Day Change Summary |
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Previous |
Current |
|
|
|
|
20-Dec-2011 |
21-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
5,669.5 |
5,899.5 |
230.0 |
4.1% |
6,025.5 |
High |
5,901.0 |
5,984.5 |
83.5 |
1.4% |
6,025.5 |
Low |
5,669.5 |
5,790.5 |
121.0 |
2.1% |
5,675.0 |
Close |
5,865.0 |
5,814.5 |
-50.5 |
-0.9% |
5,734.5 |
Range |
231.5 |
194.0 |
-37.5 |
-16.2% |
350.5 |
ATR |
172.3 |
173.9 |
1.5 |
0.9% |
0.0 |
Volume |
296 |
425 |
129 |
43.6% |
40,449 |
|
Daily Pivots for day following 21-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,445.2 |
6,323.8 |
5,921.2 |
|
R3 |
6,251.2 |
6,129.8 |
5,867.9 |
|
R2 |
6,057.2 |
6,057.2 |
5,850.1 |
|
R1 |
5,935.8 |
5,935.8 |
5,832.3 |
5,899.5 |
PP |
5,863.2 |
5,863.2 |
5,863.2 |
5,845.0 |
S1 |
5,741.8 |
5,741.8 |
5,796.7 |
5,705.5 |
S2 |
5,669.2 |
5,669.2 |
5,778.9 |
|
S3 |
5,475.2 |
5,547.8 |
5,761.2 |
|
S4 |
5,281.2 |
5,353.8 |
5,707.8 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,984.5 |
5,641.5 |
343.0 |
5.9% |
171.6 |
3.0% |
50% |
True |
False |
3,911 |
10 |
6,095.5 |
5,641.5 |
454.0 |
7.8% |
184.0 |
3.2% |
38% |
False |
False |
4,381 |
20 |
6,186.0 |
5,409.0 |
777.0 |
13.4% |
165.3 |
2.8% |
52% |
False |
False |
2,278 |
40 |
6,471.0 |
5,409.0 |
1,062.0 |
18.3% |
169.2 |
2.9% |
38% |
False |
False |
1,224 |
60 |
6,471.0 |
5,187.5 |
1,283.5 |
22.1% |
157.1 |
2.7% |
49% |
False |
False |
843 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,809.0 |
2.618 |
6,492.4 |
1.618 |
6,298.4 |
1.000 |
6,178.5 |
0.618 |
6,104.4 |
HIGH |
5,984.5 |
0.618 |
5,910.4 |
0.500 |
5,887.5 |
0.382 |
5,864.6 |
LOW |
5,790.5 |
0.618 |
5,670.6 |
1.000 |
5,596.5 |
1.618 |
5,476.6 |
2.618 |
5,282.6 |
4.250 |
4,966.0 |
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