| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,193.0 |
2,236.0 |
43.0 |
2.0% |
2,224.0 |
| High |
2,235.0 |
2,245.0 |
10.0 |
0.4% |
2,245.0 |
| Low |
2,181.0 |
2,218.0 |
37.0 |
1.7% |
2,178.0 |
| Close |
2,212.0 |
2,242.0 |
30.0 |
1.4% |
2,242.0 |
| Range |
54.0 |
27.0 |
-27.0 |
-50.0% |
67.0 |
| ATR |
58.3 |
56.5 |
-1.8 |
-3.1% |
0.0 |
| Volume |
79 |
97 |
18 |
22.8% |
412 |
|
| Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,316.0 |
2,306.0 |
2,256.9 |
|
| R3 |
2,289.0 |
2,279.0 |
2,249.4 |
|
| R2 |
2,262.0 |
2,262.0 |
2,247.0 |
|
| R1 |
2,252.0 |
2,252.0 |
2,244.5 |
2,257.0 |
| PP |
2,235.0 |
2,235.0 |
2,235.0 |
2,237.5 |
| S1 |
2,225.0 |
2,225.0 |
2,239.5 |
2,230.0 |
| S2 |
2,208.0 |
2,208.0 |
2,237.1 |
|
| S3 |
2,181.0 |
2,198.0 |
2,234.6 |
|
| S4 |
2,154.0 |
2,171.0 |
2,227.2 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,422.7 |
2,399.3 |
2,278.9 |
|
| R3 |
2,355.7 |
2,332.3 |
2,260.4 |
|
| R2 |
2,288.7 |
2,288.7 |
2,254.3 |
|
| R1 |
2,265.3 |
2,265.3 |
2,248.1 |
2,277.0 |
| PP |
2,221.7 |
2,221.7 |
2,221.7 |
2,227.5 |
| S1 |
2,198.3 |
2,198.3 |
2,235.9 |
2,210.0 |
| S2 |
2,154.7 |
2,154.7 |
2,229.7 |
|
| S3 |
2,087.7 |
2,131.3 |
2,223.6 |
|
| S4 |
2,020.7 |
2,064.3 |
2,205.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,245.0 |
2,178.0 |
67.0 |
3.0% |
34.0 |
1.5% |
96% |
True |
False |
152 |
| 10 |
2,245.0 |
2,109.0 |
136.0 |
6.1% |
46.6 |
2.1% |
98% |
True |
False |
2,792 |
| 20 |
2,326.0 |
2,109.0 |
217.0 |
9.7% |
54.4 |
2.4% |
61% |
False |
False |
10,480 |
| 40 |
2,326.0 |
1,999.0 |
327.0 |
14.6% |
56.0 |
2.5% |
74% |
False |
False |
5,521 |
| 60 |
2,435.0 |
1,999.0 |
436.0 |
19.4% |
54.1 |
2.4% |
56% |
False |
False |
3,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,359.8 |
|
2.618 |
2,315.7 |
|
1.618 |
2,288.7 |
|
1.000 |
2,272.0 |
|
0.618 |
2,261.7 |
|
HIGH |
2,245.0 |
|
0.618 |
2,234.7 |
|
0.500 |
2,231.5 |
|
0.382 |
2,228.3 |
|
LOW |
2,218.0 |
|
0.618 |
2,201.3 |
|
1.000 |
2,191.0 |
|
1.618 |
2,174.3 |
|
2.618 |
2,147.3 |
|
4.250 |
2,103.3 |
|
|