| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2011 |
02-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,283.25 |
2,311.00 |
27.75 |
1.2% |
2,169.25 |
| High |
2,308.75 |
2,339.25 |
30.50 |
1.3% |
2,339.25 |
| Low |
2,280.50 |
2,297.25 |
16.75 |
0.7% |
2,169.25 |
| Close |
2,304.75 |
2,298.75 |
-6.00 |
-0.3% |
2,298.75 |
| Range |
28.25 |
42.00 |
13.75 |
48.7% |
170.00 |
| ATR |
55.10 |
54.16 |
-0.94 |
-1.7% |
0.00 |
| Volume |
642 |
974 |
332 |
51.7% |
2,297 |
|
| Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,437.75 |
2,410.25 |
2,321.75 |
|
| R3 |
2,395.75 |
2,368.25 |
2,310.25 |
|
| R2 |
2,353.75 |
2,353.75 |
2,306.50 |
|
| R1 |
2,326.25 |
2,326.25 |
2,302.50 |
2,319.00 |
| PP |
2,311.75 |
2,311.75 |
2,311.75 |
2,308.00 |
| S1 |
2,284.25 |
2,284.25 |
2,295.00 |
2,277.00 |
| S2 |
2,269.75 |
2,269.75 |
2,291.00 |
|
| S3 |
2,227.75 |
2,242.25 |
2,287.25 |
|
| S4 |
2,185.75 |
2,200.25 |
2,275.75 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,779.00 |
2,709.00 |
2,392.25 |
|
| R3 |
2,609.00 |
2,539.00 |
2,345.50 |
|
| R2 |
2,439.00 |
2,439.00 |
2,330.00 |
|
| R1 |
2,369.00 |
2,369.00 |
2,314.25 |
2,404.00 |
| PP |
2,269.00 |
2,269.00 |
2,269.00 |
2,286.50 |
| S1 |
2,199.00 |
2,199.00 |
2,283.25 |
2,234.00 |
| S2 |
2,099.00 |
2,099.00 |
2,267.50 |
|
| S3 |
1,929.00 |
2,029.00 |
2,252.00 |
|
| S4 |
1,759.00 |
1,859.00 |
2,205.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,339.25 |
2,169.25 |
170.00 |
7.4% |
52.25 |
2.3% |
76% |
True |
False |
459 |
| 10 |
2,339.25 |
2,135.00 |
204.25 |
8.9% |
49.75 |
2.2% |
80% |
True |
False |
296 |
| 20 |
2,394.25 |
2,135.00 |
259.25 |
11.3% |
51.25 |
2.2% |
63% |
False |
False |
206 |
| 40 |
2,401.25 |
2,135.00 |
266.25 |
11.6% |
51.00 |
2.2% |
62% |
False |
False |
131 |
| 60 |
2,401.25 |
2,034.50 |
366.75 |
16.0% |
54.75 |
2.4% |
72% |
False |
False |
114 |
| 80 |
2,401.25 |
2,034.50 |
366.75 |
16.0% |
48.50 |
2.1% |
72% |
False |
False |
87 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,517.75 |
|
2.618 |
2,449.25 |
|
1.618 |
2,407.25 |
|
1.000 |
2,381.25 |
|
0.618 |
2,365.25 |
|
HIGH |
2,339.25 |
|
0.618 |
2,323.25 |
|
0.500 |
2,318.25 |
|
0.382 |
2,313.25 |
|
LOW |
2,297.25 |
|
0.618 |
2,271.25 |
|
1.000 |
2,255.25 |
|
1.618 |
2,229.25 |
|
2.618 |
2,187.25 |
|
4.250 |
2,118.75 |
|
|