| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,650.00 |
2,627.00 |
-23.00 |
-0.9% |
2,656.50 |
| High |
2,650.00 |
2,627.00 |
-23.00 |
-0.9% |
2,705.75 |
| Low |
2,623.00 |
2,591.00 |
-32.00 |
-1.2% |
2,639.50 |
| Close |
2,623.00 |
2,615.25 |
-7.75 |
-0.3% |
2,655.00 |
| Range |
27.00 |
36.00 |
9.00 |
33.3% |
66.25 |
| ATR |
22.40 |
23.37 |
0.97 |
4.3% |
0.00 |
| Volume |
53 |
6 |
-47 |
-88.7% |
392 |
|
| Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,719.00 |
2,703.25 |
2,635.00 |
|
| R3 |
2,683.00 |
2,667.25 |
2,625.25 |
|
| R2 |
2,647.00 |
2,647.00 |
2,621.75 |
|
| R1 |
2,631.25 |
2,631.25 |
2,618.50 |
2,621.00 |
| PP |
2,611.00 |
2,611.00 |
2,611.00 |
2,606.00 |
| S1 |
2,595.25 |
2,595.25 |
2,612.00 |
2,585.00 |
| S2 |
2,575.00 |
2,575.00 |
2,608.75 |
|
| S3 |
2,539.00 |
2,559.25 |
2,605.25 |
|
| S4 |
2,503.00 |
2,523.25 |
2,595.50 |
|
|
| 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 |
2,689.00 |
2,591.00 |
98.00 |
3.7% |
22.75 |
0.9% |
25% |
False |
True |
98 |
| 10 |
2,705.75 |
2,591.00 |
114.75 |
4.4% |
13.25 |
0.5% |
21% |
False |
True |
50 |
| 20 |
2,705.75 |
2,591.00 |
114.75 |
4.4% |
7.50 |
0.3% |
21% |
False |
True |
26 |
| 40 |
2,705.75 |
2,502.00 |
203.75 |
7.8% |
4.25 |
0.2% |
56% |
False |
False |
13 |
| 60 |
2,809.50 |
2,502.00 |
307.50 |
11.8% |
3.50 |
0.1% |
37% |
False |
False |
9 |
| 80 |
2,842.50 |
2,502.00 |
340.50 |
13.0% |
3.25 |
0.1% |
33% |
False |
False |
7 |
| 100 |
2,842.50 |
2,502.00 |
340.50 |
13.0% |
2.75 |
0.1% |
33% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,780.00 |
|
2.618 |
2,721.25 |
|
1.618 |
2,685.25 |
|
1.000 |
2,663.00 |
|
0.618 |
2,649.25 |
|
HIGH |
2,627.00 |
|
0.618 |
2,613.25 |
|
0.500 |
2,609.00 |
|
0.382 |
2,604.75 |
|
LOW |
2,591.00 |
|
0.618 |
2,568.75 |
|
1.000 |
2,555.00 |
|
1.618 |
2,532.75 |
|
2.618 |
2,496.75 |
|
4.250 |
2,438.00 |
|
|