Day Change Summary |
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Previous |
Current |
|
|
|
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21-Dec-2012 |
24-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,434.00 |
1,415.75 |
-18.25 |
-1.3% |
1,405.25 |
High |
1,434.00 |
1,416.00 |
-18.00 |
-1.3% |
1,439.00 |
Low |
1,407.25 |
1,410.75 |
3.50 |
0.2% |
1,403.50 |
Close |
1,419.25 |
1,413.00 |
-6.25 |
-0.4% |
1,419.25 |
Range |
26.75 |
5.25 |
-21.50 |
-80.4% |
35.50 |
ATR |
14.59 |
14.15 |
-0.43 |
-3.0% |
0.00 |
Volume |
971 |
696 |
-275 |
-28.3% |
6,940 |
|
Daily Pivots for day following 24-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,429.00 |
1,426.25 |
1,416.00 |
|
R3 |
1,423.75 |
1,421.00 |
1,414.50 |
|
R2 |
1,418.50 |
1,418.50 |
1,414.00 |
|
R1 |
1,415.75 |
1,415.75 |
1,413.50 |
1,414.50 |
PP |
1,413.25 |
1,413.25 |
1,413.25 |
1,412.50 |
S1 |
1,410.50 |
1,410.50 |
1,412.50 |
1,409.25 |
S2 |
1,408.00 |
1,408.00 |
1,412.00 |
|
S3 |
1,402.75 |
1,405.25 |
1,411.50 |
|
S4 |
1,397.50 |
1,400.00 |
1,410.00 |
|
|
Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,527.00 |
1,508.75 |
1,438.75 |
|
R3 |
1,491.50 |
1,473.25 |
1,429.00 |
|
R2 |
1,456.00 |
1,456.00 |
1,425.75 |
|
R1 |
1,437.75 |
1,437.75 |
1,422.50 |
1,447.00 |
PP |
1,420.50 |
1,420.50 |
1,420.50 |
1,425.25 |
S1 |
1,402.25 |
1,402.25 |
1,416.00 |
1,411.50 |
S2 |
1,385.00 |
1,385.00 |
1,412.75 |
|
S3 |
1,349.50 |
1,366.75 |
1,409.50 |
|
S4 |
1,314.00 |
1,331.25 |
1,399.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,439.00 |
1,407.25 |
31.75 |
2.2% |
15.75 |
1.1% |
18% |
False |
False |
1,499 |
10 |
1,439.00 |
1,400.00 |
39.00 |
2.8% |
14.25 |
1.0% |
33% |
False |
False |
966 |
20 |
1,439.00 |
1,370.75 |
68.25 |
4.8% |
13.25 |
0.9% |
62% |
False |
False |
657 |
40 |
1,439.00 |
1,331.25 |
107.75 |
7.6% |
13.50 |
1.0% |
76% |
False |
False |
391 |
60 |
1,451.00 |
1,331.25 |
119.75 |
8.5% |
12.75 |
0.9% |
68% |
False |
False |
285 |
80 |
1,451.00 |
1,331.25 |
119.75 |
8.5% |
10.25 |
0.7% |
68% |
False |
False |
231 |
100 |
1,451.00 |
1,331.25 |
119.75 |
8.5% |
8.50 |
0.6% |
68% |
False |
False |
187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,438.25 |
2.618 |
1,429.75 |
1.618 |
1,424.50 |
1.000 |
1,421.25 |
0.618 |
1,419.25 |
HIGH |
1,416.00 |
0.618 |
1,414.00 |
0.500 |
1,413.50 |
0.382 |
1,412.75 |
LOW |
1,410.75 |
0.618 |
1,407.50 |
1.000 |
1,405.50 |
1.618 |
1,402.25 |
2.618 |
1,397.00 |
4.250 |
1,388.50 |
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