| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2011 |
27-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,227.0 |
2,224.0 |
-3.0 |
-0.1% |
2,109.0 |
| High |
2,227.0 |
2,236.0 |
9.0 |
0.4% |
2,241.0 |
| Low |
2,211.0 |
2,217.0 |
6.0 |
0.3% |
2,109.0 |
| Close |
2,216.0 |
2,221.0 |
5.0 |
0.2% |
2,216.0 |
| Range |
16.0 |
19.0 |
3.0 |
18.8% |
132.0 |
| ATR |
62.0 |
59.0 |
-3.0 |
-4.8% |
0.0 |
| Volume |
348 |
142 |
-206 |
-59.2% |
3,393 |
|
| Daily Pivots for day following 27-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,281.7 |
2,270.3 |
2,231.5 |
|
| R3 |
2,262.7 |
2,251.3 |
2,226.2 |
|
| R2 |
2,243.7 |
2,243.7 |
2,224.5 |
|
| R1 |
2,232.3 |
2,232.3 |
2,222.7 |
2,228.5 |
| PP |
2,224.7 |
2,224.7 |
2,224.7 |
2,222.8 |
| S1 |
2,213.3 |
2,213.3 |
2,219.3 |
2,209.5 |
| S2 |
2,205.7 |
2,205.7 |
2,217.5 |
|
| S3 |
2,186.7 |
2,194.3 |
2,215.8 |
|
| S4 |
2,167.7 |
2,175.3 |
2,210.6 |
|
|
| 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 |
2,122.0 |
119.0 |
5.4% |
43.8 |
2.0% |
83% |
False |
False |
633 |
| 10 |
2,241.0 |
2,109.0 |
132.0 |
5.9% |
49.0 |
2.2% |
85% |
False |
False |
12,685 |
| 20 |
2,326.0 |
2,109.0 |
217.0 |
9.8% |
58.7 |
2.6% |
52% |
False |
False |
10,683 |
| 40 |
2,326.0 |
1,999.0 |
327.0 |
14.7% |
57.4 |
2.6% |
68% |
False |
False |
5,557 |
| 60 |
2,435.0 |
1,991.0 |
444.0 |
20.0% |
54.4 |
2.5% |
52% |
False |
False |
3,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,316.8 |
|
2.618 |
2,285.7 |
|
1.618 |
2,266.7 |
|
1.000 |
2,255.0 |
|
0.618 |
2,247.7 |
|
HIGH |
2,236.0 |
|
0.618 |
2,228.7 |
|
0.500 |
2,226.5 |
|
0.382 |
2,224.3 |
|
LOW |
2,217.0 |
|
0.618 |
2,205.3 |
|
1.000 |
2,198.0 |
|
1.618 |
2,186.3 |
|
2.618 |
2,167.3 |
|
4.250 |
2,136.3 |
|
|