Day Change Summary |
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Previous |
Current |
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13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,227.00 |
1,215.50 |
-11.50 |
-0.9% |
1,240.00 |
High |
1,237.00 |
1,219.00 |
-18.00 |
-1.5% |
1,254.00 |
Low |
1,209.00 |
1,198.25 |
-10.75 |
-0.9% |
1,220.00 |
Close |
1,214.75 |
1,200.75 |
-14.00 |
-1.2% |
1,247.50 |
Range |
28.00 |
20.75 |
-7.25 |
-25.9% |
34.00 |
ATR |
24.07 |
23.83 |
-0.24 |
-1.0% |
0.00 |
Volume |
105 |
224 |
119 |
113.3% |
1,492 |
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Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,268.25 |
1,255.25 |
1,212.25 |
|
R3 |
1,247.50 |
1,234.50 |
1,206.50 |
|
R2 |
1,226.75 |
1,226.75 |
1,204.50 |
|
R1 |
1,213.75 |
1,213.75 |
1,202.75 |
1,210.00 |
PP |
1,206.00 |
1,206.00 |
1,206.00 |
1,204.00 |
S1 |
1,193.00 |
1,193.00 |
1,198.75 |
1,189.00 |
S2 |
1,185.25 |
1,185.25 |
1,197.00 |
|
S3 |
1,164.50 |
1,172.25 |
1,195.00 |
|
S4 |
1,143.75 |
1,151.50 |
1,189.25 |
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Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,342.50 |
1,329.00 |
1,266.25 |
|
R3 |
1,308.50 |
1,295.00 |
1,256.75 |
|
R2 |
1,274.50 |
1,274.50 |
1,253.75 |
|
R1 |
1,261.00 |
1,261.00 |
1,250.50 |
1,267.75 |
PP |
1,240.50 |
1,240.50 |
1,240.50 |
1,244.00 |
S1 |
1,227.00 |
1,227.00 |
1,244.50 |
1,233.75 |
S2 |
1,206.50 |
1,206.50 |
1,241.25 |
|
S3 |
1,172.50 |
1,193.00 |
1,238.25 |
|
S4 |
1,138.50 |
1,159.00 |
1,228.75 |
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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 |
1,198.25 |
54.25 |
4.5% |
28.00 |
2.3% |
5% |
False |
True |
130 |
10 |
1,254.00 |
1,198.25 |
55.75 |
4.6% |
20.00 |
1.7% |
4% |
False |
True |
239 |
20 |
1,254.00 |
1,140.25 |
113.75 |
9.5% |
18.25 |
1.5% |
53% |
False |
False |
176 |
40 |
1,277.25 |
1,140.25 |
137.00 |
11.4% |
19.75 |
1.6% |
44% |
False |
False |
125 |
60 |
1,277.25 |
1,057.50 |
219.75 |
18.3% |
24.50 |
2.0% |
65% |
False |
False |
90 |
80 |
1,277.25 |
1,057.50 |
219.75 |
18.3% |
21.75 |
1.8% |
65% |
False |
False |
71 |
|
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Fibonacci Retracements and Extensions |
4.250 |
1,307.25 |
2.618 |
1,273.25 |
1.618 |
1,252.50 |
1.000 |
1,239.75 |
0.618 |
1,231.75 |
HIGH |
1,219.00 |
0.618 |
1,211.00 |
0.500 |
1,208.50 |
0.382 |
1,206.25 |
LOW |
1,198.25 |
0.618 |
1,185.50 |
1.000 |
1,177.50 |
1.618 |
1,164.75 |
2.618 |
1,144.00 |
4.250 |
1,110.00 |
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