Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
2,308.29 |
2,259.84 |
-48.45 |
-2.1% |
2,336.55 |
High |
2,316.90 |
2,260.52 |
-56.38 |
-2.4% |
2,343.10 |
Low |
2,258.71 |
2,219.68 |
-39.03 |
-1.7% |
2,278.42 |
Close |
2,268.37 |
2,233.03 |
-35.34 |
-1.6% |
2,318.68 |
Range |
58.19 |
40.84 |
-17.35 |
-29.8% |
64.68 |
ATR |
46.01 |
46.20 |
0.19 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,360.26 |
2,337.49 |
2,255.49 |
|
R3 |
2,319.42 |
2,296.65 |
2,244.26 |
|
R2 |
2,278.58 |
2,278.58 |
2,240.52 |
|
R1 |
2,255.81 |
2,255.81 |
2,236.77 |
2,246.78 |
PP |
2,237.74 |
2,237.74 |
2,237.74 |
2,233.23 |
S1 |
2,214.97 |
2,214.97 |
2,229.29 |
2,205.94 |
S2 |
2,196.90 |
2,196.90 |
2,225.54 |
|
S3 |
2,156.06 |
2,174.13 |
2,221.80 |
|
S4 |
2,115.22 |
2,133.29 |
2,210.57 |
|
|
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 |
2,325.64 |
2,219.68 |
105.96 |
4.7% |
40.88 |
1.8% |
13% |
False |
True |
|
10 |
2,343.10 |
2,219.68 |
123.42 |
5.5% |
34.62 |
1.6% |
11% |
False |
True |
|
20 |
2,365.13 |
2,150.71 |
214.42 |
9.6% |
34.98 |
1.6% |
38% |
False |
False |
|
40 |
2,412.52 |
2,150.71 |
261.81 |
11.7% |
37.86 |
1.7% |
31% |
False |
False |
|
60 |
2,412.52 |
2,042.90 |
369.62 |
16.6% |
43.55 |
2.0% |
51% |
False |
False |
|
80 |
2,412.52 |
2,042.90 |
369.62 |
16.6% |
44.81 |
2.0% |
51% |
False |
False |
|
100 |
2,438.44 |
2,034.92 |
403.52 |
18.1% |
48.39 |
2.2% |
49% |
False |
False |
|
120 |
2,438.44 |
2,034.92 |
403.52 |
18.1% |
45.49 |
2.0% |
49% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,434.09 |
2.618 |
2,367.44 |
1.618 |
2,326.60 |
1.000 |
2,301.36 |
0.618 |
2,285.76 |
HIGH |
2,260.52 |
0.618 |
2,244.92 |
0.500 |
2,240.10 |
0.382 |
2,235.28 |
LOW |
2,219.68 |
0.618 |
2,194.44 |
1.000 |
2,178.84 |
1.618 |
2,153.60 |
2.618 |
2,112.76 |
4.250 |
2,046.11 |
|
|