| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
31-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,606.75 |
2,577.25 |
-29.50 |
-1.1% |
2,644.25 |
| High |
2,620.00 |
2,652.00 |
32.00 |
1.2% |
2,650.00 |
| Low |
2,579.75 |
2,569.50 |
-10.25 |
-0.4% |
2,579.75 |
| Close |
2,579.75 |
2,648.25 |
68.50 |
2.7% |
2,579.75 |
| Range |
40.25 |
82.50 |
42.25 |
105.0% |
70.25 |
| ATR |
24.58 |
28.71 |
4.14 |
16.8% |
0.00 |
| Volume |
59 |
17 |
-42 |
-71.2% |
165 |
|
| Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,870.75 |
2,842.00 |
2,693.50 |
|
| R3 |
2,788.25 |
2,759.50 |
2,671.00 |
|
| R2 |
2,705.75 |
2,705.75 |
2,663.50 |
|
| R1 |
2,677.00 |
2,677.00 |
2,655.75 |
2,691.50 |
| PP |
2,623.25 |
2,623.25 |
2,623.25 |
2,630.50 |
| S1 |
2,594.50 |
2,594.50 |
2,640.75 |
2,609.00 |
| S2 |
2,540.75 |
2,540.75 |
2,633.00 |
|
| S3 |
2,458.25 |
2,512.00 |
2,625.50 |
|
| S4 |
2,375.75 |
2,429.50 |
2,603.00 |
|
|
| 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 |
2,652.00 |
2,569.50 |
82.50 |
3.1% |
37.25 |
1.4% |
95% |
True |
True |
36 |
| 10 |
2,705.75 |
2,569.50 |
136.25 |
5.1% |
25.50 |
1.0% |
58% |
False |
True |
57 |
| 20 |
2,705.75 |
2,569.50 |
136.25 |
5.1% |
13.50 |
0.5% |
58% |
False |
True |
29 |
| 40 |
2,705.75 |
2,502.00 |
203.75 |
7.7% |
7.25 |
0.3% |
72% |
False |
False |
15 |
| 60 |
2,792.25 |
2,502.00 |
290.25 |
11.0% |
5.50 |
0.2% |
50% |
False |
False |
10 |
| 80 |
2,842.50 |
2,502.00 |
340.50 |
12.9% |
4.75 |
0.2% |
43% |
False |
False |
8 |
| 100 |
2,842.50 |
2,502.00 |
340.50 |
12.9% |
4.00 |
0.1% |
43% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,002.50 |
|
2.618 |
2,868.00 |
|
1.618 |
2,785.50 |
|
1.000 |
2,734.50 |
|
0.618 |
2,703.00 |
|
HIGH |
2,652.00 |
|
0.618 |
2,620.50 |
|
0.500 |
2,610.75 |
|
0.382 |
2,601.00 |
|
LOW |
2,569.50 |
|
0.618 |
2,518.50 |
|
1.000 |
2,487.00 |
|
1.618 |
2,436.00 |
|
2.618 |
2,353.50 |
|
4.250 |
2,219.00 |
|
|