| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,272.56 |
2,281.91 |
9.35 |
0.4% |
2,284.29 |
| High |
2,285.72 |
2,289.12 |
3.40 |
0.1% |
2,301.30 |
| Low |
2,264.89 |
2,277.77 |
12.88 |
0.6% |
2,262.22 |
| Close |
2,285.07 |
2,277.83 |
-7.24 |
-0.3% |
2,277.83 |
| Range |
20.83 |
11.35 |
-9.48 |
-45.5% |
39.08 |
| ATR |
39.62 |
37.60 |
-2.02 |
-5.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,315.62 |
2,308.08 |
2,284.07 |
|
| R3 |
2,304.27 |
2,296.73 |
2,280.95 |
|
| R2 |
2,292.92 |
2,292.92 |
2,279.91 |
|
| R1 |
2,285.38 |
2,285.38 |
2,278.87 |
2,283.48 |
| PP |
2,281.57 |
2,281.57 |
2,281.57 |
2,280.62 |
| S1 |
2,274.03 |
2,274.03 |
2,276.79 |
2,272.13 |
| S2 |
2,270.22 |
2,270.22 |
2,275.75 |
|
| S3 |
2,258.87 |
2,262.68 |
2,274.71 |
|
| S4 |
2,247.52 |
2,251.33 |
2,271.59 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,397.69 |
2,376.84 |
2,299.32 |
|
| R3 |
2,358.61 |
2,337.76 |
2,288.58 |
|
| R2 |
2,319.53 |
2,319.53 |
2,284.99 |
|
| R1 |
2,298.68 |
2,298.68 |
2,281.41 |
2,289.57 |
| PP |
2,280.45 |
2,280.45 |
2,280.45 |
2,275.89 |
| S1 |
2,259.60 |
2,259.60 |
2,274.25 |
2,250.49 |
| S2 |
2,241.37 |
2,241.37 |
2,270.67 |
|
| S3 |
2,202.29 |
2,220.52 |
2,267.08 |
|
| S4 |
2,163.21 |
2,181.44 |
2,256.34 |
|
|
| 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 |
2,262.22 |
39.08 |
1.7% |
20.86 |
0.9% |
40% |
False |
False |
|
| 10 |
2,301.30 |
2,209.57 |
91.73 |
4.0% |
27.07 |
1.2% |
74% |
False |
False |
|
| 20 |
2,343.10 |
2,209.57 |
133.53 |
5.9% |
31.20 |
1.4% |
51% |
False |
False |
|
| 40 |
2,402.51 |
2,150.71 |
251.80 |
11.1% |
34.38 |
1.5% |
50% |
False |
False |
|
| 60 |
2,412.52 |
2,150.71 |
261.81 |
11.5% |
36.13 |
1.6% |
49% |
False |
False |
|
| 80 |
2,412.52 |
2,042.90 |
369.62 |
16.2% |
41.58 |
1.8% |
64% |
False |
False |
|
| 100 |
2,412.52 |
2,035.30 |
377.22 |
16.6% |
44.07 |
1.9% |
64% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
17.7% |
45.32 |
2.0% |
60% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,337.36 |
|
2.618 |
2,318.83 |
|
1.618 |
2,307.48 |
|
1.000 |
2,300.47 |
|
0.618 |
2,296.13 |
|
HIGH |
2,289.12 |
|
0.618 |
2,284.78 |
|
0.500 |
2,283.45 |
|
0.382 |
2,282.11 |
|
LOW |
2,277.77 |
|
0.618 |
2,270.76 |
|
1.000 |
2,266.42 |
|
1.618 |
2,259.41 |
|
2.618 |
2,248.06 |
|
4.250 |
2,229.53 |
|
|