| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,627.00 |
2,606.75 |
-20.25 |
-0.8% |
2,644.25 |
| High |
2,627.00 |
2,620.00 |
-7.00 |
-0.3% |
2,650.00 |
| Low |
2,591.00 |
2,579.75 |
-11.25 |
-0.4% |
2,579.75 |
| Close |
2,615.25 |
2,579.75 |
-35.50 |
-1.4% |
2,579.75 |
| Range |
36.00 |
40.25 |
4.25 |
11.8% |
70.25 |
| ATR |
23.37 |
24.58 |
1.21 |
5.2% |
0.00 |
| Volume |
6 |
59 |
53 |
883.3% |
165 |
|
| Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,714.00 |
2,687.00 |
2,602.00 |
|
| R3 |
2,673.75 |
2,646.75 |
2,590.75 |
|
| R2 |
2,633.50 |
2,633.50 |
2,587.25 |
|
| R1 |
2,606.50 |
2,606.50 |
2,583.50 |
2,600.00 |
| PP |
2,593.25 |
2,593.25 |
2,593.25 |
2,589.75 |
| S1 |
2,566.25 |
2,566.25 |
2,576.00 |
2,559.50 |
| S2 |
2,553.00 |
2,553.00 |
2,572.25 |
|
| S3 |
2,512.75 |
2,526.00 |
2,568.75 |
|
| S4 |
2,472.50 |
2,485.75 |
2,557.50 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,814.00 |
2,767.00 |
2,618.50 |
|
| R3 |
2,743.75 |
2,696.75 |
2,599.00 |
|
| R2 |
2,673.50 |
2,673.50 |
2,592.75 |
|
| R1 |
2,626.50 |
2,626.50 |
2,586.25 |
2,615.00 |
| PP |
2,603.25 |
2,603.25 |
2,603.25 |
2,597.25 |
| S1 |
2,556.25 |
2,556.25 |
2,573.25 |
2,544.50 |
| S2 |
2,533.00 |
2,533.00 |
2,566.75 |
|
| S3 |
2,462.75 |
2,486.00 |
2,560.50 |
|
| S4 |
2,392.50 |
2,415.75 |
2,541.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,673.25 |
2,579.75 |
93.50 |
3.6% |
27.50 |
1.1% |
0% |
False |
True |
34 |
| 10 |
2,705.75 |
2,579.75 |
126.00 |
4.9% |
17.25 |
0.7% |
0% |
False |
True |
55 |
| 20 |
2,705.75 |
2,579.75 |
126.00 |
4.9% |
9.50 |
0.4% |
0% |
False |
True |
28 |
| 40 |
2,705.75 |
2,502.00 |
203.75 |
7.9% |
5.25 |
0.2% |
38% |
False |
False |
15 |
| 60 |
2,809.50 |
2,502.00 |
307.50 |
11.9% |
4.25 |
0.2% |
25% |
False |
False |
10 |
| 80 |
2,842.50 |
2,502.00 |
340.50 |
13.2% |
3.50 |
0.1% |
23% |
False |
False |
8 |
| 100 |
2,842.50 |
2,502.00 |
340.50 |
13.2% |
3.00 |
0.1% |
23% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,791.00 |
|
2.618 |
2,725.25 |
|
1.618 |
2,685.00 |
|
1.000 |
2,660.25 |
|
0.618 |
2,644.75 |
|
HIGH |
2,620.00 |
|
0.618 |
2,604.50 |
|
0.500 |
2,600.00 |
|
0.382 |
2,595.25 |
|
LOW |
2,579.75 |
|
0.618 |
2,555.00 |
|
1.000 |
2,539.50 |
|
1.618 |
2,514.75 |
|
2.618 |
2,474.50 |
|
4.250 |
2,408.75 |
|
|