Day Change Summary |
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Previous |
Current |
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09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
2,287.27 |
2,295.43 |
8.16 |
0.4% |
2,336.55 |
High |
2,325.64 |
2,295.53 |
-30.11 |
-1.3% |
2,343.10 |
Low |
2,287.27 |
2,274.15 |
-13.12 |
-0.6% |
2,278.42 |
Close |
2,318.68 |
2,292.24 |
-26.44 |
-1.1% |
2,318.68 |
Range |
38.37 |
21.38 |
-16.99 |
-44.3% |
64.68 |
ATR |
45.11 |
45.07 |
-0.04 |
-0.1% |
0.00 |
Volume |
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Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,351.45 |
2,343.22 |
2,304.00 |
|
R3 |
2,330.07 |
2,321.84 |
2,298.12 |
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R2 |
2,308.69 |
2,308.69 |
2,296.16 |
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R1 |
2,300.46 |
2,300.46 |
2,294.20 |
2,293.89 |
PP |
2,287.31 |
2,287.31 |
2,287.31 |
2,284.02 |
S1 |
2,279.08 |
2,279.08 |
2,290.28 |
2,272.51 |
S2 |
2,265.93 |
2,265.93 |
2,288.32 |
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S3 |
2,244.55 |
2,257.70 |
2,286.36 |
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S4 |
2,223.17 |
2,236.32 |
2,280.48 |
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Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,507.44 |
2,477.74 |
2,354.25 |
|
R3 |
2,442.76 |
2,413.06 |
2,336.47 |
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R2 |
2,378.08 |
2,378.08 |
2,330.54 |
|
R1 |
2,348.38 |
2,348.38 |
2,324.61 |
2,330.89 |
PP |
2,313.40 |
2,313.40 |
2,313.40 |
2,304.66 |
S1 |
2,283.70 |
2,283.70 |
2,312.75 |
2,266.21 |
S2 |
2,248.72 |
2,248.72 |
2,306.82 |
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S3 |
2,184.04 |
2,219.02 |
2,300.89 |
|
S4 |
2,119.36 |
2,154.34 |
2,283.11 |
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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 |
2,335.79 |
2,274.15 |
61.64 |
2.7% |
33.35 |
1.5% |
29% |
False |
True |
|
10 |
2,343.10 |
2,205.77 |
137.33 |
6.0% |
31.20 |
1.4% |
63% |
False |
False |
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20 |
2,375.10 |
2,150.71 |
224.39 |
9.8% |
33.64 |
1.5% |
63% |
False |
False |
|
40 |
2,412.52 |
2,150.71 |
261.81 |
11.4% |
38.13 |
1.7% |
54% |
False |
False |
|
60 |
2,412.52 |
2,042.90 |
369.62 |
16.1% |
43.63 |
1.9% |
67% |
False |
False |
|
80 |
2,412.52 |
2,035.30 |
377.22 |
16.5% |
45.00 |
2.0% |
68% |
False |
False |
|
100 |
2,438.44 |
2,034.92 |
403.52 |
17.6% |
48.02 |
2.1% |
64% |
False |
False |
|
120 |
2,438.44 |
2,034.92 |
403.52 |
17.6% |
45.38 |
2.0% |
64% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,386.40 |
2.618 |
2,351.50 |
1.618 |
2,330.12 |
1.000 |
2,316.91 |
0.618 |
2,308.74 |
HIGH |
2,295.53 |
0.618 |
2,287.36 |
0.500 |
2,284.84 |
0.382 |
2,282.32 |
LOW |
2,274.15 |
0.618 |
2,260.94 |
1.000 |
2,252.77 |
1.618 |
2,239.56 |
2.618 |
2,218.18 |
4.250 |
2,183.29 |
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