| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,289.0 |
2,281.0 |
-8.0 |
-0.3% |
2,073.0 |
| High |
2,311.0 |
2,301.0 |
-10.0 |
-0.4% |
2,294.0 |
| Low |
2,283.0 |
2,272.0 |
-11.0 |
-0.5% |
2,073.0 |
| Close |
2,302.0 |
2,288.0 |
-14.0 |
-0.6% |
2,267.0 |
| Range |
28.0 |
29.0 |
1.0 |
3.6% |
221.0 |
| ATR |
64.1 |
61.7 |
-2.4 |
-3.8% |
0.0 |
| Volume |
19,072 |
3,758 |
-15,314 |
-80.3% |
6,500 |
|
| Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,374.0 |
2,360.0 |
2,304.0 |
|
| R3 |
2,345.0 |
2,331.0 |
2,296.0 |
|
| R2 |
2,316.0 |
2,316.0 |
2,293.3 |
|
| R1 |
2,302.0 |
2,302.0 |
2,290.7 |
2,309.0 |
| PP |
2,287.0 |
2,287.0 |
2,287.0 |
2,290.5 |
| S1 |
2,273.0 |
2,273.0 |
2,285.3 |
2,280.0 |
| S2 |
2,258.0 |
2,258.0 |
2,282.7 |
|
| S3 |
2,229.0 |
2,244.0 |
2,280.0 |
|
| S4 |
2,200.0 |
2,215.0 |
2,272.1 |
|
|
| 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 |
2,132.0 |
179.0 |
7.8% |
52.4 |
2.3% |
87% |
False |
False |
5,342 |
| 10 |
2,311.0 |
1,999.0 |
312.0 |
13.6% |
53.8 |
2.4% |
93% |
False |
False |
3,177 |
| 20 |
2,311.0 |
1,999.0 |
312.0 |
13.6% |
52.3 |
2.3% |
93% |
False |
False |
1,666 |
| 40 |
2,435.0 |
1,999.0 |
436.0 |
19.1% |
53.3 |
2.3% |
66% |
False |
False |
1,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,424.3 |
|
2.618 |
2,376.9 |
|
1.618 |
2,347.9 |
|
1.000 |
2,330.0 |
|
0.618 |
2,318.9 |
|
HIGH |
2,301.0 |
|
0.618 |
2,289.9 |
|
0.500 |
2,286.5 |
|
0.382 |
2,283.1 |
|
LOW |
2,272.0 |
|
0.618 |
2,254.1 |
|
1.000 |
2,243.0 |
|
1.618 |
2,225.1 |
|
2.618 |
2,196.1 |
|
4.250 |
2,148.8 |
|
|