Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
4,112.0 |
4,138.0 |
26.0 |
0.6% |
4,241.0 |
High |
4,142.0 |
4,156.0 |
14.0 |
0.3% |
4,262.0 |
Low |
4,096.0 |
4,127.0 |
31.0 |
0.8% |
4,096.0 |
Close |
4,116.0 |
4,134.0 |
18.0 |
0.4% |
4,134.0 |
Range |
46.0 |
29.0 |
-17.0 |
-37.0% |
166.0 |
ATR |
59.9 |
58.5 |
-1.4 |
-2.4% |
0.0 |
Volume |
29,894 |
25,880 |
-4,014 |
-13.4% |
253,752 |
|
Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,226.0 |
4,209.0 |
4,150.0 |
|
R3 |
4,197.0 |
4,180.0 |
4,142.0 |
|
R2 |
4,168.0 |
4,168.0 |
4,139.3 |
|
R1 |
4,151.0 |
4,151.0 |
4,136.7 |
4,145.0 |
PP |
4,139.0 |
4,139.0 |
4,139.0 |
4,136.0 |
S1 |
4,122.0 |
4,122.0 |
4,131.3 |
4,116.0 |
S2 |
4,110.0 |
4,110.0 |
4,128.7 |
|
S3 |
4,081.0 |
4,093.0 |
4,126.0 |
|
S4 |
4,052.0 |
4,064.0 |
4,118.1 |
|
|
Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,662.0 |
4,564.0 |
4,225.3 |
|
R3 |
4,496.0 |
4,398.0 |
4,179.7 |
|
R2 |
4,330.0 |
4,330.0 |
4,164.4 |
|
R1 |
4,232.0 |
4,232.0 |
4,149.2 |
4,198.0 |
PP |
4,164.0 |
4,164.0 |
4,164.0 |
4,147.0 |
S1 |
4,066.0 |
4,066.0 |
4,118.8 |
4,032.0 |
S2 |
3,998.0 |
3,998.0 |
4,103.6 |
|
S3 |
3,832.0 |
3,900.0 |
4,088.4 |
|
S4 |
3,666.0 |
3,734.0 |
4,042.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,262.0 |
4,096.0 |
166.0 |
4.0% |
33.4 |
0.8% |
23% |
False |
False |
50,750 |
10 |
4,311.0 |
4,096.0 |
215.0 |
5.2% |
37.0 |
0.9% |
18% |
False |
False |
26,161 |
20 |
4,311.0 |
3,963.0 |
348.0 |
8.4% |
37.3 |
0.9% |
49% |
False |
False |
13,190 |
40 |
4,387.0 |
3,963.0 |
424.0 |
10.3% |
26.8 |
0.6% |
40% |
False |
False |
6,625 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,279.3 |
2.618 |
4,231.9 |
1.618 |
4,202.9 |
1.000 |
4,185.0 |
0.618 |
4,173.9 |
HIGH |
4,156.0 |
0.618 |
4,144.9 |
0.500 |
4,141.5 |
0.382 |
4,138.1 |
LOW |
4,127.0 |
0.618 |
4,109.1 |
1.000 |
4,098.0 |
1.618 |
4,080.1 |
2.618 |
4,051.1 |
4.250 |
4,003.8 |
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