| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,292.0 |
2,185.0 |
-107.0 |
-4.7% |
2,289.0 |
| High |
2,296.0 |
2,276.0 |
-20.0 |
-0.9% |
2,326.0 |
| Low |
2,195.0 |
2,182.0 |
-13.0 |
-0.6% |
2,182.0 |
| Close |
2,216.0 |
2,270.0 |
54.0 |
2.4% |
2,270.0 |
| Range |
101.0 |
94.0 |
-7.0 |
-6.9% |
144.0 |
| ATR |
66.4 |
68.3 |
2.0 |
3.0% |
0.0 |
| Volume |
17,569 |
15,199 |
-2,370 |
-13.5% |
61,261 |
|
| Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,524.7 |
2,491.3 |
2,321.7 |
|
| R3 |
2,430.7 |
2,397.3 |
2,295.9 |
|
| R2 |
2,336.7 |
2,336.7 |
2,287.2 |
|
| R1 |
2,303.3 |
2,303.3 |
2,278.6 |
2,320.0 |
| PP |
2,242.7 |
2,242.7 |
2,242.7 |
2,251.0 |
| S1 |
2,209.3 |
2,209.3 |
2,261.4 |
2,226.0 |
| S2 |
2,148.7 |
2,148.7 |
2,252.8 |
|
| S3 |
2,054.7 |
2,115.3 |
2,244.2 |
|
| S4 |
1,960.7 |
2,021.3 |
2,218.3 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,691.3 |
2,624.7 |
2,349.2 |
|
| R3 |
2,547.3 |
2,480.7 |
2,309.6 |
|
| R2 |
2,403.3 |
2,403.3 |
2,296.4 |
|
| R1 |
2,336.7 |
2,336.7 |
2,283.2 |
2,298.0 |
| PP |
2,259.3 |
2,259.3 |
2,259.3 |
2,240.0 |
| S1 |
2,192.7 |
2,192.7 |
2,256.8 |
2,154.0 |
| S2 |
2,115.3 |
2,115.3 |
2,243.6 |
|
| S3 |
1,971.3 |
2,048.7 |
2,230.4 |
|
| S4 |
1,827.3 |
1,904.7 |
2,190.8 |
|
|
| 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 |
2,182.0 |
144.0 |
6.3% |
68.4 |
3.0% |
61% |
False |
True |
12,252 |
| 10 |
2,326.0 |
2,073.0 |
253.0 |
11.1% |
67.8 |
3.0% |
78% |
False |
False |
6,776 |
| 20 |
2,326.0 |
1,999.0 |
327.0 |
14.4% |
58.4 |
2.6% |
83% |
False |
False |
3,565 |
| 40 |
2,435.0 |
1,999.0 |
436.0 |
19.2% |
56.0 |
2.5% |
62% |
False |
False |
1,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,675.5 |
|
2.618 |
2,522.1 |
|
1.618 |
2,428.1 |
|
1.000 |
2,370.0 |
|
0.618 |
2,334.1 |
|
HIGH |
2,276.0 |
|
0.618 |
2,240.1 |
|
0.500 |
2,229.0 |
|
0.382 |
2,217.9 |
|
LOW |
2,182.0 |
|
0.618 |
2,123.9 |
|
1.000 |
2,088.0 |
|
1.618 |
2,029.9 |
|
2.618 |
1,935.9 |
|
4.250 |
1,782.5 |
|
|