| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,281.0 |
2,307.0 |
26.0 |
1.1% |
2,073.0 |
| High |
2,301.0 |
2,326.0 |
25.0 |
1.1% |
2,294.0 |
| Low |
2,272.0 |
2,236.0 |
-36.0 |
-1.6% |
2,073.0 |
| Close |
2,288.0 |
2,271.0 |
-17.0 |
-0.7% |
2,267.0 |
| Range |
29.0 |
90.0 |
61.0 |
210.3% |
221.0 |
| ATR |
61.7 |
63.7 |
2.0 |
3.3% |
0.0 |
| Volume |
3,758 |
5,663 |
1,905 |
50.7% |
6,500 |
|
| Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,547.7 |
2,499.3 |
2,320.5 |
|
| R3 |
2,457.7 |
2,409.3 |
2,295.8 |
|
| R2 |
2,367.7 |
2,367.7 |
2,287.5 |
|
| R1 |
2,319.3 |
2,319.3 |
2,279.3 |
2,298.5 |
| PP |
2,277.7 |
2,277.7 |
2,277.7 |
2,267.3 |
| S1 |
2,229.3 |
2,229.3 |
2,262.8 |
2,208.5 |
| S2 |
2,187.7 |
2,187.7 |
2,254.5 |
|
| S3 |
2,097.7 |
2,139.3 |
2,246.3 |
|
| S4 |
2,007.7 |
2,049.3 |
2,221.5 |
|
|
| 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 |
2,326.0 |
2,236.0 |
90.0 |
4.0% |
42.6 |
1.9% |
39% |
True |
True |
6,209 |
| 10 |
2,326.0 |
1,999.0 |
327.0 |
14.4% |
58.7 |
2.6% |
83% |
True |
False |
3,541 |
| 20 |
2,326.0 |
1,999.0 |
327.0 |
14.4% |
53.3 |
2.3% |
83% |
True |
False |
1,948 |
| 40 |
2,435.0 |
1,999.0 |
436.0 |
19.2% |
53.7 |
2.4% |
62% |
False |
False |
1,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,708.5 |
|
2.618 |
2,561.6 |
|
1.618 |
2,471.6 |
|
1.000 |
2,416.0 |
|
0.618 |
2,381.6 |
|
HIGH |
2,326.0 |
|
0.618 |
2,291.6 |
|
0.500 |
2,281.0 |
|
0.382 |
2,270.4 |
|
LOW |
2,236.0 |
|
0.618 |
2,180.4 |
|
1.000 |
2,146.0 |
|
1.618 |
2,090.4 |
|
2.618 |
2,000.4 |
|
4.250 |
1,853.5 |
|
|