Day Change Summary |
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Previous |
Current |
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14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
2,259.84 |
2,253.14 |
-6.70 |
-0.3% |
2,336.55 |
High |
2,260.52 |
2,253.21 |
-7.31 |
-0.3% |
2,343.10 |
Low |
2,219.68 |
2,223.52 |
3.84 |
0.2% |
2,278.42 |
Close |
2,233.03 |
2,226.71 |
-6.32 |
-0.3% |
2,318.68 |
Range |
40.84 |
29.69 |
-11.15 |
-27.3% |
64.68 |
ATR |
46.20 |
45.02 |
-1.18 |
-2.6% |
0.00 |
Volume |
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Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,323.55 |
2,304.82 |
2,243.04 |
|
R3 |
2,293.86 |
2,275.13 |
2,234.87 |
|
R2 |
2,264.17 |
2,264.17 |
2,232.15 |
|
R1 |
2,245.44 |
2,245.44 |
2,229.43 |
2,239.96 |
PP |
2,234.48 |
2,234.48 |
2,234.48 |
2,231.74 |
S1 |
2,215.75 |
2,215.75 |
2,223.99 |
2,210.27 |
S2 |
2,204.79 |
2,204.79 |
2,221.27 |
|
S3 |
2,175.10 |
2,186.06 |
2,218.55 |
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S4 |
2,145.41 |
2,156.37 |
2,210.38 |
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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 |
|
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 |
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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 |
2,325.64 |
2,219.68 |
105.96 |
4.8% |
37.69 |
1.7% |
7% |
False |
False |
|
10 |
2,343.10 |
2,219.68 |
123.42 |
5.5% |
35.33 |
1.6% |
6% |
False |
False |
|
20 |
2,343.10 |
2,150.71 |
192.39 |
8.6% |
34.31 |
1.5% |
40% |
False |
False |
|
40 |
2,412.52 |
2,150.71 |
261.81 |
11.8% |
37.43 |
1.7% |
29% |
False |
False |
|
60 |
2,412.52 |
2,042.90 |
369.62 |
16.6% |
42.98 |
1.9% |
50% |
False |
False |
|
80 |
2,412.52 |
2,042.90 |
369.62 |
16.6% |
44.19 |
2.0% |
50% |
False |
False |
|
100 |
2,416.22 |
2,034.92 |
381.30 |
17.1% |
48.49 |
2.2% |
50% |
False |
False |
|
120 |
2,438.44 |
2,034.92 |
403.52 |
18.1% |
45.33 |
2.0% |
48% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,379.39 |
2.618 |
2,330.94 |
1.618 |
2,301.25 |
1.000 |
2,282.90 |
0.618 |
2,271.56 |
HIGH |
2,253.21 |
0.618 |
2,241.87 |
0.500 |
2,238.37 |
0.382 |
2,234.86 |
LOW |
2,223.52 |
0.618 |
2,205.17 |
1.000 |
2,193.83 |
1.618 |
2,175.48 |
2.618 |
2,145.79 |
4.250 |
2,097.34 |
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