| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,676.00 |
2,673.25 |
-2.75 |
-0.1% |
2,656.50 |
| High |
2,689.00 |
2,673.25 |
-15.75 |
-0.6% |
2,705.75 |
| Low |
2,673.50 |
2,639.50 |
-34.00 |
-1.3% |
2,639.50 |
| Close |
2,684.50 |
2,655.00 |
-29.50 |
-1.1% |
2,655.00 |
| Range |
15.50 |
33.75 |
18.25 |
117.7% |
66.25 |
| ATR |
21.13 |
22.84 |
1.70 |
8.1% |
0.00 |
| Volume |
378 |
9 |
-369 |
-97.6% |
392 |
|
| Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,757.25 |
2,739.75 |
2,673.50 |
|
| R3 |
2,723.50 |
2,706.00 |
2,664.25 |
|
| R2 |
2,689.75 |
2,689.75 |
2,661.25 |
|
| R1 |
2,672.25 |
2,672.25 |
2,658.00 |
2,664.00 |
| PP |
2,656.00 |
2,656.00 |
2,656.00 |
2,651.75 |
| S1 |
2,638.50 |
2,638.50 |
2,652.00 |
2,630.50 |
| S2 |
2,622.25 |
2,622.25 |
2,648.75 |
|
| S3 |
2,588.50 |
2,604.75 |
2,645.75 |
|
| S4 |
2,554.75 |
2,571.00 |
2,636.50 |
|
|
| 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 |
2,639.50 |
66.25 |
2.5% |
13.50 |
0.5% |
23% |
False |
True |
78 |
| 10 |
2,705.75 |
2,617.75 |
88.00 |
3.3% |
8.50 |
0.3% |
42% |
False |
False |
40 |
| 20 |
2,705.75 |
2,617.75 |
88.00 |
3.3% |
4.25 |
0.2% |
42% |
False |
False |
21 |
| 40 |
2,705.75 |
2,502.00 |
203.75 |
7.7% |
2.50 |
0.1% |
75% |
False |
False |
11 |
| 60 |
2,809.50 |
2,502.00 |
307.50 |
11.6% |
2.50 |
0.1% |
50% |
False |
False |
7 |
| 80 |
2,842.50 |
2,502.00 |
340.50 |
12.8% |
2.50 |
0.1% |
45% |
False |
False |
6 |
| 100 |
2,842.50 |
2,502.00 |
340.50 |
12.8% |
2.00 |
0.1% |
45% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,816.75 |
|
2.618 |
2,761.50 |
|
1.618 |
2,727.75 |
|
1.000 |
2,707.00 |
|
0.618 |
2,694.00 |
|
HIGH |
2,673.25 |
|
0.618 |
2,660.25 |
|
0.500 |
2,656.50 |
|
0.382 |
2,652.50 |
|
LOW |
2,639.50 |
|
0.618 |
2,618.75 |
|
1.000 |
2,605.75 |
|
1.618 |
2,585.00 |
|
2.618 |
2,551.25 |
|
4.250 |
2,496.00 |
|
|