| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,699.50 |
2,676.00 |
-23.50 |
-0.9% |
2,622.00 |
| High |
2,705.75 |
2,689.00 |
-16.75 |
-0.6% |
2,675.00 |
| Low |
2,689.00 |
2,673.50 |
-15.50 |
-0.6% |
2,617.75 |
| Close |
2,689.00 |
2,684.50 |
-4.50 |
-0.2% |
2,617.75 |
| Range |
16.75 |
15.50 |
-1.25 |
-7.5% |
57.25 |
| ATR |
21.56 |
21.13 |
-0.43 |
-2.0% |
0.00 |
| Volume |
1 |
378 |
377 |
37,700.0% |
9 |
|
| Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,728.75 |
2,722.25 |
2,693.00 |
|
| R3 |
2,713.25 |
2,706.75 |
2,688.75 |
|
| R2 |
2,697.75 |
2,697.75 |
2,687.25 |
|
| R1 |
2,691.25 |
2,691.25 |
2,686.00 |
2,694.50 |
| PP |
2,682.25 |
2,682.25 |
2,682.25 |
2,684.00 |
| S1 |
2,675.75 |
2,675.75 |
2,683.00 |
2,679.00 |
| S2 |
2,666.75 |
2,666.75 |
2,681.75 |
|
| S3 |
2,651.25 |
2,660.25 |
2,680.25 |
|
| S4 |
2,635.75 |
2,644.75 |
2,676.00 |
|
|
| 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 |
2,705.75 |
2,617.75 |
88.00 |
3.3% |
6.75 |
0.3% |
76% |
False |
False |
77 |
| 10 |
2,705.75 |
2,617.75 |
88.00 |
3.3% |
5.00 |
0.2% |
76% |
False |
False |
39 |
| 20 |
2,705.75 |
2,617.75 |
88.00 |
3.3% |
2.50 |
0.1% |
76% |
False |
False |
20 |
| 40 |
2,705.75 |
2,502.00 |
203.75 |
7.6% |
1.75 |
0.1% |
90% |
False |
False |
10 |
| 60 |
2,809.50 |
2,502.00 |
307.50 |
11.5% |
2.00 |
0.1% |
59% |
False |
False |
7 |
| 80 |
2,842.50 |
2,502.00 |
340.50 |
12.7% |
2.25 |
0.1% |
54% |
False |
False |
6 |
| 100 |
2,842.50 |
2,502.00 |
340.50 |
12.7% |
1.75 |
0.1% |
54% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,755.00 |
|
2.618 |
2,729.50 |
|
1.618 |
2,714.00 |
|
1.000 |
2,704.50 |
|
0.618 |
2,698.50 |
|
HIGH |
2,689.00 |
|
0.618 |
2,683.00 |
|
0.500 |
2,681.25 |
|
0.382 |
2,679.50 |
|
LOW |
2,673.50 |
|
0.618 |
2,664.00 |
|
1.000 |
2,658.00 |
|
1.618 |
2,648.50 |
|
2.618 |
2,633.00 |
|
4.250 |
2,607.50 |
|
|