Day Change Summary |
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Previous |
Current |
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22-Dec-2011 |
23-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
2,254.68 |
2,274.35 |
19.67 |
0.9% |
2,244.37 |
High |
2,268.59 |
2,287.96 |
19.37 |
0.9% |
2,287.96 |
Low |
2,251.31 |
2,268.24 |
16.93 |
0.8% |
2,209.57 |
Close |
2,266.77 |
2,287.57 |
20.80 |
0.9% |
2,287.57 |
Range |
17.28 |
19.72 |
2.44 |
14.1% |
78.39 |
ATR |
45.10 |
43.40 |
-1.71 |
-3.8% |
0.00 |
Volume |
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Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,340.42 |
2,333.71 |
2,298.42 |
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R3 |
2,320.70 |
2,313.99 |
2,292.99 |
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R2 |
2,300.98 |
2,300.98 |
2,291.19 |
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R1 |
2,294.27 |
2,294.27 |
2,289.38 |
2,297.63 |
PP |
2,281.26 |
2,281.26 |
2,281.26 |
2,282.93 |
S1 |
2,274.55 |
2,274.55 |
2,285.76 |
2,277.91 |
S2 |
2,261.54 |
2,261.54 |
2,283.95 |
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S3 |
2,241.82 |
2,254.83 |
2,282.15 |
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S4 |
2,222.10 |
2,235.11 |
2,276.72 |
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Weekly Pivots for week ending 23-Dec-2011 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,496.87 |
2,470.61 |
2,330.68 |
|
R3 |
2,418.48 |
2,392.22 |
2,309.13 |
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R2 |
2,340.09 |
2,340.09 |
2,301.94 |
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R1 |
2,313.83 |
2,313.83 |
2,294.76 |
2,326.96 |
PP |
2,261.70 |
2,261.70 |
2,261.70 |
2,268.27 |
S1 |
2,235.44 |
2,235.44 |
2,280.38 |
2,248.57 |
S2 |
2,183.31 |
2,183.31 |
2,273.20 |
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S3 |
2,104.92 |
2,157.05 |
2,266.01 |
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S4 |
2,026.53 |
2,078.66 |
2,244.46 |
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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 |
2,287.96 |
2,209.57 |
78.39 |
3.4% |
30.58 |
1.3% |
100% |
True |
False |
|
10 |
2,316.90 |
2,209.57 |
107.33 |
4.7% |
33.63 |
1.5% |
73% |
False |
False |
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20 |
2,343.10 |
2,205.77 |
137.33 |
6.0% |
32.40 |
1.4% |
60% |
False |
False |
|
40 |
2,404.80 |
2,150.71 |
254.09 |
11.1% |
35.09 |
1.5% |
54% |
False |
False |
|
60 |
2,412.52 |
2,042.90 |
369.62 |
16.2% |
39.48 |
1.7% |
66% |
False |
False |
|
80 |
2,412.52 |
2,042.90 |
369.62 |
16.2% |
42.63 |
1.9% |
66% |
False |
False |
|
100 |
2,412.52 |
2,034.92 |
377.60 |
16.5% |
47.38 |
2.1% |
67% |
False |
False |
|
120 |
2,438.44 |
2,034.92 |
403.52 |
17.6% |
45.56 |
2.0% |
63% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,371.77 |
2.618 |
2,339.59 |
1.618 |
2,319.87 |
1.000 |
2,307.68 |
0.618 |
2,300.15 |
HIGH |
2,287.96 |
0.618 |
2,280.43 |
0.500 |
2,278.10 |
0.382 |
2,275.77 |
LOW |
2,268.24 |
0.618 |
2,256.05 |
1.000 |
2,248.52 |
1.618 |
2,236.33 |
2.618 |
2,216.61 |
4.250 |
2,184.43 |
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