| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,307.0 |
2,292.0 |
-15.0 |
-0.7% |
2,073.0 |
| High |
2,326.0 |
2,296.0 |
-30.0 |
-1.3% |
2,294.0 |
| Low |
2,236.0 |
2,195.0 |
-41.0 |
-1.8% |
2,073.0 |
| Close |
2,271.0 |
2,216.0 |
-55.0 |
-2.4% |
2,267.0 |
| Range |
90.0 |
101.0 |
11.0 |
12.2% |
221.0 |
| ATR |
63.7 |
66.4 |
2.7 |
4.2% |
0.0 |
| Volume |
5,663 |
17,569 |
11,906 |
210.2% |
6,500 |
|
| Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,538.7 |
2,478.3 |
2,271.6 |
|
| R3 |
2,437.7 |
2,377.3 |
2,243.8 |
|
| R2 |
2,336.7 |
2,336.7 |
2,234.5 |
|
| R1 |
2,276.3 |
2,276.3 |
2,225.3 |
2,256.0 |
| PP |
2,235.7 |
2,235.7 |
2,235.7 |
2,225.5 |
| S1 |
2,175.3 |
2,175.3 |
2,206.7 |
2,155.0 |
| S2 |
2,134.7 |
2,134.7 |
2,197.5 |
|
| S3 |
2,033.7 |
2,074.3 |
2,188.2 |
|
| S4 |
1,932.7 |
1,973.3 |
2,160.5 |
|
|
| 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 |
2,195.0 |
131.0 |
5.9% |
57.4 |
2.6% |
16% |
False |
True |
9,411 |
| 10 |
2,326.0 |
1,999.0 |
327.0 |
14.8% |
63.5 |
2.9% |
66% |
False |
False |
5,267 |
| 20 |
2,326.0 |
1,999.0 |
327.0 |
14.8% |
56.2 |
2.5% |
66% |
False |
False |
2,825 |
| 40 |
2,435.0 |
1,999.0 |
436.0 |
19.7% |
54.9 |
2.5% |
50% |
False |
False |
1,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,725.3 |
|
2.618 |
2,560.4 |
|
1.618 |
2,459.4 |
|
1.000 |
2,397.0 |
|
0.618 |
2,358.4 |
|
HIGH |
2,296.0 |
|
0.618 |
2,257.4 |
|
0.500 |
2,245.5 |
|
0.382 |
2,233.6 |
|
LOW |
2,195.0 |
|
0.618 |
2,132.6 |
|
1.000 |
2,094.0 |
|
1.618 |
2,031.6 |
|
2.618 |
1,930.6 |
|
4.250 |
1,765.8 |
|
|