| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
4,553.0 |
4,554.0 |
1.0 |
0.0% |
4,537.0 |
| High |
4,577.0 |
4,564.0 |
-13.0 |
-0.3% |
4,582.0 |
| Low |
4,553.0 |
4,547.0 |
-6.0 |
-0.1% |
4,535.0 |
| Close |
4,555.0 |
4,549.0 |
-6.0 |
-0.1% |
4,555.0 |
| Range |
24.0 |
17.0 |
-7.0 |
-29.2% |
47.0 |
| ATR |
25.3 |
24.7 |
-0.6 |
-2.4% |
0.0 |
| Volume |
4,502 |
71,742 |
67,240 |
1,493.6% |
18,223 |
|
| Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,604.3 |
4,593.7 |
4,558.4 |
|
| R3 |
4,587.3 |
4,576.7 |
4,553.7 |
|
| R2 |
4,570.3 |
4,570.3 |
4,552.1 |
|
| R1 |
4,559.7 |
4,559.7 |
4,550.6 |
4,556.5 |
| PP |
4,553.3 |
4,553.3 |
4,553.3 |
4,551.8 |
| S1 |
4,542.7 |
4,542.7 |
4,547.4 |
4,539.5 |
| S2 |
4,536.3 |
4,536.3 |
4,545.9 |
|
| S3 |
4,519.3 |
4,525.7 |
4,544.3 |
|
| S4 |
4,502.3 |
4,508.7 |
4,539.7 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,698.3 |
4,673.7 |
4,580.9 |
|
| R3 |
4,651.3 |
4,626.7 |
4,567.9 |
|
| R2 |
4,604.3 |
4,604.3 |
4,563.6 |
|
| R1 |
4,579.7 |
4,579.7 |
4,559.3 |
4,592.0 |
| PP |
4,557.3 |
4,557.3 |
4,557.3 |
4,563.5 |
| S1 |
4,532.7 |
4,532.7 |
4,550.7 |
4,545.0 |
| S2 |
4,510.3 |
4,510.3 |
4,546.4 |
|
| S3 |
4,463.3 |
4,485.7 |
4,542.1 |
|
| S4 |
4,416.3 |
4,438.7 |
4,529.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,582.0 |
4,547.0 |
35.0 |
0.8% |
16.0 |
0.4% |
6% |
False |
True |
17,861 |
| 10 |
4,582.0 |
4,480.0 |
102.0 |
2.2% |
18.8 |
0.4% |
68% |
False |
False |
9,093 |
| 20 |
4,582.0 |
4,348.0 |
234.0 |
5.1% |
12.7 |
0.3% |
86% |
False |
False |
4,567 |
| 40 |
4,582.0 |
4,315.0 |
267.0 |
5.9% |
11.6 |
0.3% |
88% |
False |
False |
2,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,636.3 |
|
2.618 |
4,608.5 |
|
1.618 |
4,591.5 |
|
1.000 |
4,581.0 |
|
0.618 |
4,574.5 |
|
HIGH |
4,564.0 |
|
0.618 |
4,557.5 |
|
0.500 |
4,555.5 |
|
0.382 |
4,553.5 |
|
LOW |
4,547.0 |
|
0.618 |
4,536.5 |
|
1.000 |
4,530.0 |
|
1.618 |
4,519.5 |
|
2.618 |
4,502.5 |
|
4.250 |
4,474.8 |
|
|