| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,224.0 |
2,200.0 |
-24.0 |
-1.1% |
2,109.0 |
| High |
2,236.0 |
2,232.0 |
-4.0 |
-0.2% |
2,241.0 |
| Low |
2,217.0 |
2,178.0 |
-39.0 |
-1.8% |
2,109.0 |
| Close |
2,221.0 |
2,190.0 |
-31.0 |
-1.4% |
2,216.0 |
| Range |
19.0 |
54.0 |
35.0 |
184.2% |
132.0 |
| ATR |
59.0 |
58.6 |
-0.4 |
-0.6% |
0.0 |
| Volume |
142 |
94 |
-48 |
-33.8% |
3,393 |
|
| Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,362.0 |
2,330.0 |
2,219.7 |
|
| R3 |
2,308.0 |
2,276.0 |
2,204.9 |
|
| R2 |
2,254.0 |
2,254.0 |
2,199.9 |
|
| R1 |
2,222.0 |
2,222.0 |
2,195.0 |
2,211.0 |
| PP |
2,200.0 |
2,200.0 |
2,200.0 |
2,194.5 |
| S1 |
2,168.0 |
2,168.0 |
2,185.1 |
2,157.0 |
| S2 |
2,146.0 |
2,146.0 |
2,180.1 |
|
| S3 |
2,092.0 |
2,114.0 |
2,175.2 |
|
| S4 |
2,038.0 |
2,060.0 |
2,160.3 |
|
|
| 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 |
2,166.0 |
75.0 |
3.4% |
39.2 |
1.8% |
32% |
False |
False |
537 |
| 10 |
2,241.0 |
2,109.0 |
132.0 |
6.0% |
48.5 |
2.2% |
61% |
False |
False |
11,382 |
| 20 |
2,326.0 |
2,109.0 |
217.0 |
9.9% |
58.7 |
2.7% |
37% |
False |
False |
10,615 |
| 40 |
2,326.0 |
1,999.0 |
327.0 |
14.9% |
57.8 |
2.6% |
58% |
False |
False |
5,552 |
| 60 |
2,435.0 |
1,999.0 |
436.0 |
19.9% |
55.0 |
2.5% |
44% |
False |
False |
3,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,461.5 |
|
2.618 |
2,373.4 |
|
1.618 |
2,319.4 |
|
1.000 |
2,286.0 |
|
0.618 |
2,265.4 |
|
HIGH |
2,232.0 |
|
0.618 |
2,211.4 |
|
0.500 |
2,205.0 |
|
0.382 |
2,198.6 |
|
LOW |
2,178.0 |
|
0.618 |
2,144.6 |
|
1.000 |
2,124.0 |
|
1.618 |
2,090.6 |
|
2.618 |
2,036.6 |
|
4.250 |
1,948.5 |
|
|