Day Change Summary |
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Previous |
Current |
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12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
6,025.5 |
5,842.5 |
-183.0 |
-3.0% |
6,136.5 |
High |
6,025.5 |
5,874.5 |
-151.0 |
-2.5% |
6,186.0 |
Low |
5,782.0 |
5,725.0 |
-57.0 |
-1.0% |
5,799.5 |
Close |
5,820.5 |
5,791.5 |
-29.0 |
-0.5% |
6,013.5 |
Range |
243.5 |
149.5 |
-94.0 |
-38.6% |
386.5 |
ATR |
181.7 |
179.4 |
-2.3 |
-1.3% |
0.0 |
Volume |
4,453 |
7,208 |
2,755 |
61.9% |
3,273 |
|
Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,245.5 |
6,168.0 |
5,873.7 |
|
R3 |
6,096.0 |
6,018.5 |
5,832.6 |
|
R2 |
5,946.5 |
5,946.5 |
5,818.9 |
|
R1 |
5,869.0 |
5,869.0 |
5,805.2 |
5,833.0 |
PP |
5,797.0 |
5,797.0 |
5,797.0 |
5,779.0 |
S1 |
5,719.5 |
5,719.5 |
5,777.8 |
5,683.5 |
S2 |
5,647.5 |
5,647.5 |
5,764.1 |
|
S3 |
5,498.0 |
5,570.0 |
5,750.4 |
|
S4 |
5,348.5 |
5,420.5 |
5,709.3 |
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|
Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,159.2 |
6,972.8 |
6,226.1 |
|
R3 |
6,772.7 |
6,586.3 |
6,119.8 |
|
R2 |
6,386.2 |
6,386.2 |
6,084.4 |
|
R1 |
6,199.8 |
6,199.8 |
6,048.9 |
6,099.8 |
PP |
5,999.7 |
5,999.7 |
5,999.7 |
5,949.6 |
S1 |
5,813.3 |
5,813.3 |
5,978.1 |
5,713.3 |
S2 |
5,613.2 |
5,613.2 |
5,942.6 |
|
S3 |
5,226.7 |
5,426.8 |
5,907.2 |
|
S4 |
4,840.2 |
5,040.3 |
5,800.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,145.0 |
5,725.0 |
420.0 |
7.3% |
217.2 |
3.8% |
16% |
False |
True |
2,846 |
10 |
6,186.0 |
5,725.0 |
461.0 |
8.0% |
181.7 |
3.1% |
14% |
False |
True |
1,547 |
20 |
6,186.0 |
5,409.0 |
777.0 |
13.4% |
153.1 |
2.6% |
49% |
False |
False |
836 |
40 |
6,471.0 |
5,409.0 |
1,062.0 |
18.3% |
164.3 |
2.8% |
36% |
False |
False |
492 |
60 |
6,471.0 |
5,049.0 |
1,422.0 |
24.6% |
154.9 |
2.7% |
52% |
False |
False |
349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,509.9 |
2.618 |
6,265.9 |
1.618 |
6,116.4 |
1.000 |
6,024.0 |
0.618 |
5,966.9 |
HIGH |
5,874.5 |
0.618 |
5,817.4 |
0.500 |
5,799.8 |
0.382 |
5,782.1 |
LOW |
5,725.0 |
0.618 |
5,632.6 |
1.000 |
5,575.5 |
1.618 |
5,483.1 |
2.618 |
5,333.6 |
4.250 |
5,089.6 |
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