Day Change Summary |
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Previous |
Current |
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27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
8,480 |
8,460 |
-20 |
-0.2% |
8,365 |
High |
8,550 |
8,465 |
-85 |
-1.0% |
8,560 |
Low |
8,445 |
8,360 |
-85 |
-1.0% |
8,275 |
Close |
8,460 |
8,390 |
-70 |
-0.8% |
8,550 |
Range |
105 |
105 |
0 |
0.0% |
285 |
ATR |
117 |
116 |
-1 |
-0.7% |
0 |
Volume |
888 |
2,427 |
1,539 |
173.3% |
14,249 |
|
Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,720 |
8,660 |
8,448 |
|
R3 |
8,615 |
8,555 |
8,419 |
|
R2 |
8,510 |
8,510 |
8,409 |
|
R1 |
8,450 |
8,450 |
8,400 |
8,428 |
PP |
8,405 |
8,405 |
8,405 |
8,394 |
S1 |
8,345 |
8,345 |
8,381 |
8,323 |
S2 |
8,300 |
8,300 |
8,371 |
|
S3 |
8,195 |
8,240 |
8,361 |
|
S4 |
8,090 |
8,135 |
8,332 |
|
|
Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,317 |
9,218 |
8,707 |
|
R3 |
9,032 |
8,933 |
8,629 |
|
R2 |
8,747 |
8,747 |
8,602 |
|
R1 |
8,648 |
8,648 |
8,576 |
8,698 |
PP |
8,462 |
8,462 |
8,462 |
8,486 |
S1 |
8,363 |
8,363 |
8,524 |
8,413 |
S2 |
8,177 |
8,177 |
8,498 |
|
S3 |
7,892 |
8,078 |
8,472 |
|
S4 |
7,607 |
7,793 |
8,393 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,560 |
8,360 |
200 |
2.4% |
104 |
1.2% |
15% |
False |
True |
2,206 |
10 |
8,560 |
8,275 |
285 |
3.4% |
106 |
1.3% |
40% |
False |
False |
3,054 |
20 |
8,755 |
8,275 |
480 |
5.7% |
127 |
1.5% |
24% |
False |
False |
3,651 |
40 |
8,895 |
8,110 |
785 |
9.4% |
81 |
1.0% |
36% |
False |
False |
1,837 |
60 |
9,075 |
8,110 |
965 |
11.5% |
59 |
0.7% |
29% |
False |
False |
1,226 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,911 |
2.618 |
8,740 |
1.618 |
8,635 |
1.000 |
8,570 |
0.618 |
8,530 |
HIGH |
8,465 |
0.618 |
8,425 |
0.500 |
8,413 |
0.382 |
8,400 |
LOW |
8,360 |
0.618 |
8,295 |
1.000 |
8,255 |
1.618 |
8,190 |
2.618 |
8,085 |
4.250 |
7,914 |
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