Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,240.00 |
1,244.00 |
4.00 |
0.3% |
1,161.75 |
High |
1,252.25 |
1,252.50 |
0.25 |
0.0% |
1,250.00 |
Low |
1,240.00 |
1,242.00 |
2.00 |
0.2% |
1,161.00 |
Close |
1,243.50 |
1,243.50 |
0.00 |
0.0% |
1,232.00 |
Range |
12.25 |
10.50 |
-1.75 |
-14.3% |
89.00 |
ATR |
23.79 |
22.84 |
-0.95 |
-4.0% |
0.00 |
Volume |
645 |
576 |
-69 |
-10.7% |
1,589 |
|
Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,277.50 |
1,271.00 |
1,249.25 |
|
R3 |
1,267.00 |
1,260.50 |
1,246.50 |
|
R2 |
1,256.50 |
1,256.50 |
1,245.50 |
|
R1 |
1,250.00 |
1,250.00 |
1,244.50 |
1,248.00 |
PP |
1,246.00 |
1,246.00 |
1,246.00 |
1,245.00 |
S1 |
1,239.50 |
1,239.50 |
1,242.50 |
1,237.50 |
S2 |
1,235.50 |
1,235.50 |
1,241.50 |
|
S3 |
1,225.00 |
1,229.00 |
1,240.50 |
|
S4 |
1,214.50 |
1,218.50 |
1,237.75 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,481.25 |
1,445.75 |
1,281.00 |
|
R3 |
1,392.25 |
1,356.75 |
1,256.50 |
|
R2 |
1,303.25 |
1,303.25 |
1,248.25 |
|
R1 |
1,267.75 |
1,267.75 |
1,240.25 |
1,285.50 |
PP |
1,214.25 |
1,214.25 |
1,214.25 |
1,223.25 |
S1 |
1,178.75 |
1,178.75 |
1,223.75 |
1,196.50 |
S2 |
1,125.25 |
1,125.25 |
1,215.75 |
|
S3 |
1,036.25 |
1,089.75 |
1,207.50 |
|
S4 |
947.25 |
1,000.75 |
1,183.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,252.50 |
1,179.00 |
73.50 |
5.9% |
20.75 |
1.7% |
88% |
True |
False |
351 |
10 |
1,252.50 |
1,140.25 |
112.25 |
9.0% |
18.00 |
1.4% |
92% |
True |
False |
285 |
20 |
1,262.00 |
1,140.25 |
121.75 |
9.8% |
17.00 |
1.4% |
85% |
False |
False |
203 |
40 |
1,277.25 |
1,140.25 |
137.00 |
11.0% |
20.00 |
1.6% |
75% |
False |
False |
112 |
60 |
1,277.25 |
1,057.50 |
219.75 |
17.7% |
24.00 |
1.9% |
85% |
False |
False |
80 |
80 |
1,277.25 |
1,057.50 |
219.75 |
17.7% |
20.50 |
1.6% |
85% |
False |
False |
62 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,297.00 |
2.618 |
1,280.00 |
1.618 |
1,269.50 |
1.000 |
1,263.00 |
0.618 |
1,259.00 |
HIGH |
1,252.50 |
0.618 |
1,248.50 |
0.500 |
1,247.25 |
0.382 |
1,246.00 |
LOW |
1,242.00 |
0.618 |
1,235.50 |
1.000 |
1,231.50 |
1.618 |
1,225.00 |
2.618 |
1,214.50 |
4.250 |
1,197.50 |
|
|