| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
31-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
12,879 |
12,700 |
-179 |
-1.4% |
13,084 |
| High |
12,891 |
12,952 |
61 |
0.5% |
13,084 |
| Low |
12,702 |
12,700 |
-2 |
0.0% |
12,702 |
| Close |
12,702 |
12,952 |
250 |
2.0% |
12,702 |
| Range |
189 |
252 |
63 |
33.3% |
382 |
| ATR |
92 |
103 |
11 |
12.5% |
0 |
| Volume |
19 |
17 |
-2 |
-10.5% |
28 |
|
| Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,624 |
13,540 |
13,091 |
|
| R3 |
13,372 |
13,288 |
13,021 |
|
| R2 |
13,120 |
13,120 |
12,998 |
|
| R1 |
13,036 |
13,036 |
12,975 |
13,078 |
| PP |
12,868 |
12,868 |
12,868 |
12,889 |
| S1 |
12,784 |
12,784 |
12,929 |
12,826 |
| S2 |
12,616 |
12,616 |
12,906 |
|
| S3 |
12,364 |
12,532 |
12,883 |
|
| S4 |
12,112 |
12,280 |
12,814 |
|
|
| 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 |
12,700 |
384 |
3.0% |
139 |
1.1% |
66% |
False |
True |
9 |
| 10 |
13,204 |
12,700 |
504 |
3.9% |
89 |
0.7% |
50% |
False |
True |
6 |
| 20 |
13,204 |
12,700 |
504 |
3.9% |
58 |
0.4% |
50% |
False |
True |
6 |
| 40 |
13,204 |
12,342 |
862 |
6.7% |
57 |
0.4% |
71% |
False |
False |
8 |
| 60 |
13,405 |
12,342 |
1,063 |
8.2% |
48 |
0.4% |
57% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,023 |
|
2.618 |
13,612 |
|
1.618 |
13,360 |
|
1.000 |
13,204 |
|
0.618 |
13,108 |
|
HIGH |
12,952 |
|
0.618 |
12,856 |
|
0.500 |
12,826 |
|
0.382 |
12,796 |
|
LOW |
12,700 |
|
0.618 |
12,544 |
|
1.000 |
12,448 |
|
1.618 |
12,292 |
|
2.618 |
12,040 |
|
4.250 |
11,629 |
|
|