| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,155.0 |
2,109.0 |
-46.0 |
-2.1% |
2,268.0 |
| High |
2,168.0 |
2,162.0 |
-6.0 |
-0.3% |
2,268.0 |
| Low |
2,109.0 |
2,109.0 |
0.0 |
0.0% |
2,109.0 |
| Close |
2,130.0 |
2,128.0 |
-2.0 |
-0.1% |
2,130.0 |
| Range |
59.0 |
53.0 |
-6.0 |
-10.2% |
159.0 |
| ATR |
65.6 |
64.7 |
-0.9 |
-1.4% |
0.0 |
| Volume |
24,115 |
370 |
-23,745 |
-98.5% |
143,543 |
|
| Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,292.0 |
2,263.0 |
2,157.2 |
|
| R3 |
2,239.0 |
2,210.0 |
2,142.6 |
|
| R2 |
2,186.0 |
2,186.0 |
2,137.7 |
|
| R1 |
2,157.0 |
2,157.0 |
2,132.9 |
2,171.5 |
| PP |
2,133.0 |
2,133.0 |
2,133.0 |
2,140.3 |
| S1 |
2,104.0 |
2,104.0 |
2,123.1 |
2,118.5 |
| S2 |
2,080.0 |
2,080.0 |
2,118.3 |
|
| S3 |
2,027.0 |
2,051.0 |
2,113.4 |
|
| S4 |
1,974.0 |
1,998.0 |
2,098.9 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,646.0 |
2,547.0 |
2,217.5 |
|
| R3 |
2,487.0 |
2,388.0 |
2,173.7 |
|
| R2 |
2,328.0 |
2,328.0 |
2,159.2 |
|
| R1 |
2,229.0 |
2,229.0 |
2,144.6 |
2,199.0 |
| PP |
2,169.0 |
2,169.0 |
2,169.0 |
2,154.0 |
| S1 |
2,070.0 |
2,070.0 |
2,115.4 |
2,040.0 |
| S2 |
2,010.0 |
2,010.0 |
2,100.9 |
|
| S3 |
1,851.0 |
1,911.0 |
2,086.3 |
|
| S4 |
1,692.0 |
1,752.0 |
2,042.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,214.0 |
2,109.0 |
105.0 |
4.9% |
54.2 |
2.5% |
18% |
False |
True |
24,738 |
| 10 |
2,326.0 |
2,109.0 |
217.0 |
10.2% |
66.7 |
3.1% |
9% |
False |
True |
18,610 |
| 20 |
2,326.0 |
1,999.0 |
327.0 |
15.4% |
61.1 |
2.9% |
39% |
False |
False |
10,709 |
| 40 |
2,435.0 |
1,999.0 |
436.0 |
20.5% |
58.1 |
2.7% |
30% |
False |
False |
5,525 |
| 60 |
2,435.0 |
1,991.0 |
444.0 |
20.9% |
53.7 |
2.5% |
31% |
False |
False |
3,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,387.3 |
|
2.618 |
2,300.8 |
|
1.618 |
2,247.8 |
|
1.000 |
2,215.0 |
|
0.618 |
2,194.8 |
|
HIGH |
2,162.0 |
|
0.618 |
2,141.8 |
|
0.500 |
2,135.5 |
|
0.382 |
2,129.2 |
|
LOW |
2,109.0 |
|
0.618 |
2,076.2 |
|
1.000 |
2,056.0 |
|
1.618 |
2,023.2 |
|
2.618 |
1,970.2 |
|
4.250 |
1,883.8 |
|
|