Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
4,107.0 |
4,098.0 |
-9.0 |
-0.2% |
4,241.0 |
High |
4,130.0 |
4,099.0 |
-31.0 |
-0.8% |
4,262.0 |
Low |
4,101.0 |
4,064.0 |
-37.0 |
-0.9% |
4,096.0 |
Close |
4,111.0 |
4,083.0 |
-28.0 |
-0.7% |
4,134.0 |
Range |
29.0 |
35.0 |
6.0 |
20.7% |
166.0 |
ATR |
61.7 |
60.6 |
-1.0 |
-1.7% |
0.0 |
Volume |
24,160 |
21,115 |
-3,045 |
-12.6% |
253,752 |
|
Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,187.0 |
4,170.0 |
4,102.3 |
|
R3 |
4,152.0 |
4,135.0 |
4,092.6 |
|
R2 |
4,117.0 |
4,117.0 |
4,089.4 |
|
R1 |
4,100.0 |
4,100.0 |
4,086.2 |
4,091.0 |
PP |
4,082.0 |
4,082.0 |
4,082.0 |
4,077.5 |
S1 |
4,065.0 |
4,065.0 |
4,079.8 |
4,056.0 |
S2 |
4,047.0 |
4,047.0 |
4,076.6 |
|
S3 |
4,012.0 |
4,030.0 |
4,073.4 |
|
S4 |
3,977.0 |
3,995.0 |
4,063.8 |
|
|
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 |
4,156.0 |
4,026.0 |
130.0 |
3.2% |
41.0 |
1.0% |
44% |
False |
False |
26,231 |
10 |
4,262.0 |
4,026.0 |
236.0 |
5.8% |
39.4 |
1.0% |
24% |
False |
False |
36,261 |
20 |
4,311.0 |
3,963.0 |
348.0 |
8.5% |
38.8 |
1.0% |
34% |
False |
False |
18,430 |
40 |
4,387.0 |
3,963.0 |
424.0 |
10.4% |
28.0 |
0.7% |
28% |
False |
False |
9,252 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,247.8 |
2.618 |
4,190.6 |
1.618 |
4,155.6 |
1.000 |
4,134.0 |
0.618 |
4,120.6 |
HIGH |
4,099.0 |
0.618 |
4,085.6 |
0.500 |
4,081.5 |
0.382 |
4,077.4 |
LOW |
4,064.0 |
0.618 |
4,042.4 |
1.000 |
4,029.0 |
1.618 |
4,007.4 |
2.618 |
3,972.4 |
4.250 |
3,915.3 |
|
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