Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
4,138.0 |
4,113.0 |
-25.0 |
-0.6% |
4,241.0 |
High |
4,156.0 |
4,113.0 |
-43.0 |
-1.0% |
4,262.0 |
Low |
4,127.0 |
4,034.0 |
-93.0 |
-2.3% |
4,096.0 |
Close |
4,134.0 |
4,047.0 |
-87.0 |
-2.1% |
4,134.0 |
Range |
29.0 |
79.0 |
50.0 |
172.4% |
166.0 |
ATR |
58.5 |
61.5 |
3.0 |
5.1% |
0.0 |
Volume |
25,880 |
37,503 |
11,623 |
44.9% |
253,752 |
|
Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,301.7 |
4,253.3 |
4,090.5 |
|
R3 |
4,222.7 |
4,174.3 |
4,068.7 |
|
R2 |
4,143.7 |
4,143.7 |
4,061.5 |
|
R1 |
4,095.3 |
4,095.3 |
4,054.2 |
4,080.0 |
PP |
4,064.7 |
4,064.7 |
4,064.7 |
4,057.0 |
S1 |
4,016.3 |
4,016.3 |
4,039.8 |
4,001.0 |
S2 |
3,985.7 |
3,985.7 |
4,032.5 |
|
S3 |
3,906.7 |
3,937.3 |
4,025.3 |
|
S4 |
3,827.7 |
3,858.3 |
4,003.6 |
|
|
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 |
4,190.0 |
4,034.0 |
156.0 |
3.9% |
43.2 |
1.1% |
8% |
False |
True |
50,902 |
10 |
4,306.0 |
4,034.0 |
272.0 |
6.7% |
43.7 |
1.1% |
5% |
False |
True |
29,902 |
20 |
4,311.0 |
3,963.0 |
348.0 |
8.6% |
39.7 |
1.0% |
24% |
False |
False |
15,059 |
40 |
4,387.0 |
3,963.0 |
424.0 |
10.5% |
28.6 |
0.7% |
20% |
False |
False |
7,562 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,448.8 |
2.618 |
4,319.8 |
1.618 |
4,240.8 |
1.000 |
4,192.0 |
0.618 |
4,161.8 |
HIGH |
4,113.0 |
0.618 |
4,082.8 |
0.500 |
4,073.5 |
0.382 |
4,064.2 |
LOW |
4,034.0 |
0.618 |
3,985.2 |
1.000 |
3,955.0 |
1.618 |
3,906.2 |
2.618 |
3,827.2 |
4.250 |
3,698.3 |
|
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