| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2011 |
20-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,109.0 |
2,122.0 |
13.0 |
0.6% |
2,268.0 |
| High |
2,162.0 |
2,199.0 |
37.0 |
1.7% |
2,268.0 |
| Low |
2,109.0 |
2,122.0 |
13.0 |
0.6% |
2,109.0 |
| Close |
2,128.0 |
2,187.0 |
59.0 |
2.8% |
2,130.0 |
| Range |
53.0 |
77.0 |
24.0 |
45.3% |
159.0 |
| ATR |
64.7 |
65.6 |
0.9 |
1.4% |
0.0 |
| Volume |
370 |
571 |
201 |
54.3% |
143,543 |
|
| Daily Pivots for day following 20-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,400.3 |
2,370.7 |
2,229.4 |
|
| R3 |
2,323.3 |
2,293.7 |
2,208.2 |
|
| R2 |
2,246.3 |
2,246.3 |
2,201.1 |
|
| R1 |
2,216.7 |
2,216.7 |
2,194.1 |
2,231.5 |
| PP |
2,169.3 |
2,169.3 |
2,169.3 |
2,176.8 |
| S1 |
2,139.7 |
2,139.7 |
2,179.9 |
2,154.5 |
| S2 |
2,092.3 |
2,092.3 |
2,172.9 |
|
| S3 |
2,015.3 |
2,062.7 |
2,165.8 |
|
| S4 |
1,938.3 |
1,985.7 |
2,144.7 |
|
|
| 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 |
2,199.0 |
2,109.0 |
90.0 |
4.1% |
57.8 |
2.6% |
87% |
True |
False |
22,227 |
| 10 |
2,326.0 |
2,109.0 |
217.0 |
9.9% |
71.5 |
3.3% |
36% |
False |
False |
18,291 |
| 20 |
2,326.0 |
1,999.0 |
327.0 |
15.0% |
62.7 |
2.9% |
57% |
False |
False |
10,734 |
| 40 |
2,435.0 |
1,999.0 |
436.0 |
19.9% |
59.1 |
2.7% |
43% |
False |
False |
5,539 |
| 60 |
2,435.0 |
1,991.0 |
444.0 |
20.3% |
54.3 |
2.5% |
44% |
False |
False |
3,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,526.3 |
|
2.618 |
2,400.6 |
|
1.618 |
2,323.6 |
|
1.000 |
2,276.0 |
|
0.618 |
2,246.6 |
|
HIGH |
2,199.0 |
|
0.618 |
2,169.6 |
|
0.500 |
2,160.5 |
|
0.382 |
2,151.4 |
|
LOW |
2,122.0 |
|
0.618 |
2,074.4 |
|
1.000 |
2,045.0 |
|
1.618 |
1,997.4 |
|
2.618 |
1,920.4 |
|
4.250 |
1,794.8 |
|
|