| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2011 |
23-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,183.0 |
2,227.0 |
44.0 |
2.0% |
2,109.0 |
| High |
2,215.0 |
2,227.0 |
12.0 |
0.5% |
2,241.0 |
| Low |
2,183.0 |
2,211.0 |
28.0 |
1.3% |
2,109.0 |
| Close |
2,200.0 |
2,216.0 |
16.0 |
0.7% |
2,216.0 |
| Range |
32.0 |
16.0 |
-16.0 |
-50.0% |
132.0 |
| ATR |
64.7 |
62.0 |
-2.7 |
-4.2% |
0.0 |
| Volume |
1,225 |
348 |
-877 |
-71.6% |
3,393 |
|
| Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,266.0 |
2,257.0 |
2,224.8 |
|
| R3 |
2,250.0 |
2,241.0 |
2,220.4 |
|
| R2 |
2,234.0 |
2,234.0 |
2,218.9 |
|
| R1 |
2,225.0 |
2,225.0 |
2,217.5 |
2,221.5 |
| PP |
2,218.0 |
2,218.0 |
2,218.0 |
2,216.3 |
| S1 |
2,209.0 |
2,209.0 |
2,214.5 |
2,205.5 |
| S2 |
2,202.0 |
2,202.0 |
2,213.1 |
|
| S3 |
2,186.0 |
2,193.0 |
2,211.6 |
|
| S4 |
2,170.0 |
2,177.0 |
2,207.2 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,584.7 |
2,532.3 |
2,288.6 |
|
| R3 |
2,452.7 |
2,400.3 |
2,252.3 |
|
| R2 |
2,320.7 |
2,320.7 |
2,240.2 |
|
| R1 |
2,268.3 |
2,268.3 |
2,228.1 |
2,294.5 |
| PP |
2,188.7 |
2,188.7 |
2,188.7 |
2,201.8 |
| S1 |
2,136.3 |
2,136.3 |
2,203.9 |
2,162.5 |
| S2 |
2,056.7 |
2,056.7 |
2,191.8 |
|
| S3 |
1,924.7 |
2,004.3 |
2,179.7 |
|
| S4 |
1,792.7 |
1,872.3 |
2,143.4 |
|
|
| 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% |
50.6 |
2.3% |
81% |
False |
False |
678 |
| 10 |
2,268.0 |
2,109.0 |
159.0 |
7.2% |
55.3 |
2.5% |
67% |
False |
False |
14,693 |
| 20 |
2,326.0 |
2,073.0 |
253.0 |
11.4% |
61.6 |
2.8% |
57% |
False |
False |
10,734 |
| 40 |
2,348.0 |
1,999.0 |
349.0 |
15.7% |
58.2 |
2.6% |
62% |
False |
False |
5,554 |
| 60 |
2,435.0 |
1,991.0 |
444.0 |
20.0% |
54.1 |
2.4% |
51% |
False |
False |
3,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,295.0 |
|
2.618 |
2,268.9 |
|
1.618 |
2,252.9 |
|
1.000 |
2,243.0 |
|
0.618 |
2,236.9 |
|
HIGH |
2,227.0 |
|
0.618 |
2,220.9 |
|
0.500 |
2,219.0 |
|
0.382 |
2,217.1 |
|
LOW |
2,211.0 |
|
0.618 |
2,201.1 |
|
1.000 |
2,195.0 |
|
1.618 |
2,185.1 |
|
2.618 |
2,169.1 |
|
4.250 |
2,143.0 |
|
|