Day Change Summary |
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Previous |
Current |
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|
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21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
5,899.5 |
5,830.0 |
-69.5 |
-1.2% |
6,025.5 |
High |
5,984.5 |
5,907.0 |
-77.5 |
-1.3% |
6,025.5 |
Low |
5,790.5 |
5,830.0 |
39.5 |
0.7% |
5,675.0 |
Close |
5,814.5 |
5,875.0 |
60.5 |
1.0% |
5,734.5 |
Range |
194.0 |
77.0 |
-117.0 |
-60.3% |
350.5 |
ATR |
173.9 |
168.1 |
-5.8 |
-3.3% |
0.0 |
Volume |
425 |
773 |
348 |
81.9% |
40,449 |
|
Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,101.7 |
6,065.3 |
5,917.4 |
|
R3 |
6,024.7 |
5,988.3 |
5,896.2 |
|
R2 |
5,947.7 |
5,947.7 |
5,889.1 |
|
R1 |
5,911.3 |
5,911.3 |
5,882.1 |
5,929.5 |
PP |
5,870.7 |
5,870.7 |
5,870.7 |
5,879.8 |
S1 |
5,834.3 |
5,834.3 |
5,867.9 |
5,852.5 |
S2 |
5,793.7 |
5,793.7 |
5,860.9 |
|
S3 |
5,716.7 |
5,757.3 |
5,853.8 |
|
S4 |
5,639.7 |
5,680.3 |
5,832.7 |
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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 |
5,984.5 |
5,641.5 |
343.0 |
5.8% |
158.1 |
2.7% |
68% |
False |
False |
1,343 |
10 |
6,037.0 |
5,641.5 |
395.5 |
6.7% |
166.3 |
2.8% |
59% |
False |
False |
4,370 |
20 |
6,186.0 |
5,409.0 |
777.0 |
13.2% |
162.5 |
2.8% |
60% |
False |
False |
2,313 |
40 |
6,456.0 |
5,409.0 |
1,047.0 |
17.8% |
165.1 |
2.8% |
45% |
False |
False |
1,234 |
60 |
6,471.0 |
5,187.5 |
1,283.5 |
21.8% |
157.0 |
2.7% |
54% |
False |
False |
855 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,234.3 |
2.618 |
6,108.6 |
1.618 |
6,031.6 |
1.000 |
5,984.0 |
0.618 |
5,954.6 |
HIGH |
5,907.0 |
0.618 |
5,877.6 |
0.500 |
5,868.5 |
0.382 |
5,859.4 |
LOW |
5,830.0 |
0.618 |
5,782.4 |
1.000 |
5,753.0 |
1.618 |
5,705.4 |
2.618 |
5,628.4 |
4.250 |
5,502.8 |
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