| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,238.91 |
2,244.37 |
5.46 |
0.2% |
2,295.43 |
| High |
2,267.55 |
2,250.27 |
-17.28 |
-0.8% |
2,316.90 |
| Low |
2,234.30 |
2,209.57 |
-24.73 |
-1.1% |
2,219.68 |
| Close |
2,238.18 |
2,215.27 |
-22.91 |
-1.0% |
2,238.18 |
| Range |
33.25 |
40.70 |
7.45 |
22.4% |
97.22 |
| ATR |
44.72 |
44.44 |
-0.29 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,347.14 |
2,321.90 |
2,237.66 |
|
| R3 |
2,306.44 |
2,281.20 |
2,226.46 |
|
| R2 |
2,265.74 |
2,265.74 |
2,222.73 |
|
| R1 |
2,240.50 |
2,240.50 |
2,219.00 |
2,232.77 |
| PP |
2,225.04 |
2,225.04 |
2,225.04 |
2,221.17 |
| S1 |
2,199.80 |
2,199.80 |
2,211.54 |
2,192.07 |
| S2 |
2,184.34 |
2,184.34 |
2,207.81 |
|
| S3 |
2,143.64 |
2,159.10 |
2,204.08 |
|
| S4 |
2,102.94 |
2,118.40 |
2,192.89 |
|
|
| 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 |
2,209.57 |
107.33 |
4.8% |
40.53 |
1.8% |
5% |
False |
True |
|
| 10 |
2,335.79 |
2,209.57 |
126.22 |
5.7% |
36.94 |
1.7% |
5% |
False |
True |
|
| 20 |
2,343.10 |
2,150.71 |
192.39 |
8.7% |
33.68 |
1.5% |
34% |
False |
False |
|
| 40 |
2,412.52 |
2,150.71 |
261.81 |
11.8% |
37.33 |
1.7% |
25% |
False |
False |
|
| 60 |
2,412.52 |
2,042.90 |
369.62 |
16.7% |
42.22 |
1.9% |
47% |
False |
False |
|
| 80 |
2,412.52 |
2,042.90 |
369.62 |
16.7% |
43.94 |
2.0% |
47% |
False |
False |
|
| 100 |
2,412.52 |
2,034.92 |
377.60 |
17.0% |
48.27 |
2.2% |
48% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
18.2% |
45.51 |
2.1% |
45% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,423.25 |
|
2.618 |
2,356.82 |
|
1.618 |
2,316.12 |
|
1.000 |
2,290.97 |
|
0.618 |
2,275.42 |
|
HIGH |
2,250.27 |
|
0.618 |
2,234.72 |
|
0.500 |
2,229.92 |
|
0.382 |
2,225.12 |
|
LOW |
2,209.57 |
|
0.618 |
2,184.42 |
|
1.000 |
2,168.87 |
|
1.618 |
2,143.72 |
|
2.618 |
2,103.02 |
|
4.250 |
2,036.60 |
|
|