Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2011 |
29-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
5,800.0 |
5,820.0 |
20.0 |
0.3% |
5,649.5 |
High |
5,923.0 |
5,900.0 |
-23.0 |
-0.4% |
5,984.5 |
Low |
5,795.5 |
5,800.0 |
4.5 |
0.1% |
5,641.5 |
Close |
5,805.0 |
5,849.0 |
44.0 |
0.8% |
5,901.0 |
Range |
127.5 |
100.0 |
-27.5 |
-21.6% |
343.0 |
ATR |
151.4 |
147.7 |
-3.7 |
-2.4% |
0.0 |
Volume |
255 |
376 |
121 |
47.5% |
1,990 |
|
Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,149.7 |
6,099.3 |
5,904.0 |
|
R3 |
6,049.7 |
5,999.3 |
5,876.5 |
|
R2 |
5,949.7 |
5,949.7 |
5,867.3 |
|
R1 |
5,899.3 |
5,899.3 |
5,858.2 |
5,924.5 |
PP |
5,849.7 |
5,849.7 |
5,849.7 |
5,862.3 |
S1 |
5,799.3 |
5,799.3 |
5,839.8 |
5,824.5 |
S2 |
5,749.7 |
5,749.7 |
5,830.7 |
|
S3 |
5,649.7 |
5,699.3 |
5,821.5 |
|
S4 |
5,549.7 |
5,599.3 |
5,794.0 |
|
|
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 |
5,945.5 |
5,795.5 |
150.0 |
2.6% |
84.0 |
1.4% |
36% |
False |
False |
486 |
10 |
5,984.5 |
5,641.5 |
343.0 |
5.9% |
127.8 |
2.2% |
60% |
False |
False |
2,198 |
20 |
6,186.0 |
5,641.5 |
544.5 |
9.3% |
140.2 |
2.4% |
38% |
False |
False |
2,375 |
40 |
6,204.0 |
5,409.0 |
795.0 |
13.6% |
158.0 |
2.7% |
55% |
False |
False |
1,269 |
60 |
6,471.0 |
5,409.0 |
1,062.0 |
18.2% |
154.5 |
2.6% |
41% |
False |
False |
878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,325.0 |
2.618 |
6,161.8 |
1.618 |
6,061.8 |
1.000 |
6,000.0 |
0.618 |
5,961.8 |
HIGH |
5,900.0 |
0.618 |
5,861.8 |
0.500 |
5,850.0 |
0.382 |
5,838.2 |
LOW |
5,800.0 |
0.618 |
5,738.2 |
1.000 |
5,700.0 |
1.618 |
5,638.2 |
2.618 |
5,538.2 |
4.250 |
5,375.0 |
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