9 |
|
| R3 |
2,691.7 |
2,665.3 |
2,597.0 |
|
| R2 |
2,633.7 |
2,633.7 |
2,591.6 |
|
| R1 |
2,607.3 |
2,607.3 |
2,586.3 |
2,620.5 |
| PP |
2,575.7 |
2,575.7 |
2,575.7 |
2,582.3 |
| S1 |
2,549.3 |
2,549.3 |
2,575.7 |
2,562.5 |
| S2 |
2,517.7 |
2,517.7 |
2,570.4 |
|
| S3 |
2,459.7 |
2,491.3 |
2,565.1 |
|
| S4 |
2,401.7 |
2,433.3 |
2,549.1 |
|
|
| 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% |
22.2 |
0.9% |
64% |
False |
False |
9,447 |
| 10 |
2,602.0 |
2,494.0 |
108.0 |
4.2% |
23.9 |
0.9% |
81% |
False |
False |
6,814 |
| 20 |
2,602.0 |
2,455.0 |
147.0 |
5.7% |
22.6 |
0.9% |
86% |
False |
False |
3,716 |
| 40 |
2,602.0 |
2,355.0 |
247.0 |
9.6% |
24.2 |
0.9% |
91% |
False |
False |
1,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,728.0 |
|
2.618 |
2,675.8 |
|
1.618 |
2,643.8 |
|
1.000 |
2,624.0 |
|
0.618 |
2,611.8 |
|
HIGH |
2,592.0 |
|
0.618 |
2,579.8 |
|
0.500 |
2,576.0 |
|
0.382 |
2,572.2 |
|
LOW |
2,560.0 |
|
0.618 |
2,540.2 |
|
1.000 |
2,528.0 |
|
1.618 |
2,508.2 |
|
2.618 |
2,476.2 |
|
4.250 |
2,424.0 |
|
|