| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2011 |
29-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,294.97 |
2,272.56 |
-22.41 |
-1.0% |
2,244.37 |
| High |
2,295.17 |
2,285.72 |
-9.45 |
-0.4% |
2,287.96 |
| Low |
2,262.22 |
2,264.89 |
2.67 |
0.1% |
2,209.57 |
| Close |
2,267.08 |
2,285.07 |
17.99 |
0.8% |
2,287.57 |
| Range |
32.95 |
20.83 |
-12.12 |
-36.8% |
78.39 |
| ATR |
41.06 |
39.62 |
-1.45 |
-3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,341.05 |
2,333.89 |
2,296.53 |
|
| R3 |
2,320.22 |
2,313.06 |
2,290.80 |
|
| R2 |
2,299.39 |
2,299.39 |
2,288.89 |
|
| R1 |
2,292.23 |
2,292.23 |
2,286.98 |
2,295.81 |
| PP |
2,278.56 |
2,278.56 |
2,278.56 |
2,280.35 |
| S1 |
2,271.40 |
2,271.40 |
2,283.16 |
2,274.98 |
| S2 |
2,257.73 |
2,257.73 |
2,281.25 |
|
| S3 |
2,236.90 |
2,250.57 |
2,279.34 |
|
| S4 |
2,216.07 |
2,229.74 |
2,273.61 |
|
|
| 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 |
|
| S3 |
2,104.92 |
2,157.05 |
2,266.01 |
|
| S4 |
2,026.53 |
2,078.66 |
2,244.46 |
|
|
| 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 |
2,251.31 |
49.99 |
2.2% |
22.04 |
1.0% |
68% |
False |
False |
|
| 10 |
2,301.30 |
2,209.57 |
91.73 |
4.0% |
28.91 |
1.3% |
82% |
False |
False |
|
| 20 |
2,343.10 |
2,209.57 |
133.53 |
5.8% |
31.76 |
1.4% |
57% |
False |
False |
|
| 40 |
2,402.51 |
2,150.71 |
251.80 |
11.0% |
34.85 |
1.5% |
53% |
False |
False |
|
| 60 |
2,412.52 |
2,106.62 |
305.90 |
13.4% |
37.29 |
1.6% |
58% |
False |
False |
|
| 80 |
2,412.52 |
2,042.90 |
369.62 |
16.2% |
41.82 |
1.8% |
66% |
False |
False |
|
| 100 |
2,412.52 |
2,034.92 |
377.60 |
16.5% |
45.22 |
2.0% |
66% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
17.7% |
45.43 |
2.0% |
62% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,374.25 |
|
2.618 |
2,340.25 |
|
1.618 |
2,319.42 |
|
1.000 |
2,306.55 |
|
0.618 |
2,298.59 |
|
HIGH |
2,285.72 |
|
0.618 |
2,277.76 |
|
0.500 |
2,275.31 |
|
0.382 |
2,272.85 |
|
LOW |
2,264.89 |
|
0.618 |
2,252.02 |
|
1.000 |
2,244.06 |
|
1.618 |
2,231.19 |
|
2.618 |
2,210.36 |
|
4.250 |
2,176.36 |
|
|