Day Change Summary |
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Previous |
Current |
|
|
|
|
23-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
4,134.0 |
4,146.0 |
12.0 |
0.3% |
4,113.0 |
High |
4,135.0 |
4,146.0 |
11.0 |
0.3% |
4,135.0 |
Low |
4,103.0 |
4,063.0 |
-40.0 |
-1.0% |
4,026.0 |
Close |
4,131.0 |
4,066.0 |
-65.0 |
-1.6% |
4,131.0 |
Range |
32.0 |
83.0 |
51.0 |
159.4% |
109.0 |
ATR |
60.0 |
61.7 |
1.6 |
2.7% |
0.0 |
Volume |
13,811 |
16,965 |
3,154 |
22.8% |
119,090 |
|
Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,340.7 |
4,286.3 |
4,111.7 |
|
R3 |
4,257.7 |
4,203.3 |
4,088.8 |
|
R2 |
4,174.7 |
4,174.7 |
4,081.2 |
|
R1 |
4,120.3 |
4,120.3 |
4,073.6 |
4,106.0 |
PP |
4,091.7 |
4,091.7 |
4,091.7 |
4,084.5 |
S1 |
4,037.3 |
4,037.3 |
4,058.4 |
4,023.0 |
S2 |
4,008.7 |
4,008.7 |
4,050.8 |
|
S3 |
3,925.7 |
3,954.3 |
4,043.2 |
|
S4 |
3,842.7 |
3,871.3 |
4,020.4 |
|
|
Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,424.3 |
4,386.7 |
4,191.0 |
|
R3 |
4,315.3 |
4,277.7 |
4,161.0 |
|
R2 |
4,206.3 |
4,206.3 |
4,151.0 |
|
R1 |
4,168.7 |
4,168.7 |
4,141.0 |
4,187.5 |
PP |
4,097.3 |
4,097.3 |
4,097.3 |
4,106.8 |
S1 |
4,059.7 |
4,059.7 |
4,121.0 |
4,078.5 |
S2 |
3,988.3 |
3,988.3 |
4,111.0 |
|
S3 |
3,879.3 |
3,950.7 |
4,101.0 |
|
S4 |
3,770.3 |
3,841.7 |
4,071.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,146.0 |
4,026.0 |
120.0 |
3.0% |
42.4 |
1.0% |
33% |
True |
False |
19,710 |
10 |
4,190.0 |
4,026.0 |
164.0 |
4.0% |
42.8 |
1.1% |
24% |
False |
False |
35,306 |
20 |
4,311.0 |
4,026.0 |
285.0 |
7.0% |
40.4 |
1.0% |
14% |
False |
False |
19,962 |
40 |
4,360.0 |
3,963.0 |
397.0 |
9.8% |
29.6 |
0.7% |
26% |
False |
False |
10,016 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,498.8 |
2.618 |
4,363.3 |
1.618 |
4,280.3 |
1.000 |
4,229.0 |
0.618 |
4,197.3 |
HIGH |
4,146.0 |
0.618 |
4,114.3 |
0.500 |
4,104.5 |
0.382 |
4,094.7 |
LOW |
4,063.0 |
0.618 |
4,011.7 |
1.000 |
3,980.0 |
1.618 |
3,928.7 |
2.618 |
3,845.7 |
4.250 |
3,710.3 |
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