| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2011 |
02-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,294.27 |
2,327.87 |
33.60 |
1.5% |
2,207.68 |
| High |
2,314.90 |
2,331.12 |
16.22 |
0.7% |
2,331.12 |
| Low |
2,292.26 |
2,301.25 |
8.99 |
0.4% |
2,205.77 |
| Close |
2,309.20 |
2,302.04 |
-7.16 |
-0.3% |
2,302.04 |
| Range |
22.64 |
29.87 |
7.23 |
31.9% |
125.35 |
| ATR |
49.41 |
48.02 |
-1.40 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,401.08 |
2,381.43 |
2,318.47 |
|
| R3 |
2,371.21 |
2,351.56 |
2,310.25 |
|
| R2 |
2,341.34 |
2,341.34 |
2,307.52 |
|
| R1 |
2,321.69 |
2,321.69 |
2,304.78 |
2,316.58 |
| PP |
2,311.47 |
2,311.47 |
2,311.47 |
2,308.92 |
| S1 |
2,291.82 |
2,291.82 |
2,299.30 |
2,286.71 |
| S2 |
2,281.60 |
2,281.60 |
2,296.56 |
|
| S3 |
2,251.73 |
2,261.95 |
2,293.83 |
|
| S4 |
2,221.86 |
2,232.08 |
2,285.61 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,655.69 |
2,604.22 |
2,370.98 |
|
| R3 |
2,530.34 |
2,478.87 |
2,336.51 |
|
| R2 |
2,404.99 |
2,404.99 |
2,325.02 |
|
| R1 |
2,353.52 |
2,353.52 |
2,313.53 |
2,379.26 |
| PP |
2,279.64 |
2,279.64 |
2,279.64 |
2,292.51 |
| S1 |
2,228.17 |
2,228.17 |
2,290.55 |
2,253.91 |
| S2 |
2,154.29 |
2,154.29 |
2,279.06 |
|
| S3 |
2,028.94 |
2,102.82 |
2,267.57 |
|
| S4 |
1,903.59 |
1,977.47 |
2,233.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,331.12 |
2,205.77 |
125.35 |
5.4% |
27.70 |
1.2% |
77% |
True |
False |
|
| 10 |
2,331.12 |
2,150.71 |
180.41 |
7.8% |
29.99 |
1.3% |
84% |
True |
False |
|
| 20 |
2,402.51 |
2,150.71 |
251.80 |
10.9% |
36.12 |
1.6% |
60% |
False |
False |
|
| 40 |
2,412.52 |
2,150.71 |
261.81 |
11.4% |
38.12 |
1.7% |
58% |
False |
False |
|
| 60 |
2,412.52 |
2,042.90 |
369.62 |
16.1% |
44.91 |
2.0% |
70% |
False |
False |
|
| 80 |
2,412.52 |
2,035.30 |
377.22 |
16.4% |
46.75 |
2.0% |
71% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
17.5% |
48.13 |
2.1% |
66% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
17.5% |
45.46 |
2.0% |
66% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,458.07 |
|
2.618 |
2,409.32 |
|
1.618 |
2,379.45 |
|
1.000 |
2,360.99 |
|
0.618 |
2,349.58 |
|
HIGH |
2,331.12 |
|
0.618 |
2,319.71 |
|
0.500 |
2,316.19 |
|
0.382 |
2,312.66 |
|
LOW |
2,301.25 |
|
0.618 |
2,282.79 |
|
1.000 |
2,271.38 |
|
1.618 |
2,252.92 |
|
2.618 |
2,223.05 |
|
4.250 |
2,174.30 |
|
|