| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,585.0 |
2,597.0 |
12.0 |
0.5% |
2,585.0 |
| High |
2,600.0 |
2,597.0 |
-3.0 |
-0.1% |
2,600.0 |
| Low |
2,577.0 |
2,542.0 |
-35.0 |
-1.4% |
2,542.0 |
| Close |
2,589.0 |
2,551.0 |
-38.0 |
-1.5% |
2,551.0 |
| Range |
23.0 |
55.0 |
32.0 |
139.1% |
58.0 |
| ATR |
25.6 |
27.7 |
2.1 |
8.2% |
0.0 |
| Volume |
643 |
1,083 |
440 |
68.4% |
1,726 |
|
| Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,728.3 |
2,694.7 |
2,581.3 |
|
| R3 |
2,673.3 |
2,639.7 |
2,566.1 |
|
| R2 |
2,618.3 |
2,618.3 |
2,561.1 |
|
| R1 |
2,584.7 |
2,584.7 |
2,556.0 |
2,574.0 |
| PP |
2,563.3 |
2,563.3 |
2,563.3 |
2,558.0 |
| S1 |
2,529.7 |
2,529.7 |
2,546.0 |
2,519.0 |
| S2 |
2,508.3 |
2,508.3 |
2,540.9 |
|
| S3 |
2,453.3 |
2,474.7 |
2,535.9 |
|
| S4 |
2,398.3 |
2,419.7 |
2,520.8 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,738.3 |
2,702.7 |
2,582.9 |
|
| R3 |
2,680.3 |
2,644.7 |
2,567.0 |
|
| R2 |
2,622.3 |
2,622.3 |
2,561.6 |
|
| R1 |
2,586.7 |
2,586.7 |
2,556.3 |
2,575.5 |
| PP |
2,564.3 |
2,564.3 |
2,564.3 |
2,558.8 |
| S1 |
2,528.7 |
2,528.7 |
2,545.7 |
2,517.5 |
| S2 |
2,506.3 |
2,506.3 |
2,540.4 |
|
| S3 |
2,448.3 |
2,470.7 |
2,535.1 |
|
| S4 |
2,390.3 |
2,412.7 |
2,519.1 |
|
|
| 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 |
2,542.0 |
60.0 |
2.4% |
30.2 |
1.2% |
15% |
False |
True |
5,421 |
| 10 |
2,602.0 |
2,541.0 |
61.0 |
2.4% |
24.8 |
1.0% |
16% |
False |
False |
6,199 |
| 20 |
2,602.0 |
2,455.0 |
147.0 |
5.8% |
25.1 |
1.0% |
65% |
False |
False |
3,802 |
| 40 |
2,602.0 |
2,355.0 |
247.0 |
9.7% |
24.8 |
1.0% |
79% |
False |
False |
1,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,830.8 |
|
2.618 |
2,741.0 |
|
1.618 |
2,686.0 |
|
1.000 |
2,652.0 |
|
0.618 |
2,631.0 |
|
HIGH |
2,597.0 |
|
0.618 |
2,576.0 |
|
0.500 |
2,569.5 |
|
0.382 |
2,563.0 |
|
LOW |
2,542.0 |
|
0.618 |
2,508.0 |
|
1.000 |
2,487.0 |
|
1.618 |
2,453.0 |
|
2.618 |
2,398.0 |
|
4.250 |
2,308.3 |
|
|