| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,327.87 |
2,336.55 |
8.68 |
0.4% |
2,207.68 |
| High |
2,331.12 |
2,343.10 |
11.98 |
0.5% |
2,331.12 |
| Low |
2,301.25 |
2,315.18 |
13.93 |
0.6% |
2,205.77 |
| Close |
2,302.04 |
2,326.95 |
24.91 |
1.1% |
2,302.04 |
| Range |
29.87 |
27.92 |
-1.95 |
-6.5% |
125.35 |
| ATR |
48.02 |
47.52 |
-0.50 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,412.17 |
2,397.48 |
2,342.31 |
|
| R3 |
2,384.25 |
2,369.56 |
2,334.63 |
|
| R2 |
2,356.33 |
2,356.33 |
2,332.07 |
|
| R1 |
2,341.64 |
2,341.64 |
2,329.51 |
2,335.03 |
| PP |
2,328.41 |
2,328.41 |
2,328.41 |
2,325.10 |
| S1 |
2,313.72 |
2,313.72 |
2,324.39 |
2,307.11 |
| S2 |
2,300.49 |
2,300.49 |
2,321.83 |
|
| S3 |
2,272.57 |
2,285.80 |
2,319.27 |
|
| S4 |
2,244.65 |
2,257.88 |
2,311.59 |
|
|
| 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 |
2,343.10 |
2,205.77 |
137.33 |
5.9% |
29.06 |
1.2% |
88% |
True |
False |
|
| 10 |
2,343.10 |
2,150.71 |
192.39 |
8.3% |
30.42 |
1.3% |
92% |
True |
False |
|
| 20 |
2,402.51 |
2,150.71 |
251.80 |
10.8% |
35.87 |
1.5% |
70% |
False |
False |
|
| 40 |
2,412.52 |
2,150.71 |
261.81 |
11.3% |
37.89 |
1.6% |
67% |
False |
False |
|
| 60 |
2,412.52 |
2,042.90 |
369.62 |
15.9% |
44.46 |
1.9% |
77% |
False |
False |
|
| 80 |
2,412.52 |
2,035.30 |
377.22 |
16.2% |
45.91 |
2.0% |
77% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
17.3% |
47.88 |
2.1% |
72% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
17.3% |
45.36 |
1.9% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,461.76 |
|
2.618 |
2,416.19 |
|
1.618 |
2,388.27 |
|
1.000 |
2,371.02 |
|
0.618 |
2,360.35 |
|
HIGH |
2,343.10 |
|
0.618 |
2,332.43 |
|
0.500 |
2,329.14 |
|
0.382 |
2,325.85 |
|
LOW |
2,315.18 |
|
0.618 |
2,297.93 |
|
1.000 |
2,287.26 |
|
1.618 |
2,270.01 |
|
2.618 |
2,242.09 |
|
4.250 |
2,196.52 |
|
|