| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,259.0 |
2,289.0 |
30.0 |
1.3% |
2,073.0 |
| High |
2,294.0 |
2,311.0 |
17.0 |
0.7% |
2,294.0 |
| Low |
2,255.0 |
2,283.0 |
28.0 |
1.2% |
2,073.0 |
| Close |
2,267.0 |
2,302.0 |
35.0 |
1.5% |
2,267.0 |
| Range |
39.0 |
28.0 |
-11.0 |
-28.2% |
221.0 |
| ATR |
65.7 |
64.1 |
-1.5 |
-2.4% |
0.0 |
| Volume |
995 |
19,072 |
18,077 |
1,816.8% |
6,500 |
|
| Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,382.7 |
2,370.3 |
2,317.4 |
|
| R3 |
2,354.7 |
2,342.3 |
2,309.7 |
|
| R2 |
2,326.7 |
2,326.7 |
2,307.1 |
|
| R1 |
2,314.3 |
2,314.3 |
2,304.6 |
2,320.5 |
| PP |
2,298.7 |
2,298.7 |
2,298.7 |
2,301.8 |
| S1 |
2,286.3 |
2,286.3 |
2,299.4 |
2,292.5 |
| S2 |
2,270.7 |
2,270.7 |
2,296.9 |
|
| S3 |
2,242.7 |
2,258.3 |
2,294.3 |
|
| S4 |
2,214.7 |
2,230.3 |
2,286.6 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,874.3 |
2,791.7 |
2,388.6 |
|
| R3 |
2,653.3 |
2,570.7 |
2,327.8 |
|
| R2 |
2,432.3 |
2,432.3 |
2,307.5 |
|
| R1 |
2,349.7 |
2,349.7 |
2,287.3 |
2,391.0 |
| PP |
2,211.3 |
2,211.3 |
2,211.3 |
2,232.0 |
| S1 |
2,128.7 |
2,128.7 |
2,246.7 |
2,170.0 |
| S2 |
1,990.3 |
1,990.3 |
2,226.5 |
|
| S3 |
1,769.3 |
1,907.7 |
2,206.2 |
|
| S4 |
1,548.3 |
1,686.7 |
2,145.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,311.0 |
2,122.0 |
189.0 |
8.2% |
57.6 |
2.5% |
95% |
True |
False |
4,882 |
| 10 |
2,311.0 |
1,999.0 |
312.0 |
13.6% |
55.5 |
2.4% |
97% |
True |
False |
2,808 |
| 20 |
2,311.0 |
1,999.0 |
312.0 |
13.6% |
54.2 |
2.4% |
97% |
True |
False |
1,548 |
| 40 |
2,435.0 |
1,999.0 |
436.0 |
18.9% |
53.3 |
2.3% |
69% |
False |
False |
944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,430.0 |
|
2.618 |
2,384.3 |
|
1.618 |
2,356.3 |
|
1.000 |
2,339.0 |
|
0.618 |
2,328.3 |
|
HIGH |
2,311.0 |
|
0.618 |
2,300.3 |
|
0.500 |
2,297.0 |
|
0.382 |
2,293.7 |
|
LOW |
2,283.0 |
|
0.618 |
2,265.7 |
|
1.000 |
2,255.0 |
|
1.618 |
2,237.7 |
|
2.618 |
2,209.7 |
|
4.250 |
2,164.0 |
|
|