| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,561.0 |
2,585.0 |
24.0 |
0.9% |
2,560.0 |
| High |
2,592.0 |
2,600.0 |
8.0 |
0.3% |
2,602.0 |
| Low |
2,560.0 |
2,577.0 |
17.0 |
0.7% |
2,544.0 |
| Close |
2,581.0 |
2,589.0 |
8.0 |
0.3% |
2,581.0 |
| Range |
32.0 |
23.0 |
-9.0 |
-28.1% |
58.0 |
| ATR |
25.8 |
25.6 |
-0.2 |
-0.8% |
0.0 |
| Volume |
7,702 |
643 |
-7,059 |
-91.7% |
47,237 |
|
| Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,657.7 |
2,646.3 |
2,601.7 |
|
| R3 |
2,634.7 |
2,623.3 |
2,595.3 |
|
| R2 |
2,611.7 |
2,611.7 |
2,593.2 |
|
| R1 |
2,600.3 |
2,600.3 |
2,591.1 |
2,606.0 |
| PP |
2,588.7 |
2,588.7 |
2,588.7 |
2,591.5 |
| S1 |
2,577.3 |
2,577.3 |
2,586.9 |
2,583.0 |
| S2 |
2,565.7 |
2,565.7 |
2,584.8 |
|
| S3 |
2,542.7 |
2,554.3 |
2,582.7 |
|
| S4 |
2,519.7 |
2,531.3 |
2,576.4 |
|
|
| 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 |
2,560.0 |
42.0 |
1.6% |
23.2 |
0.9% |
69% |
False |
False |
7,782 |
| 10 |
2,602.0 |
2,520.0 |
82.0 |
3.2% |
22.6 |
0.9% |
84% |
False |
False |
6,699 |
| 20 |
2,602.0 |
2,455.0 |
147.0 |
5.7% |
23.3 |
0.9% |
91% |
False |
False |
3,748 |
| 40 |
2,602.0 |
2,355.0 |
247.0 |
9.5% |
24.4 |
0.9% |
95% |
False |
False |
1,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,697.8 |
|
2.618 |
2,660.2 |
|
1.618 |
2,637.2 |
|
1.000 |
2,623.0 |
|
0.618 |
2,614.2 |
|
HIGH |
2,600.0 |
|
0.618 |
2,591.2 |
|
0.500 |
2,588.5 |
|
0.382 |
2,585.8 |
|
LOW |
2,577.0 |
|
0.618 |
2,562.8 |
|
1.000 |
2,554.0 |
|
1.618 |
2,539.8 |
|
2.618 |
2,516.8 |
|
4.250 |
2,479.3 |
|
|