| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1,200.75 |
1,210.00 |
9.25 |
0.8% |
1,248.25 |
| High |
1,215.50 |
1,218.50 |
3.00 |
0.2% |
1,248.25 |
| Low |
1,195.00 |
1,203.25 |
8.25 |
0.7% |
1,195.00 |
| Close |
1,206.25 |
1,205.50 |
-0.75 |
-0.1% |
1,205.50 |
| Range |
20.50 |
15.25 |
-5.25 |
-25.6% |
53.25 |
| ATR |
23.60 |
23.00 |
-0.60 |
-2.5% |
0.00 |
| Volume |
586 |
165 |
-421 |
-71.8% |
1,142 |
|
| Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,254.75 |
1,245.50 |
1,214.00 |
|
| R3 |
1,239.50 |
1,230.25 |
1,209.75 |
|
| R2 |
1,224.25 |
1,224.25 |
1,208.25 |
|
| R1 |
1,215.00 |
1,215.00 |
1,207.00 |
1,212.00 |
| PP |
1,209.00 |
1,209.00 |
1,209.00 |
1,207.50 |
| S1 |
1,199.75 |
1,199.75 |
1,204.00 |
1,196.75 |
| S2 |
1,193.75 |
1,193.75 |
1,202.75 |
|
| S3 |
1,178.50 |
1,184.50 |
1,201.25 |
|
| S4 |
1,163.25 |
1,169.25 |
1,197.00 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,376.00 |
1,344.00 |
1,234.75 |
|
| R3 |
1,322.75 |
1,290.75 |
1,220.25 |
|
| R2 |
1,269.50 |
1,269.50 |
1,215.25 |
|
| R1 |
1,237.50 |
1,237.50 |
1,210.50 |
1,227.00 |
| PP |
1,216.25 |
1,216.25 |
1,216.25 |
1,211.00 |
| S1 |
1,184.25 |
1,184.25 |
1,200.50 |
1,173.50 |
| S2 |
1,163.00 |
1,163.00 |
1,195.75 |
|
| S3 |
1,109.75 |
1,131.00 |
1,190.75 |
|
| S4 |
1,056.50 |
1,077.75 |
1,176.25 |
|
|
| 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% |
23.25 |
1.9% |
20% |
False |
False |
228 |
| 10 |
1,254.00 |
1,195.00 |
59.00 |
4.9% |
21.00 |
1.8% |
18% |
False |
False |
263 |
| 20 |
1,254.00 |
1,140.25 |
113.75 |
9.4% |
19.25 |
1.6% |
57% |
False |
False |
214 |
| 40 |
1,277.25 |
1,140.25 |
137.00 |
11.4% |
19.50 |
1.6% |
48% |
False |
False |
143 |
| 60 |
1,277.25 |
1,057.50 |
219.75 |
18.2% |
23.50 |
2.0% |
67% |
False |
False |
102 |
| 80 |
1,277.25 |
1,057.50 |
219.75 |
18.2% |
22.00 |
1.8% |
67% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,283.25 |
|
2.618 |
1,258.50 |
|
1.618 |
1,243.25 |
|
1.000 |
1,233.75 |
|
0.618 |
1,228.00 |
|
HIGH |
1,218.50 |
|
0.618 |
1,212.75 |
|
0.500 |
1,211.00 |
|
0.382 |
1,209.00 |
|
LOW |
1,203.25 |
|
0.618 |
1,193.75 |
|
1.000 |
1,188.00 |
|
1.618 |
1,178.50 |
|
2.618 |
1,163.25 |
|
4.250 |
1,138.50 |
|
|