Day Change Summary |
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Previous |
Current |
|
|
|
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12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
4,241.0 |
4,176.0 |
-65.0 |
-1.5% |
4,301.0 |
High |
4,262.0 |
4,188.0 |
-74.0 |
-1.7% |
4,311.0 |
Low |
4,232.0 |
4,163.0 |
-69.0 |
-1.6% |
4,171.0 |
Close |
4,244.0 |
4,169.0 |
-75.0 |
-1.8% |
4,172.0 |
Range |
30.0 |
25.0 |
-5.0 |
-16.7% |
140.0 |
ATR |
59.5 |
61.0 |
1.5 |
2.6% |
0.0 |
Volume |
36,743 |
117,155 |
80,412 |
218.8% |
7,861 |
|
Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,248.3 |
4,233.7 |
4,182.8 |
|
R3 |
4,223.3 |
4,208.7 |
4,175.9 |
|
R2 |
4,198.3 |
4,198.3 |
4,173.6 |
|
R1 |
4,183.7 |
4,183.7 |
4,171.3 |
4,178.5 |
PP |
4,173.3 |
4,173.3 |
4,173.3 |
4,170.8 |
S1 |
4,158.7 |
4,158.7 |
4,166.7 |
4,153.5 |
S2 |
4,148.3 |
4,148.3 |
4,164.4 |
|
S3 |
4,123.3 |
4,133.7 |
4,162.1 |
|
S4 |
4,098.3 |
4,108.7 |
4,155.3 |
|
|
Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,638.0 |
4,545.0 |
4,249.0 |
|
R3 |
4,498.0 |
4,405.0 |
4,210.5 |
|
R2 |
4,358.0 |
4,358.0 |
4,197.7 |
|
R1 |
4,265.0 |
4,265.0 |
4,184.8 |
4,241.5 |
PP |
4,218.0 |
4,218.0 |
4,218.0 |
4,206.3 |
S1 |
4,125.0 |
4,125.0 |
4,159.2 |
4,101.5 |
S2 |
4,078.0 |
4,078.0 |
4,146.3 |
|
S3 |
3,938.0 |
3,985.0 |
4,133.5 |
|
S4 |
3,798.0 |
3,845.0 |
4,095.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,306.0 |
4,163.0 |
143.0 |
3.4% |
37.8 |
0.9% |
4% |
False |
True |
32,129 |
10 |
4,311.0 |
4,068.0 |
243.0 |
5.8% |
35.4 |
0.8% |
42% |
False |
False |
16,307 |
20 |
4,311.0 |
3,963.0 |
348.0 |
8.3% |
32.5 |
0.8% |
59% |
False |
False |
8,202 |
40 |
4,387.0 |
3,963.0 |
424.0 |
10.2% |
24.7 |
0.6% |
49% |
False |
False |
4,130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,294.3 |
2.618 |
4,253.5 |
1.618 |
4,228.5 |
1.000 |
4,213.0 |
0.618 |
4,203.5 |
HIGH |
4,188.0 |
0.618 |
4,178.5 |
0.500 |
4,175.5 |
0.382 |
4,172.6 |
LOW |
4,163.0 |
0.618 |
4,147.6 |
1.000 |
4,138.0 |
1.618 |
4,122.6 |
2.618 |
4,097.6 |
4.250 |
4,056.8 |
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