| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2011 |
20-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,244.37 |
2,253.19 |
8.82 |
0.4% |
2,295.43 |
| High |
2,250.27 |
2,283.45 |
33.18 |
1.5% |
2,316.90 |
| Low |
2,209.57 |
2,252.57 |
43.00 |
1.9% |
2,219.68 |
| Close |
2,215.27 |
2,281.94 |
66.67 |
3.0% |
2,238.18 |
| Range |
40.70 |
30.88 |
-9.82 |
-24.1% |
97.22 |
| ATR |
44.44 |
46.13 |
1.70 |
3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,365.29 |
2,354.50 |
2,298.92 |
|
| R3 |
2,334.41 |
2,323.62 |
2,290.43 |
|
| R2 |
2,303.53 |
2,303.53 |
2,287.60 |
|
| R1 |
2,292.74 |
2,292.74 |
2,284.77 |
2,298.14 |
| PP |
2,272.65 |
2,272.65 |
2,272.65 |
2,275.35 |
| S1 |
2,261.86 |
2,261.86 |
2,279.11 |
2,267.26 |
| S2 |
2,241.77 |
2,241.77 |
2,276.28 |
|
| S3 |
2,210.89 |
2,230.98 |
2,273.45 |
|
| S4 |
2,180.01 |
2,200.10 |
2,264.96 |
|
|
| 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 |
2,283.45 |
2,209.57 |
73.88 |
3.2% |
35.07 |
1.5% |
98% |
True |
False |
|
| 10 |
2,331.73 |
2,209.57 |
122.16 |
5.4% |
37.85 |
1.7% |
59% |
False |
False |
|
| 20 |
2,343.10 |
2,150.71 |
192.39 |
8.4% |
33.35 |
1.5% |
68% |
False |
False |
|
| 40 |
2,412.52 |
2,150.71 |
261.81 |
11.5% |
36.88 |
1.6% |
50% |
False |
False |
|
| 60 |
2,412.52 |
2,042.90 |
369.62 |
16.2% |
41.62 |
1.8% |
65% |
False |
False |
|
| 80 |
2,412.52 |
2,042.90 |
369.62 |
16.2% |
43.24 |
1.9% |
65% |
False |
False |
|
| 100 |
2,412.52 |
2,034.92 |
377.60 |
16.5% |
48.12 |
2.1% |
65% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
17.7% |
45.57 |
2.0% |
61% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,414.69 |
|
2.618 |
2,364.29 |
|
1.618 |
2,333.41 |
|
1.000 |
2,314.33 |
|
0.618 |
2,302.53 |
|
HIGH |
2,283.45 |
|
0.618 |
2,271.65 |
|
0.500 |
2,268.01 |
|
0.382 |
2,264.37 |
|
LOW |
2,252.57 |
|
0.618 |
2,233.49 |
|
1.000 |
2,221.69 |
|
1.618 |
2,202.61 |
|
2.618 |
2,171.73 |
|
4.250 |
2,121.33 |
|
|