Day Change Summary |
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Previous |
Current |
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05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
2,336.55 |
2,327.65 |
-8.90 |
-0.4% |
2,207.68 |
High |
2,343.10 |
2,335.79 |
-7.31 |
-0.3% |
2,331.12 |
Low |
2,315.18 |
2,313.99 |
-1.19 |
-0.1% |
2,205.77 |
Close |
2,326.95 |
2,321.49 |
-5.46 |
-0.2% |
2,302.04 |
Range |
27.92 |
21.80 |
-6.12 |
-21.9% |
125.35 |
ATR |
47.52 |
45.68 |
-1.84 |
-3.9% |
0.00 |
Volume |
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Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,389.16 |
2,377.12 |
2,333.48 |
|
R3 |
2,367.36 |
2,355.32 |
2,327.49 |
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R2 |
2,345.56 |
2,345.56 |
2,325.49 |
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R1 |
2,333.52 |
2,333.52 |
2,323.49 |
2,328.64 |
PP |
2,323.76 |
2,323.76 |
2,323.76 |
2,321.32 |
S1 |
2,311.72 |
2,311.72 |
2,319.49 |
2,306.84 |
S2 |
2,301.96 |
2,301.96 |
2,317.49 |
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S3 |
2,280.16 |
2,289.92 |
2,315.50 |
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S4 |
2,258.36 |
2,268.12 |
2,309.50 |
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Weekly Pivots for week ending 02-Dec-2011 |
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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 |
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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 |
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S3 |
2,028.94 |
2,102.82 |
2,267.57 |
|
S4 |
1,903.59 |
1,977.47 |
2,233.10 |
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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 |
2,265.00 |
78.10 |
3.4% |
26.45 |
1.1% |
72% |
False |
False |
|
10 |
2,343.10 |
2,150.71 |
192.39 |
8.3% |
28.86 |
1.2% |
89% |
False |
False |
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20 |
2,402.51 |
2,150.71 |
251.80 |
10.8% |
34.81 |
1.5% |
68% |
False |
False |
|
40 |
2,412.52 |
2,150.71 |
261.81 |
11.3% |
37.41 |
1.6% |
65% |
False |
False |
|
60 |
2,412.52 |
2,042.90 |
369.62 |
15.9% |
43.94 |
1.9% |
75% |
False |
False |
|
80 |
2,412.52 |
2,035.30 |
377.22 |
16.2% |
45.68 |
2.0% |
76% |
False |
False |
|
100 |
2,438.44 |
2,034.92 |
403.52 |
17.4% |
47.89 |
2.1% |
71% |
False |
False |
|
120 |
2,438.44 |
2,034.92 |
403.52 |
17.4% |
45.25 |
1.9% |
71% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,428.44 |
2.618 |
2,392.86 |
1.618 |
2,371.06 |
1.000 |
2,357.59 |
0.618 |
2,349.26 |
HIGH |
2,335.79 |
0.618 |
2,327.46 |
0.500 |
2,324.89 |
0.382 |
2,322.32 |
LOW |
2,313.99 |
0.618 |
2,300.52 |
1.000 |
2,292.19 |
1.618 |
2,278.72 |
2.618 |
2,256.92 |
4.250 |
2,221.34 |
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