| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,312.55 |
2,309.53 |
-3.02 |
-0.1% |
2,207.68 |
| High |
2,331.73 |
2,324.04 |
-7.69 |
-0.3% |
2,331.12 |
| Low |
2,292.15 |
2,278.42 |
-13.73 |
-0.6% |
2,205.77 |
| Close |
2,320.54 |
2,282.59 |
-37.95 |
-1.6% |
2,302.04 |
| Range |
39.58 |
45.62 |
6.04 |
15.3% |
125.35 |
| ATR |
45.25 |
45.27 |
0.03 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,431.88 |
2,402.85 |
2,307.68 |
|
| R3 |
2,386.26 |
2,357.23 |
2,295.14 |
|
| R2 |
2,340.64 |
2,340.64 |
2,290.95 |
|
| R1 |
2,311.61 |
2,311.61 |
2,286.77 |
2,303.32 |
| PP |
2,295.02 |
2,295.02 |
2,295.02 |
2,290.87 |
| S1 |
2,265.99 |
2,265.99 |
2,278.41 |
2,257.70 |
| S2 |
2,249.40 |
2,249.40 |
2,274.23 |
|
| S3 |
2,203.78 |
2,220.37 |
2,270.04 |
|
| S4 |
2,158.16 |
2,174.75 |
2,257.50 |
|
|
| 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 |
2,278.42 |
64.68 |
2.8% |
32.96 |
1.4% |
6% |
False |
True |
|
| 10 |
2,343.10 |
2,150.71 |
192.39 |
8.4% |
30.50 |
1.3% |
69% |
False |
False |
|
| 20 |
2,375.10 |
2,150.71 |
224.39 |
9.8% |
34.70 |
1.5% |
59% |
False |
False |
|
| 40 |
2,412.52 |
2,150.71 |
261.81 |
11.5% |
38.09 |
1.7% |
50% |
False |
False |
|
| 60 |
2,412.52 |
2,042.90 |
369.62 |
16.2% |
43.65 |
1.9% |
65% |
False |
False |
|
| 80 |
2,412.52 |
2,035.30 |
377.22 |
16.5% |
45.74 |
2.0% |
66% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
17.7% |
48.09 |
2.1% |
61% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
17.7% |
45.46 |
2.0% |
61% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,517.93 |
|
2.618 |
2,443.47 |
|
1.618 |
2,397.85 |
|
1.000 |
2,369.66 |
|
0.618 |
2,352.23 |
|
HIGH |
2,324.04 |
|
0.618 |
2,306.61 |
|
0.500 |
2,301.23 |
|
0.382 |
2,295.85 |
|
LOW |
2,278.42 |
|
0.618 |
2,250.23 |
|
1.000 |
2,232.80 |
|
1.618 |
2,204.61 |
|
2.618 |
2,158.99 |
|
4.250 |
2,084.54 |
|
|