| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,295.43 |
2,308.29 |
12.86 |
0.6% |
2,336.55 |
| High |
2,295.53 |
2,316.90 |
21.37 |
0.9% |
2,343.10 |
| Low |
2,274.15 |
2,258.71 |
-15.44 |
-0.7% |
2,278.42 |
| Close |
2,292.24 |
2,268.37 |
-23.87 |
-1.0% |
2,318.68 |
| Range |
21.38 |
58.19 |
36.81 |
172.2% |
64.68 |
| ATR |
45.07 |
46.01 |
0.94 |
2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,455.90 |
2,420.32 |
2,300.37 |
|
| R3 |
2,397.71 |
2,362.13 |
2,284.37 |
|
| R2 |
2,339.52 |
2,339.52 |
2,279.04 |
|
| R1 |
2,303.94 |
2,303.94 |
2,273.70 |
2,292.64 |
| PP |
2,281.33 |
2,281.33 |
2,281.33 |
2,275.67 |
| S1 |
2,245.75 |
2,245.75 |
2,263.04 |
2,234.45 |
| S2 |
2,223.14 |
2,223.14 |
2,257.70 |
|
| S3 |
2,164.95 |
2,187.56 |
2,252.37 |
|
| S4 |
2,106.76 |
2,129.37 |
2,236.37 |
|
|
| 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 |
|
| 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 |
|
| S3 |
2,184.04 |
2,219.02 |
2,300.89 |
|
| S4 |
2,119.36 |
2,154.34 |
2,283.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,331.73 |
2,258.71 |
73.02 |
3.2% |
40.63 |
1.8% |
13% |
False |
True |
|
| 10 |
2,343.10 |
2,258.71 |
84.39 |
3.7% |
33.54 |
1.5% |
11% |
False |
True |
|
| 20 |
2,375.10 |
2,150.71 |
224.39 |
9.9% |
35.10 |
1.5% |
52% |
False |
False |
|
| 40 |
2,412.52 |
2,150.71 |
261.81 |
11.5% |
38.47 |
1.7% |
45% |
False |
False |
|
| 60 |
2,412.52 |
2,042.90 |
369.62 |
16.3% |
43.61 |
1.9% |
61% |
False |
False |
|
| 80 |
2,412.52 |
2,038.14 |
374.38 |
16.5% |
44.89 |
2.0% |
61% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
17.8% |
48.29 |
2.1% |
58% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
17.8% |
45.43 |
2.0% |
58% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,564.21 |
|
2.618 |
2,469.24 |
|
1.618 |
2,411.05 |
|
1.000 |
2,375.09 |
|
0.618 |
2,352.86 |
|
HIGH |
2,316.90 |
|
0.618 |
2,294.67 |
|
0.500 |
2,287.81 |
|
0.382 |
2,280.94 |
|
LOW |
2,258.71 |
|
0.618 |
2,222.75 |
|
1.000 |
2,200.52 |
|
1.618 |
2,164.56 |
|
2.618 |
2,106.37 |
|
4.250 |
2,011.40 |
|
|