| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,253.14 |
2,238.91 |
-14.23 |
-0.6% |
2,295.43 |
| High |
2,253.21 |
2,267.55 |
14.34 |
0.6% |
2,316.90 |
| Low |
2,223.52 |
2,234.30 |
10.78 |
0.5% |
2,219.68 |
| Close |
2,226.71 |
2,238.18 |
11.47 |
0.5% |
2,238.18 |
| Range |
29.69 |
33.25 |
3.56 |
12.0% |
97.22 |
| ATR |
45.02 |
44.72 |
-0.30 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,346.43 |
2,325.55 |
2,256.47 |
|
| R3 |
2,313.18 |
2,292.30 |
2,247.32 |
|
| R2 |
2,279.93 |
2,279.93 |
2,244.28 |
|
| R1 |
2,259.05 |
2,259.05 |
2,241.23 |
2,252.87 |
| PP |
2,246.68 |
2,246.68 |
2,246.68 |
2,243.58 |
| S1 |
2,225.80 |
2,225.80 |
2,235.13 |
2,219.62 |
| S2 |
2,213.43 |
2,213.43 |
2,232.08 |
|
| S3 |
2,180.18 |
2,192.55 |
2,229.04 |
|
| S4 |
2,146.93 |
2,159.30 |
2,219.89 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,549.91 |
2,491.27 |
2,291.65 |
|
| R3 |
2,452.69 |
2,394.05 |
2,264.92 |
|
| R2 |
2,355.47 |
2,355.47 |
2,256.00 |
|
| R1 |
2,296.83 |
2,296.83 |
2,247.09 |
2,277.54 |
| PP |
2,258.25 |
2,258.25 |
2,258.25 |
2,248.61 |
| S1 |
2,199.61 |
2,199.61 |
2,229.27 |
2,180.32 |
| S2 |
2,161.03 |
2,161.03 |
2,220.36 |
|
| S3 |
2,063.81 |
2,102.39 |
2,211.44 |
|
| S4 |
1,966.59 |
2,005.17 |
2,184.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,316.90 |
2,219.68 |
97.22 |
4.3% |
36.67 |
1.6% |
19% |
False |
False |
|
| 10 |
2,343.10 |
2,219.68 |
123.42 |
5.5% |
35.66 |
1.6% |
15% |
False |
False |
|
| 20 |
2,343.10 |
2,150.71 |
192.39 |
8.6% |
32.83 |
1.5% |
45% |
False |
False |
|
| 40 |
2,412.52 |
2,150.71 |
261.81 |
11.7% |
37.19 |
1.7% |
33% |
False |
False |
|
| 60 |
2,412.52 |
2,042.90 |
369.62 |
16.5% |
42.40 |
1.9% |
53% |
False |
False |
|
| 80 |
2,412.52 |
2,042.90 |
369.62 |
16.5% |
44.07 |
2.0% |
53% |
False |
False |
|
| 100 |
2,412.52 |
2,034.92 |
377.60 |
16.9% |
48.28 |
2.2% |
54% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
18.0% |
45.35 |
2.0% |
50% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,408.86 |
|
2.618 |
2,354.60 |
|
1.618 |
2,321.35 |
|
1.000 |
2,300.80 |
|
0.618 |
2,288.10 |
|
HIGH |
2,267.55 |
|
0.618 |
2,254.85 |
|
0.500 |
2,250.93 |
|
0.382 |
2,247.00 |
|
LOW |
2,234.30 |
|
0.618 |
2,213.75 |
|
1.000 |
2,201.05 |
|
1.618 |
2,180.50 |
|
2.618 |
2,147.25 |
|
4.250 |
2,092.99 |
|
|