Day Change Summary |
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Previous |
Current |
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|
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19-Dec-2011 |
20-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
5,649.5 |
5,669.5 |
20.0 |
0.4% |
6,025.5 |
High |
5,793.5 |
5,901.0 |
107.5 |
1.9% |
6,025.5 |
Low |
5,641.5 |
5,669.5 |
28.0 |
0.5% |
5,675.0 |
Close |
5,689.0 |
5,865.0 |
176.0 |
3.1% |
5,734.5 |
Range |
152.0 |
231.5 |
79.5 |
52.3% |
350.5 |
ATR |
167.8 |
172.3 |
4.6 |
2.7% |
0.0 |
Volume |
249 |
296 |
47 |
18.9% |
40,449 |
|
Daily Pivots for day following 20-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,506.3 |
6,417.2 |
5,992.3 |
|
R3 |
6,274.8 |
6,185.7 |
5,928.7 |
|
R2 |
6,043.3 |
6,043.3 |
5,907.4 |
|
R1 |
5,954.2 |
5,954.2 |
5,886.2 |
5,998.8 |
PP |
5,811.8 |
5,811.8 |
5,811.8 |
5,834.1 |
S1 |
5,722.7 |
5,722.7 |
5,843.8 |
5,767.3 |
S2 |
5,580.3 |
5,580.3 |
5,822.6 |
|
S3 |
5,348.8 |
5,491.2 |
5,801.3 |
|
S4 |
5,117.3 |
5,259.7 |
5,737.7 |
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|
Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,863.2 |
6,649.3 |
5,927.3 |
|
R3 |
6,512.7 |
6,298.8 |
5,830.9 |
|
R2 |
6,162.2 |
6,162.2 |
5,798.8 |
|
R1 |
5,948.3 |
5,948.3 |
5,766.6 |
5,880.0 |
PP |
5,811.7 |
5,811.7 |
5,811.7 |
5,777.5 |
S1 |
5,597.8 |
5,597.8 |
5,702.4 |
5,529.5 |
S2 |
5,461.2 |
5,461.2 |
5,670.2 |
|
S3 |
5,110.7 |
5,247.3 |
5,638.1 |
|
S4 |
4,760.2 |
4,896.8 |
5,541.7 |
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|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,901.0 |
5,641.5 |
259.5 |
4.4% |
152.3 |
2.6% |
86% |
True |
False |
5,866 |
10 |
6,145.0 |
5,641.5 |
503.5 |
8.6% |
184.8 |
3.2% |
44% |
False |
False |
4,356 |
20 |
6,186.0 |
5,409.0 |
777.0 |
13.2% |
159.5 |
2.7% |
59% |
False |
False |
2,285 |
40 |
6,471.0 |
5,409.0 |
1,062.0 |
18.1% |
167.7 |
2.9% |
43% |
False |
False |
1,214 |
60 |
6,471.0 |
5,187.5 |
1,283.5 |
21.9% |
156.5 |
2.7% |
53% |
False |
False |
836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,884.9 |
2.618 |
6,507.1 |
1.618 |
6,275.6 |
1.000 |
6,132.5 |
0.618 |
6,044.1 |
HIGH |
5,901.0 |
0.618 |
5,812.6 |
0.500 |
5,785.3 |
0.382 |
5,757.9 |
LOW |
5,669.5 |
0.618 |
5,526.4 |
1.000 |
5,438.0 |
1.618 |
5,294.9 |
2.618 |
5,063.4 |
4.250 |
4,685.6 |
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