Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
31-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,408.00 |
1,382.25 |
-25.75 |
-1.8% |
1,415.75 |
High |
1,408.75 |
1,418.75 |
10.00 |
0.7% |
1,417.50 |
Low |
1,375.75 |
1,379.50 |
3.75 |
0.3% |
1,375.75 |
Close |
1,377.00 |
1,413.25 |
36.25 |
2.6% |
1,377.00 |
Range |
33.00 |
39.25 |
6.25 |
18.9% |
41.75 |
ATR |
15.87 |
17.72 |
1.85 |
11.7% |
0.00 |
Volume |
742 |
796 |
54 |
7.3% |
4,413 |
|
Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,521.50 |
1,506.75 |
1,434.75 |
|
R3 |
1,482.25 |
1,467.50 |
1,424.00 |
|
R2 |
1,443.00 |
1,443.00 |
1,420.50 |
|
R1 |
1,428.25 |
1,428.25 |
1,416.75 |
1,435.50 |
PP |
1,403.75 |
1,403.75 |
1,403.75 |
1,407.50 |
S1 |
1,389.00 |
1,389.00 |
1,409.75 |
1,396.50 |
S2 |
1,364.50 |
1,364.50 |
1,406.00 |
|
S3 |
1,325.25 |
1,349.75 |
1,402.50 |
|
S4 |
1,286.00 |
1,310.50 |
1,391.75 |
|
|
Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,515.25 |
1,488.00 |
1,400.00 |
|
R3 |
1,473.50 |
1,446.25 |
1,388.50 |
|
R2 |
1,431.75 |
1,431.75 |
1,384.75 |
|
R1 |
1,404.50 |
1,404.50 |
1,380.75 |
1,397.25 |
PP |
1,390.00 |
1,390.00 |
1,390.00 |
1,386.50 |
S1 |
1,362.75 |
1,362.75 |
1,373.25 |
1,355.50 |
S2 |
1,348.25 |
1,348.25 |
1,369.25 |
|
S3 |
1,306.50 |
1,321.00 |
1,365.50 |
|
S4 |
1,264.75 |
1,279.25 |
1,354.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,418.75 |
1,375.75 |
43.00 |
3.0% |
22.25 |
1.6% |
87% |
True |
False |
1,041 |
10 |
1,439.00 |
1,375.75 |
63.25 |
4.5% |
20.25 |
1.4% |
59% |
False |
False |
1,214 |
20 |
1,439.00 |
1,375.75 |
63.25 |
4.5% |
16.00 |
1.1% |
59% |
False |
False |
828 |
40 |
1,439.00 |
1,331.25 |
107.75 |
7.6% |
15.25 |
1.1% |
76% |
False |
False |
500 |
60 |
1,451.00 |
1,331.25 |
119.75 |
8.5% |
14.00 |
1.0% |
68% |
False |
False |
360 |
80 |
1,451.00 |
1,331.25 |
119.75 |
8.5% |
11.75 |
0.8% |
68% |
False |
False |
286 |
100 |
1,451.00 |
1,331.25 |
119.75 |
8.5% |
9.50 |
0.7% |
68% |
False |
False |
233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,585.50 |
2.618 |
1,521.50 |
1.618 |
1,482.25 |
1.000 |
1,458.00 |
0.618 |
1,443.00 |
HIGH |
1,418.75 |
0.618 |
1,403.75 |
0.500 |
1,399.00 |
0.382 |
1,394.50 |
LOW |
1,379.50 |
0.618 |
1,355.25 |
1.000 |
1,340.25 |
1.618 |
1,316.00 |
2.618 |
1,276.75 |
4.250 |
1,212.75 |
|
|