| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,624.50 |
2,622.00 |
-2.50 |
-0.1% |
2,658.00 |
| High |
2,624.50 |
2,639.50 |
15.00 |
0.6% |
2,658.00 |
| Low |
2,624.50 |
2,622.00 |
-2.50 |
-0.1% |
2,624.50 |
| Close |
2,624.50 |
2,639.50 |
15.00 |
0.6% |
2,624.50 |
| Range |
0.00 |
17.50 |
17.50 |
|
33.50 |
| ATR |
17.75 |
17.74 |
-0.02 |
-0.1% |
0.00 |
| Volume |
1 |
1 |
0 |
0.0% |
9 |
|
| Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,686.25 |
2,680.25 |
2,649.00 |
|
| R3 |
2,668.75 |
2,662.75 |
2,644.25 |
|
| R2 |
2,651.25 |
2,651.25 |
2,642.75 |
|
| R1 |
2,645.25 |
2,645.25 |
2,641.00 |
2,648.25 |
| PP |
2,633.75 |
2,633.75 |
2,633.75 |
2,635.00 |
| S1 |
2,627.75 |
2,627.75 |
2,638.00 |
2,630.75 |
| S2 |
2,616.25 |
2,616.25 |
2,636.25 |
|
| S3 |
2,598.75 |
2,610.25 |
2,634.75 |
|
| S4 |
2,581.25 |
2,592.75 |
2,630.00 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,736.25 |
2,713.75 |
2,643.00 |
|
| R3 |
2,702.75 |
2,680.25 |
2,633.75 |
|
| R2 |
2,669.25 |
2,669.25 |
2,630.75 |
|
| R1 |
2,646.75 |
2,646.75 |
2,627.50 |
2,641.25 |
| PP |
2,635.75 |
2,635.75 |
2,635.75 |
2,633.00 |
| S1 |
2,613.25 |
2,613.25 |
2,621.50 |
2,607.75 |
| S2 |
2,602.25 |
2,602.25 |
2,618.25 |
|
| S3 |
2,568.75 |
2,579.75 |
2,615.25 |
|
| S4 |
2,535.25 |
2,546.25 |
2,606.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,653.00 |
2,622.00 |
31.00 |
1.2% |
3.50 |
0.1% |
56% |
False |
True |
1 |
| 10 |
2,667.75 |
2,622.00 |
45.75 |
1.7% |
1.75 |
0.1% |
38% |
False |
True |
1 |
| 20 |
2,667.75 |
2,502.00 |
165.75 |
6.3% |
1.75 |
0.1% |
83% |
False |
False |
1 |
| 40 |
2,758.75 |
2,502.00 |
256.75 |
9.7% |
2.00 |
0.1% |
54% |
False |
False |
1 |
| 60 |
2,842.50 |
2,502.00 |
340.50 |
12.9% |
1.25 |
0.1% |
40% |
False |
False |
1 |
| 80 |
2,842.50 |
2,502.00 |
340.50 |
12.9% |
1.75 |
0.1% |
40% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,714.00 |
|
2.618 |
2,685.25 |
|
1.618 |
2,667.75 |
|
1.000 |
2,657.00 |
|
0.618 |
2,650.25 |
|
HIGH |
2,639.50 |
|
0.618 |
2,632.75 |
|
0.500 |
2,630.75 |
|
0.382 |
2,628.75 |
|
LOW |
2,622.00 |
|
0.618 |
2,611.25 |
|
1.000 |
2,604.50 |
|
1.618 |
2,593.75 |
|
2.618 |
2,576.25 |
|
4.250 |
2,547.50 |
|
|