Day Change Summary |
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Previous |
Current |
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14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,215.50 |
1,200.75 |
-14.75 |
-1.2% |
1,240.00 |
High |
1,219.00 |
1,215.50 |
-3.50 |
-0.3% |
1,254.00 |
Low |
1,198.25 |
1,195.00 |
-3.25 |
-0.3% |
1,220.00 |
Close |
1,200.75 |
1,206.25 |
5.50 |
0.5% |
1,247.50 |
Range |
20.75 |
20.50 |
-0.25 |
-1.2% |
34.00 |
ATR |
23.83 |
23.60 |
-0.24 |
-1.0% |
0.00 |
Volume |
224 |
586 |
362 |
161.6% |
1,492 |
|
Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,267.00 |
1,257.25 |
1,217.50 |
|
R3 |
1,246.50 |
1,236.75 |
1,212.00 |
|
R2 |
1,226.00 |
1,226.00 |
1,210.00 |
|
R1 |
1,216.25 |
1,216.25 |
1,208.25 |
1,221.00 |
PP |
1,205.50 |
1,205.50 |
1,205.50 |
1,208.00 |
S1 |
1,195.75 |
1,195.75 |
1,204.25 |
1,200.50 |
S2 |
1,185.00 |
1,185.00 |
1,202.50 |
|
S3 |
1,164.50 |
1,175.25 |
1,200.50 |
|
S4 |
1,144.00 |
1,154.75 |
1,195.00 |
|
|
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 |
1,248.25 |
1,195.00 |
53.25 |
4.4% |
25.50 |
2.1% |
21% |
False |
True |
215 |
10 |
1,254.00 |
1,195.00 |
59.00 |
4.9% |
21.50 |
1.8% |
19% |
False |
True |
247 |
20 |
1,254.00 |
1,140.25 |
113.75 |
9.4% |
19.25 |
1.6% |
58% |
False |
False |
205 |
40 |
1,277.25 |
1,140.25 |
137.00 |
11.4% |
19.50 |
1.6% |
48% |
False |
False |
139 |
60 |
1,277.25 |
1,057.50 |
219.75 |
18.2% |
24.00 |
2.0% |
68% |
False |
False |
100 |
80 |
1,277.25 |
1,057.50 |
219.75 |
18.2% |
22.00 |
1.8% |
68% |
False |
False |
78 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,302.50 |
2.618 |
1,269.25 |
1.618 |
1,248.75 |
1.000 |
1,236.00 |
0.618 |
1,228.25 |
HIGH |
1,215.50 |
0.618 |
1,207.75 |
0.500 |
1,205.25 |
0.382 |
1,202.75 |
LOW |
1,195.00 |
0.618 |
1,182.25 |
1.000 |
1,174.50 |
1.618 |
1,161.75 |
2.618 |
1,141.25 |
4.250 |
1,108.00 |
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