| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2011 |
21-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,122.0 |
2,200.0 |
78.0 |
3.7% |
2,268.0 |
| High |
2,199.0 |
2,241.0 |
42.0 |
1.9% |
2,268.0 |
| Low |
2,122.0 |
2,166.0 |
44.0 |
2.1% |
2,109.0 |
| Close |
2,187.0 |
2,171.0 |
-16.0 |
-0.7% |
2,130.0 |
| Range |
77.0 |
75.0 |
-2.0 |
-2.6% |
159.0 |
| ATR |
65.6 |
66.2 |
0.7 |
1.0% |
0.0 |
| Volume |
571 |
879 |
308 |
53.9% |
143,543 |
|
| Daily Pivots for day following 21-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,417.7 |
2,369.3 |
2,212.3 |
|
| R3 |
2,342.7 |
2,294.3 |
2,191.6 |
|
| R2 |
2,267.7 |
2,267.7 |
2,184.8 |
|
| R1 |
2,219.3 |
2,219.3 |
2,177.9 |
2,206.0 |
| PP |
2,192.7 |
2,192.7 |
2,192.7 |
2,186.0 |
| S1 |
2,144.3 |
2,144.3 |
2,164.1 |
2,131.0 |
| S2 |
2,117.7 |
2,117.7 |
2,157.3 |
|
| S3 |
2,042.7 |
2,069.3 |
2,150.4 |
|
| S4 |
1,967.7 |
1,994.3 |
2,129.8 |
|
|
| 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 |
2,241.0 |
2,109.0 |
132.0 |
6.1% |
61.4 |
2.8% |
47% |
True |
False |
15,726 |
| 10 |
2,296.0 |
2,109.0 |
187.0 |
8.6% |
70.0 |
3.2% |
33% |
False |
False |
17,813 |
| 20 |
2,326.0 |
1,999.0 |
327.0 |
15.1% |
64.4 |
3.0% |
53% |
False |
False |
10,677 |
| 40 |
2,435.0 |
1,999.0 |
436.0 |
20.1% |
60.2 |
2.8% |
39% |
False |
False |
5,557 |
| 60 |
2,435.0 |
1,991.0 |
444.0 |
20.5% |
54.6 |
2.5% |
41% |
False |
False |
3,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,559.8 |
|
2.618 |
2,437.4 |
|
1.618 |
2,362.4 |
|
1.000 |
2,316.0 |
|
0.618 |
2,287.4 |
|
HIGH |
2,241.0 |
|
0.618 |
2,212.4 |
|
0.500 |
2,203.5 |
|
0.382 |
2,194.7 |
|
LOW |
2,166.0 |
|
0.618 |
2,119.7 |
|
1.000 |
2,091.0 |
|
1.618 |
2,044.7 |
|
2.618 |
1,969.7 |
|
4.250 |
1,847.3 |
|
|