Day Change Summary |
|
Previous |
Current |
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|
|
|
22-Dec-2011 |
23-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
5,830.0 |
5,927.5 |
97.5 |
1.7% |
5,649.5 |
High |
5,907.0 |
5,945.0 |
38.0 |
0.6% |
5,984.5 |
Low |
5,830.0 |
5,868.0 |
38.0 |
0.7% |
5,641.5 |
Close |
5,875.0 |
5,901.0 |
26.0 |
0.4% |
5,901.0 |
Range |
77.0 |
77.0 |
0.0 |
0.0% |
343.0 |
ATR |
168.1 |
161.6 |
-6.5 |
-3.9% |
0.0 |
Volume |
773 |
247 |
-526 |
-68.0% |
1,990 |
|
Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,135.7 |
6,095.3 |
5,943.4 |
|
R3 |
6,058.7 |
6,018.3 |
5,922.2 |
|
R2 |
5,981.7 |
5,981.7 |
5,915.1 |
|
R1 |
5,941.3 |
5,941.3 |
5,908.1 |
5,923.0 |
PP |
5,904.7 |
5,904.7 |
5,904.7 |
5,895.5 |
S1 |
5,864.3 |
5,864.3 |
5,893.9 |
5,846.0 |
S2 |
5,827.7 |
5,827.7 |
5,886.9 |
|
S3 |
5,750.7 |
5,787.3 |
5,879.8 |
|
S4 |
5,673.7 |
5,710.3 |
5,858.7 |
|
|
Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,871.3 |
6,729.2 |
6,089.7 |
|
R3 |
6,528.3 |
6,386.2 |
5,995.3 |
|
R2 |
6,185.3 |
6,185.3 |
5,963.9 |
|
R1 |
6,043.2 |
6,043.2 |
5,932.4 |
6,114.3 |
PP |
5,842.3 |
5,842.3 |
5,842.3 |
5,877.9 |
S1 |
5,700.2 |
5,700.2 |
5,869.6 |
5,771.3 |
S2 |
5,499.3 |
5,499.3 |
5,838.1 |
|
S3 |
5,156.3 |
5,357.2 |
5,806.7 |
|
S4 |
4,813.3 |
5,014.2 |
5,712.4 |
|
|
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% |
146.3 |
2.5% |
76% |
False |
False |
398 |
10 |
6,025.5 |
5,641.5 |
384.0 |
6.5% |
150.3 |
2.5% |
68% |
False |
False |
4,243 |
20 |
6,186.0 |
5,600.0 |
586.0 |
9.9% |
160.5 |
2.7% |
51% |
False |
False |
2,323 |
40 |
6,345.0 |
5,409.0 |
936.0 |
15.9% |
164.9 |
2.8% |
53% |
False |
False |
1,240 |
60 |
6,471.0 |
5,187.5 |
1,283.5 |
21.8% |
156.4 |
2.6% |
56% |
False |
False |
859 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,272.3 |
2.618 |
6,146.6 |
1.618 |
6,069.6 |
1.000 |
6,022.0 |
0.618 |
5,992.6 |
HIGH |
5,945.0 |
0.618 |
5,915.6 |
0.500 |
5,906.5 |
0.382 |
5,897.4 |
LOW |
5,868.0 |
0.618 |
5,820.4 |
1.000 |
5,791.0 |
1.618 |
5,743.4 |
2.618 |
5,666.4 |
4.250 |
5,540.8 |
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