Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
5,820.0 |
5,902.5 |
82.5 |
1.4% |
5,919.5 |
High |
5,900.0 |
5,914.0 |
14.0 |
0.2% |
5,945.5 |
Low |
5,800.0 |
5,852.5 |
52.5 |
0.9% |
5,795.5 |
Close |
5,849.0 |
5,914.0 |
65.0 |
1.1% |
5,914.0 |
Range |
100.0 |
61.5 |
-38.5 |
-38.5% |
150.0 |
ATR |
147.7 |
141.8 |
-5.9 |
-4.0% |
0.0 |
Volume |
376 |
150 |
-226 |
-60.1% |
1,562 |
|
Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,078.0 |
6,057.5 |
5,947.8 |
|
R3 |
6,016.5 |
5,996.0 |
5,930.9 |
|
R2 |
5,955.0 |
5,955.0 |
5,925.3 |
|
R1 |
5,934.5 |
5,934.5 |
5,919.6 |
5,944.8 |
PP |
5,893.5 |
5,893.5 |
5,893.5 |
5,898.6 |
S1 |
5,873.0 |
5,873.0 |
5,908.4 |
5,883.3 |
S2 |
5,832.0 |
5,832.0 |
5,902.7 |
|
S3 |
5,770.5 |
5,811.5 |
5,897.1 |
|
S4 |
5,709.0 |
5,750.0 |
5,880.2 |
|
|
Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,335.0 |
6,274.5 |
5,996.5 |
|
R3 |
6,185.0 |
6,124.5 |
5,955.3 |
|
R2 |
6,035.0 |
6,035.0 |
5,941.5 |
|
R1 |
5,974.5 |
5,974.5 |
5,927.8 |
5,929.8 |
PP |
5,885.0 |
5,885.0 |
5,885.0 |
5,862.6 |
S1 |
5,824.5 |
5,824.5 |
5,900.3 |
5,779.8 |
S2 |
5,735.0 |
5,735.0 |
5,886.5 |
|
S3 |
5,585.0 |
5,674.5 |
5,872.8 |
|
S4 |
5,435.0 |
5,524.5 |
5,831.5 |
|
|
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 |
2.5% |
80.9 |
1.4% |
79% |
False |
False |
361 |
10 |
5,984.5 |
5,641.5 |
343.0 |
5.8% |
119.5 |
2.0% |
79% |
False |
False |
852 |
20 |
6,186.0 |
5,641.5 |
544.5 |
9.2% |
139.0 |
2.3% |
50% |
False |
False |
2,368 |
40 |
6,201.0 |
5,409.0 |
792.0 |
13.4% |
151.1 |
2.6% |
64% |
False |
False |
1,267 |
60 |
6,471.0 |
5,409.0 |
1,062.0 |
18.0% |
152.9 |
2.6% |
48% |
False |
False |
880 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,175.4 |
2.618 |
6,075.0 |
1.618 |
6,013.5 |
1.000 |
5,975.5 |
0.618 |
5,952.0 |
HIGH |
5,914.0 |
0.618 |
5,890.5 |
0.500 |
5,883.3 |
0.382 |
5,876.0 |
LOW |
5,852.5 |
0.618 |
5,814.5 |
1.000 |
5,791.0 |
1.618 |
5,753.0 |
2.618 |
5,691.5 |
4.250 |
5,591.1 |
|
|