Day Change Summary |
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Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
4,028.0 |
4,075.0 |
47.0 |
1.2% |
4,146.0 |
High |
4,048.0 |
4,079.0 |
31.0 |
0.8% |
4,146.0 |
Low |
4,016.0 |
4,015.0 |
-1.0 |
0.0% |
4,015.0 |
Close |
4,035.0 |
4,019.0 |
-16.0 |
-0.4% |
4,019.0 |
Range |
32.0 |
64.0 |
32.0 |
100.0% |
131.0 |
ATR |
60.8 |
61.1 |
0.2 |
0.4% |
0.0 |
Volume |
13,801 |
11,175 |
-2,626 |
-19.0% |
41,941 |
|
Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,229.7 |
4,188.3 |
4,054.2 |
|
R3 |
4,165.7 |
4,124.3 |
4,036.6 |
|
R2 |
4,101.7 |
4,101.7 |
4,030.7 |
|
R1 |
4,060.3 |
4,060.3 |
4,024.9 |
4,049.0 |
PP |
4,037.7 |
4,037.7 |
4,037.7 |
4,032.0 |
S1 |
3,996.3 |
3,996.3 |
4,013.1 |
3,985.0 |
S2 |
3,973.7 |
3,973.7 |
4,007.3 |
|
S3 |
3,909.7 |
3,932.3 |
4,001.4 |
|
S4 |
3,845.7 |
3,868.3 |
3,983.8 |
|
|
Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,453.0 |
4,367.0 |
4,091.1 |
|
R3 |
4,322.0 |
4,236.0 |
4,055.0 |
|
R2 |
4,191.0 |
4,191.0 |
4,043.0 |
|
R1 |
4,105.0 |
4,105.0 |
4,031.0 |
4,082.5 |
PP |
4,060.0 |
4,060.0 |
4,060.0 |
4,048.8 |
S1 |
3,974.0 |
3,974.0 |
4,007.0 |
3,951.5 |
S2 |
3,929.0 |
3,929.0 |
3,995.0 |
|
S3 |
3,798.0 |
3,843.0 |
3,983.0 |
|
S4 |
3,667.0 |
3,712.0 |
3,947.0 |
|
|
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 |
4,015.0 |
131.0 |
3.3% |
49.2 |
1.2% |
3% |
False |
True |
15,373 |
10 |
4,156.0 |
4,015.0 |
141.0 |
3.5% |
46.2 |
1.1% |
3% |
False |
True |
21,680 |
20 |
4,311.0 |
4,015.0 |
296.0 |
7.4% |
40.6 |
1.0% |
1% |
False |
True |
21,191 |
40 |
4,360.0 |
3,963.0 |
397.0 |
9.9% |
31.0 |
0.8% |
14% |
False |
False |
10,634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,351.0 |
2.618 |
4,246.6 |
1.618 |
4,182.6 |
1.000 |
4,143.0 |
0.618 |
4,118.6 |
HIGH |
4,079.0 |
0.618 |
4,054.6 |
0.500 |
4,047.0 |
0.382 |
4,039.4 |
LOW |
4,015.0 |
0.618 |
3,975.4 |
1.000 |
3,951.0 |
1.618 |
3,911.4 |
2.618 |
3,847.4 |
4.250 |
3,743.0 |
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