| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2012 |
26-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,644.25 |
2,650.00 |
5.75 |
0.2% |
2,656.50 |
| High |
2,644.25 |
2,650.00 |
5.75 |
0.2% |
2,705.75 |
| Low |
2,643.25 |
2,623.00 |
-20.25 |
-0.8% |
2,639.50 |
| Close |
2,643.25 |
2,623.00 |
-20.25 |
-0.8% |
2,655.00 |
| Range |
1.00 |
27.00 |
26.00 |
2,600.0% |
66.25 |
| ATR |
22.04 |
22.40 |
0.35 |
1.6% |
0.00 |
| Volume |
47 |
53 |
6 |
12.8% |
392 |
|
| Daily Pivots for day following 26-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,713.00 |
2,695.00 |
2,637.75 |
|
| R3 |
2,686.00 |
2,668.00 |
2,630.50 |
|
| R2 |
2,659.00 |
2,659.00 |
2,628.00 |
|
| R1 |
2,641.00 |
2,641.00 |
2,625.50 |
2,636.50 |
| PP |
2,632.00 |
2,632.00 |
2,632.00 |
2,629.75 |
| S1 |
2,614.00 |
2,614.00 |
2,620.50 |
2,609.50 |
| S2 |
2,605.00 |
2,605.00 |
2,618.00 |
|
| S3 |
2,578.00 |
2,587.00 |
2,615.50 |
|
| S4 |
2,551.00 |
2,560.00 |
2,608.25 |
|
|
| 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 |
2,623.00 |
82.75 |
3.2% |
18.75 |
0.7% |
0% |
False |
True |
97 |
| 10 |
2,705.75 |
2,617.75 |
88.00 |
3.4% |
9.50 |
0.4% |
6% |
False |
False |
49 |
| 20 |
2,705.75 |
2,617.75 |
88.00 |
3.4% |
5.75 |
0.2% |
6% |
False |
False |
25 |
| 40 |
2,705.75 |
2,502.00 |
203.75 |
7.8% |
3.25 |
0.1% |
59% |
False |
False |
13 |
| 60 |
2,809.50 |
2,502.00 |
307.50 |
11.7% |
3.00 |
0.1% |
39% |
False |
False |
9 |
| 80 |
2,842.50 |
2,502.00 |
340.50 |
13.0% |
3.00 |
0.1% |
36% |
False |
False |
7 |
| 100 |
2,842.50 |
2,502.00 |
340.50 |
13.0% |
2.25 |
0.1% |
36% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,764.75 |
|
2.618 |
2,720.75 |
|
1.618 |
2,693.75 |
|
1.000 |
2,677.00 |
|
0.618 |
2,666.75 |
|
HIGH |
2,650.00 |
|
0.618 |
2,639.75 |
|
0.500 |
2,636.50 |
|
0.382 |
2,633.25 |
|
LOW |
2,623.00 |
|
0.618 |
2,606.25 |
|
1.000 |
2,596.00 |
|
1.618 |
2,579.25 |
|
2.618 |
2,552.25 |
|
4.250 |
2,508.25 |
|
|