| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
12,970 |
12,879 |
-91 |
-0.7% |
13,084 |
| High |
12,970 |
12,891 |
-79 |
-0.6% |
13,084 |
| Low |
12,822 |
12,702 |
-120 |
-0.9% |
12,702 |
| Close |
12,922 |
12,702 |
-220 |
-1.7% |
12,702 |
| Range |
148 |
189 |
41 |
27.7% |
382 |
| ATR |
82 |
92 |
10 |
12.0% |
0 |
| Volume |
4 |
19 |
15 |
375.0% |
28 |
|
| Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,332 |
13,206 |
12,806 |
|
| R3 |
13,143 |
13,017 |
12,754 |
|
| R2 |
12,954 |
12,954 |
12,737 |
|
| R1 |
12,828 |
12,828 |
12,719 |
12,797 |
| PP |
12,765 |
12,765 |
12,765 |
12,749 |
| S1 |
12,639 |
12,639 |
12,685 |
12,608 |
| S2 |
12,576 |
12,576 |
12,667 |
|
| S3 |
12,387 |
12,450 |
12,650 |
|
| S4 |
12,198 |
12,261 |
12,598 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,975 |
13,721 |
12,912 |
|
| R3 |
13,593 |
13,339 |
12,807 |
|
| R2 |
13,211 |
13,211 |
12,772 |
|
| R1 |
12,957 |
12,957 |
12,737 |
12,893 |
| PP |
12,829 |
12,829 |
12,829 |
12,798 |
| S1 |
12,575 |
12,575 |
12,667 |
12,511 |
| S2 |
12,447 |
12,447 |
12,632 |
|
| S3 |
12,065 |
12,193 |
12,597 |
|
| S4 |
11,683 |
11,811 |
12,492 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,084 |
12,702 |
382 |
3.0% |
102 |
0.8% |
0% |
False |
True |
5 |
| 10 |
13,204 |
12,702 |
502 |
4.0% |
67 |
0.5% |
0% |
False |
True |
5 |
| 20 |
13,204 |
12,702 |
502 |
4.0% |
45 |
0.4% |
0% |
False |
True |
6 |
| 40 |
13,204 |
12,342 |
862 |
6.8% |
52 |
0.4% |
42% |
False |
False |
8 |
| 60 |
13,405 |
12,342 |
1,063 |
8.4% |
45 |
0.4% |
34% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,694 |
|
2.618 |
13,386 |
|
1.618 |
13,197 |
|
1.000 |
13,080 |
|
0.618 |
13,008 |
|
HIGH |
12,891 |
|
0.618 |
12,819 |
|
0.500 |
12,797 |
|
0.382 |
12,774 |
|
LOW |
12,702 |
|
0.618 |
12,585 |
|
1.000 |
12,513 |
|
1.618 |
12,396 |
|
2.618 |
12,207 |
|
4.250 |
11,899 |
|
|