Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
5,919.5 |
5,800.0 |
-119.5 |
-2.0% |
5,649.5 |
High |
5,945.5 |
5,923.0 |
-22.5 |
-0.4% |
5,984.5 |
Low |
5,907.0 |
5,795.5 |
-111.5 |
-1.9% |
5,641.5 |
Close |
5,921.0 |
5,805.0 |
-116.0 |
-2.0% |
5,901.0 |
Range |
38.5 |
127.5 |
89.0 |
231.2% |
343.0 |
ATR |
153.2 |
151.4 |
-1.8 |
-1.2% |
0.0 |
Volume |
781 |
255 |
-526 |
-67.3% |
1,990 |
|
Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,223.7 |
6,141.8 |
5,875.1 |
|
R3 |
6,096.2 |
6,014.3 |
5,840.1 |
|
R2 |
5,968.7 |
5,968.7 |
5,828.4 |
|
R1 |
5,886.8 |
5,886.8 |
5,816.7 |
5,927.8 |
PP |
5,841.2 |
5,841.2 |
5,841.2 |
5,861.6 |
S1 |
5,759.3 |
5,759.3 |
5,793.3 |
5,800.3 |
S2 |
5,713.7 |
5,713.7 |
5,781.6 |
|
S3 |
5,586.2 |
5,631.8 |
5,769.9 |
|
S4 |
5,458.7 |
5,504.3 |
5,734.9 |
|
|
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 |
5,790.5 |
194.0 |
3.3% |
102.8 |
1.8% |
7% |
False |
False |
496 |
10 |
5,984.5 |
5,641.5 |
343.0 |
5.9% |
127.6 |
2.2% |
48% |
False |
False |
3,181 |
20 |
6,186.0 |
5,641.5 |
544.5 |
9.4% |
154.6 |
2.7% |
30% |
False |
False |
2,364 |
40 |
6,204.0 |
5,409.0 |
795.0 |
13.7% |
158.3 |
2.7% |
50% |
False |
False |
1,263 |
60 |
6,471.0 |
5,347.0 |
1,124.0 |
19.4% |
155.5 |
2.7% |
41% |
False |
False |
873 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,464.9 |
2.618 |
6,256.8 |
1.618 |
6,129.3 |
1.000 |
6,050.5 |
0.618 |
6,001.8 |
HIGH |
5,923.0 |
0.618 |
5,874.3 |
0.500 |
5,859.3 |
0.382 |
5,844.2 |
LOW |
5,795.5 |
0.618 |
5,716.7 |
1.000 |
5,668.0 |
1.618 |
5,589.2 |
2.618 |
5,461.7 |
4.250 |
5,253.6 |
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