| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2012 |
24-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,673.25 |
2,644.25 |
-29.00 |
-1.1% |
2,656.50 |
| High |
2,673.25 |
2,644.25 |
-29.00 |
-1.1% |
2,705.75 |
| Low |
2,639.50 |
2,643.25 |
3.75 |
0.1% |
2,639.50 |
| Close |
2,655.00 |
2,643.25 |
-11.75 |
-0.4% |
2,655.00 |
| Range |
33.75 |
1.00 |
-32.75 |
-97.0% |
66.25 |
| ATR |
22.84 |
22.04 |
-0.79 |
-3.5% |
0.00 |
| Volume |
9 |
47 |
38 |
422.2% |
392 |
|
| Daily Pivots for day following 24-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,646.50 |
2,646.00 |
2,643.75 |
|
| R3 |
2,645.50 |
2,645.00 |
2,643.50 |
|
| R2 |
2,644.50 |
2,644.50 |
2,643.50 |
|
| R1 |
2,644.00 |
2,644.00 |
2,643.25 |
2,643.75 |
| PP |
2,643.50 |
2,643.50 |
2,643.50 |
2,643.50 |
| S1 |
2,643.00 |
2,643.00 |
2,643.25 |
2,642.75 |
| S2 |
2,642.50 |
2,642.50 |
2,643.00 |
|
| S3 |
2,641.50 |
2,642.00 |
2,643.00 |
|
| S4 |
2,640.50 |
2,641.00 |
2,642.75 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,865.50 |
2,826.50 |
2,691.50 |
|
| R3 |
2,799.25 |
2,760.25 |
2,673.25 |
|
| R2 |
2,733.00 |
2,733.00 |
2,667.25 |
|
| R1 |
2,694.00 |
2,694.00 |
2,661.00 |
2,680.50 |
| PP |
2,666.75 |
2,666.75 |
2,666.75 |
2,660.00 |
| S1 |
2,627.75 |
2,627.75 |
2,649.00 |
2,614.00 |
| S2 |
2,600.50 |
2,600.50 |
2,642.75 |
|
| S3 |
2,534.25 |
2,561.50 |
2,636.75 |
|
| S4 |
2,468.00 |
2,495.25 |
2,618.50 |
|
|
| 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 |
2,639.50 |
66.25 |
2.5% |
13.75 |
0.5% |
6% |
False |
False |
87 |
| 10 |
2,705.75 |
2,617.75 |
88.00 |
3.3% |
6.75 |
0.3% |
29% |
False |
False |
44 |
| 20 |
2,705.75 |
2,617.75 |
88.00 |
3.3% |
4.25 |
0.2% |
29% |
False |
False |
23 |
| 40 |
2,705.75 |
2,502.00 |
203.75 |
7.7% |
2.75 |
0.1% |
69% |
False |
False |
12 |
| 60 |
2,809.50 |
2,502.00 |
307.50 |
11.6% |
2.50 |
0.1% |
46% |
False |
False |
8 |
| 80 |
2,842.50 |
2,502.00 |
340.50 |
12.9% |
2.50 |
0.1% |
41% |
False |
False |
6 |
| 100 |
2,842.50 |
2,502.00 |
340.50 |
12.9% |
2.00 |
0.1% |
41% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,648.50 |
|
2.618 |
2,646.75 |
|
1.618 |
2,645.75 |
|
1.000 |
2,645.25 |
|
0.618 |
2,644.75 |
|
HIGH |
2,644.25 |
|
0.618 |
2,643.75 |
|
0.500 |
2,643.75 |
|
0.382 |
2,643.75 |
|
LOW |
2,643.25 |
|
0.618 |
2,642.75 |
|
1.000 |
2,642.25 |
|
1.618 |
2,641.75 |
|
2.618 |
2,640.75 |
|
4.250 |
2,639.00 |
|
|