| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
4,571.0 |
4,603.0 |
32.0 |
0.7% |
4,537.0 |
| High |
4,592.0 |
4,606.0 |
14.0 |
0.3% |
4,582.0 |
| Low |
4,571.0 |
4,580.0 |
9.0 |
0.2% |
4,535.0 |
| Close |
4,578.0 |
4,603.0 |
25.0 |
0.5% |
4,555.0 |
| Range |
21.0 |
26.0 |
5.0 |
23.8% |
47.0 |
| ATR |
26.0 |
26.2 |
0.1 |
0.5% |
0.0 |
| Volume |
126,904 |
73,732 |
-53,172 |
-41.9% |
18,223 |
|
| Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,674.3 |
4,664.7 |
4,617.3 |
|
| R3 |
4,648.3 |
4,638.7 |
4,610.2 |
|
| R2 |
4,622.3 |
4,622.3 |
4,607.8 |
|
| R1 |
4,612.7 |
4,612.7 |
4,605.4 |
4,616.0 |
| PP |
4,596.3 |
4,596.3 |
4,596.3 |
4,598.0 |
| S1 |
4,586.7 |
4,586.7 |
4,600.6 |
4,590.0 |
| S2 |
4,570.3 |
4,570.3 |
4,598.2 |
|
| S3 |
4,544.3 |
4,560.7 |
4,595.9 |
|
| S4 |
4,518.3 |
4,534.7 |
4,588.7 |
|
|
| 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 |
4,606.0 |
4,547.0 |
59.0 |
1.3% |
19.8 |
0.4% |
95% |
True |
False |
56,433 |
| 10 |
4,606.0 |
4,485.0 |
121.0 |
2.6% |
18.2 |
0.4% |
98% |
True |
False |
29,123 |
| 20 |
4,606.0 |
4,390.0 |
216.0 |
4.7% |
14.2 |
0.3% |
99% |
True |
False |
14,596 |
| 40 |
4,606.0 |
4,315.0 |
291.0 |
6.3% |
12.8 |
0.3% |
99% |
True |
False |
7,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,716.5 |
|
2.618 |
4,674.1 |
|
1.618 |
4,648.1 |
|
1.000 |
4,632.0 |
|
0.618 |
4,622.1 |
|
HIGH |
4,606.0 |
|
0.618 |
4,596.1 |
|
0.500 |
4,593.0 |
|
0.382 |
4,589.9 |
|
LOW |
4,580.0 |
|
0.618 |
4,563.9 |
|
1.000 |
4,554.0 |
|
1.618 |
4,537.9 |
|
2.618 |
4,511.9 |
|
4.250 |
4,469.5 |
|
|