Day Change Summary |
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Previous |
Current |
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27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
2,284.29 |
2,294.97 |
10.68 |
0.5% |
2,244.37 |
High |
2,301.30 |
2,295.17 |
-6.13 |
-0.3% |
2,287.96 |
Low |
2,281.86 |
2,262.22 |
-19.64 |
-0.9% |
2,209.57 |
Close |
2,293.12 |
2,267.08 |
-26.04 |
-1.1% |
2,287.57 |
Range |
19.44 |
32.95 |
13.51 |
69.5% |
78.39 |
ATR |
41.69 |
41.06 |
-0.62 |
-1.5% |
0.00 |
Volume |
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Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,373.67 |
2,353.33 |
2,285.20 |
|
R3 |
2,340.72 |
2,320.38 |
2,276.14 |
|
R2 |
2,307.77 |
2,307.77 |
2,273.12 |
|
R1 |
2,287.43 |
2,287.43 |
2,270.10 |
2,281.13 |
PP |
2,274.82 |
2,274.82 |
2,274.82 |
2,271.67 |
S1 |
2,254.48 |
2,254.48 |
2,264.06 |
2,248.18 |
S2 |
2,241.87 |
2,241.87 |
2,261.04 |
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S3 |
2,208.92 |
2,221.53 |
2,258.02 |
|
S4 |
2,175.97 |
2,188.58 |
2,248.96 |
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Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,496.87 |
2,470.61 |
2,330.68 |
|
R3 |
2,418.48 |
2,392.22 |
2,309.13 |
|
R2 |
2,340.09 |
2,340.09 |
2,301.94 |
|
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 |
|
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 |
2,301.30 |
2,222.68 |
78.62 |
3.5% |
26.74 |
1.2% |
56% |
False |
False |
|
10 |
2,301.30 |
2,209.57 |
91.73 |
4.0% |
30.91 |
1.4% |
63% |
False |
False |
|
20 |
2,343.10 |
2,209.57 |
133.53 |
5.9% |
32.22 |
1.4% |
43% |
False |
False |
|
40 |
2,402.51 |
2,150.71 |
251.80 |
11.1% |
35.17 |
1.6% |
46% |
False |
False |
|
60 |
2,412.52 |
2,042.90 |
369.62 |
16.3% |
38.42 |
1.7% |
61% |
False |
False |
|
80 |
2,412.52 |
2,042.90 |
369.62 |
16.3% |
42.29 |
1.9% |
61% |
False |
False |
|
100 |
2,412.52 |
2,034.92 |
377.60 |
16.7% |
46.04 |
2.0% |
61% |
False |
False |
|
120 |
2,438.44 |
2,034.92 |
403.52 |
17.8% |
45.57 |
2.0% |
58% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,435.21 |
2.618 |
2,381.43 |
1.618 |
2,348.48 |
1.000 |
2,328.12 |
0.618 |
2,315.53 |
HIGH |
2,295.17 |
0.618 |
2,282.58 |
0.500 |
2,278.70 |
0.382 |
2,274.81 |
LOW |
2,262.22 |
0.618 |
2,241.86 |
1.000 |
2,229.27 |
1.618 |
2,208.91 |
2.618 |
2,175.96 |
4.250 |
2,122.18 |
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