| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1,405.25 |
1,422.00 |
16.75 |
1.2% |
1,405.00 |
| High |
1,422.00 |
1,436.50 |
14.50 |
1.0% |
1,425.25 |
| Low |
1,403.50 |
1,420.00 |
16.50 |
1.2% |
1,398.00 |
| Close |
1,420.50 |
1,434.50 |
14.00 |
1.0% |
1,402.50 |
| Range |
18.50 |
16.50 |
-2.00 |
-10.8% |
27.25 |
| ATR |
13.19 |
13.42 |
0.24 |
1.8% |
0.00 |
| Volume |
137 |
295 |
158 |
115.3% |
2,060 |
|
| Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,479.75 |
1,473.75 |
1,443.50 |
|
| R3 |
1,463.25 |
1,457.25 |
1,439.00 |
|
| R2 |
1,446.75 |
1,446.75 |
1,437.50 |
|
| R1 |
1,440.75 |
1,440.75 |
1,436.00 |
1,443.75 |
| PP |
1,430.25 |
1,430.25 |
1,430.25 |
1,432.00 |
| S1 |
1,424.25 |
1,424.25 |
1,433.00 |
1,427.25 |
| S2 |
1,413.75 |
1,413.75 |
1,431.50 |
|
| S3 |
1,397.25 |
1,407.75 |
1,430.00 |
|
| S4 |
1,380.75 |
1,391.25 |
1,425.50 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,490.25 |
1,473.75 |
1,417.50 |
|
| R3 |
1,463.00 |
1,446.50 |
1,410.00 |
|
| R2 |
1,435.75 |
1,435.75 |
1,407.50 |
|
| R1 |
1,419.25 |
1,419.25 |
1,405.00 |
1,414.00 |
| PP |
1,408.50 |
1,408.50 |
1,408.50 |
1,406.00 |
| S1 |
1,392.00 |
1,392.00 |
1,400.00 |
1,386.50 |
| S2 |
1,381.25 |
1,381.25 |
1,397.50 |
|
| S3 |
1,354.00 |
1,364.75 |
1,395.00 |
|
| S4 |
1,326.75 |
1,337.50 |
1,387.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,436.50 |
1,400.00 |
36.50 |
2.5% |
14.25 |
1.0% |
95% |
True |
False |
488 |
| 10 |
1,436.50 |
1,384.25 |
52.25 |
3.6% |
12.75 |
0.9% |
96% |
True |
False |
404 |
| 20 |
1,436.50 |
1,364.00 |
72.50 |
5.1% |
12.00 |
0.8% |
97% |
True |
False |
310 |
| 40 |
1,436.50 |
1,331.25 |
105.25 |
7.3% |
13.25 |
0.9% |
98% |
True |
False |
219 |
| 60 |
1,451.00 |
1,331.25 |
119.75 |
8.3% |
12.25 |
0.8% |
86% |
False |
False |
166 |
| 80 |
1,451.00 |
1,331.25 |
119.75 |
8.3% |
9.50 |
0.7% |
86% |
False |
False |
141 |
| 100 |
1,451.00 |
1,331.25 |
119.75 |
8.3% |
7.75 |
0.5% |
86% |
False |
False |
116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,506.50 |
|
2.618 |
1,479.75 |
|
1.618 |
1,463.25 |
|
1.000 |
1,453.00 |
|
0.618 |
1,446.75 |
|
HIGH |
1,436.50 |
|
0.618 |
1,430.25 |
|
0.500 |
1,428.25 |
|
0.382 |
1,426.25 |
|
LOW |
1,420.00 |
|
0.618 |
1,409.75 |
|
1.000 |
1,403.50 |
|
1.618 |
1,393.25 |
|
2.618 |
1,376.75 |
|
4.250 |
1,350.00 |
|
|