| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,200.0 |
2,183.0 |
-17.0 |
-0.8% |
2,268.0 |
| High |
2,241.0 |
2,215.0 |
-26.0 |
-1.2% |
2,268.0 |
| Low |
2,166.0 |
2,183.0 |
17.0 |
0.8% |
2,109.0 |
| Close |
2,171.0 |
2,200.0 |
29.0 |
1.3% |
2,130.0 |
| Range |
75.0 |
32.0 |
-43.0 |
-57.3% |
159.0 |
| ATR |
66.2 |
64.7 |
-1.6 |
-2.4% |
0.0 |
| Volume |
879 |
1,225 |
346 |
39.4% |
143,543 |
|
| Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,295.3 |
2,279.7 |
2,217.6 |
|
| R3 |
2,263.3 |
2,247.7 |
2,208.8 |
|
| R2 |
2,231.3 |
2,231.3 |
2,205.9 |
|
| R1 |
2,215.7 |
2,215.7 |
2,202.9 |
2,223.5 |
| PP |
2,199.3 |
2,199.3 |
2,199.3 |
2,203.3 |
| S1 |
2,183.7 |
2,183.7 |
2,197.1 |
2,191.5 |
| S2 |
2,167.3 |
2,167.3 |
2,194.1 |
|
| S3 |
2,135.3 |
2,151.7 |
2,191.2 |
|
| S4 |
2,103.3 |
2,119.7 |
2,182.4 |
|
|
| 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 |
6.0% |
59.2 |
2.7% |
69% |
False |
False |
5,432 |
| 10 |
2,276.0 |
2,109.0 |
167.0 |
7.6% |
63.1 |
2.9% |
54% |
False |
False |
16,178 |
| 20 |
2,326.0 |
1,999.0 |
327.0 |
14.9% |
63.3 |
2.9% |
61% |
False |
False |
10,722 |
| 40 |
2,416.0 |
1,999.0 |
417.0 |
19.0% |
58.5 |
2.7% |
48% |
False |
False |
5,545 |
| 60 |
2,435.0 |
1,991.0 |
444.0 |
20.2% |
54.5 |
2.5% |
47% |
False |
False |
3,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,351.0 |
|
2.618 |
2,298.8 |
|
1.618 |
2,266.8 |
|
1.000 |
2,247.0 |
|
0.618 |
2,234.8 |
|
HIGH |
2,215.0 |
|
0.618 |
2,202.8 |
|
0.500 |
2,199.0 |
|
0.382 |
2,195.2 |
|
LOW |
2,183.0 |
|
0.618 |
2,163.2 |
|
1.000 |
2,151.0 |
|
1.618 |
2,131.2 |
|
2.618 |
2,099.2 |
|
4.250 |
2,047.0 |
|
|