| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,656.50 |
2,697.50 |
41.00 |
1.5% |
2,622.00 |
| High |
2,656.50 |
2,697.50 |
41.00 |
1.5% |
2,675.00 |
| Low |
2,656.50 |
2,696.00 |
39.50 |
1.5% |
2,617.75 |
| Close |
2,656.50 |
2,696.00 |
39.50 |
1.5% |
2,617.75 |
| Range |
0.00 |
1.50 |
1.50 |
|
57.25 |
| ATR |
20.47 |
21.93 |
1.47 |
7.2% |
0.00 |
| Volume |
2 |
2 |
0 |
0.0% |
9 |
|
| Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,701.00 |
2,700.00 |
2,696.75 |
|
| R3 |
2,699.50 |
2,698.50 |
2,696.50 |
|
| R2 |
2,698.00 |
2,698.00 |
2,696.25 |
|
| R1 |
2,697.00 |
2,697.00 |
2,696.25 |
2,696.75 |
| PP |
2,696.50 |
2,696.50 |
2,696.50 |
2,696.50 |
| S1 |
2,695.50 |
2,695.50 |
2,695.75 |
2,695.25 |
| S2 |
2,695.00 |
2,695.00 |
2,695.75 |
|
| S3 |
2,693.50 |
2,694.00 |
2,695.50 |
|
| S4 |
2,692.00 |
2,692.50 |
2,695.25 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,808.50 |
2,770.50 |
2,649.25 |
|
| R3 |
2,751.25 |
2,713.25 |
2,633.50 |
|
| R2 |
2,694.00 |
2,694.00 |
2,628.25 |
|
| R1 |
2,656.00 |
2,656.00 |
2,623.00 |
2,646.50 |
| PP |
2,636.75 |
2,636.75 |
2,636.75 |
2,632.00 |
| S1 |
2,598.75 |
2,598.75 |
2,612.50 |
2,589.00 |
| S2 |
2,579.50 |
2,579.50 |
2,607.25 |
|
| S3 |
2,522.25 |
2,541.50 |
2,602.00 |
|
| S4 |
2,465.00 |
2,484.25 |
2,586.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,697.50 |
2,617.75 |
79.75 |
3.0% |
0.25 |
0.0% |
98% |
True |
False |
2 |
| 10 |
2,697.50 |
2,617.75 |
79.75 |
3.0% |
2.00 |
0.1% |
98% |
True |
False |
1 |
| 20 |
2,697.50 |
2,581.75 |
115.75 |
4.3% |
1.00 |
0.0% |
99% |
True |
False |
1 |
| 40 |
2,697.50 |
2,502.00 |
195.50 |
7.3% |
1.00 |
0.0% |
99% |
True |
False |
1 |
| 60 |
2,809.50 |
2,502.00 |
307.50 |
11.4% |
1.50 |
0.1% |
63% |
False |
False |
1 |
| 80 |
2,842.50 |
2,502.00 |
340.50 |
12.6% |
1.75 |
0.1% |
57% |
False |
False |
1 |
| 100 |
2,842.50 |
2,502.00 |
340.50 |
12.6% |
1.50 |
0.1% |
57% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,704.00 |
|
2.618 |
2,701.50 |
|
1.618 |
2,700.00 |
|
1.000 |
2,699.00 |
|
0.618 |
2,698.50 |
|
HIGH |
2,697.50 |
|
0.618 |
2,697.00 |
|
0.500 |
2,696.75 |
|
0.382 |
2,696.50 |
|
LOW |
2,696.00 |
|
0.618 |
2,695.00 |
|
1.000 |
2,694.50 |
|
1.618 |
2,693.50 |
|
2.618 |
2,692.00 |
|
4.250 |
2,689.50 |
|
|