Day Change Summary |
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Previous |
Current |
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19-Dec-2011 |
20-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,206.00 |
1,193.50 |
-12.50 |
-1.0% |
1,248.25 |
High |
1,213.25 |
1,231.75 |
18.50 |
1.5% |
1,248.25 |
Low |
1,190.00 |
1,193.50 |
3.50 |
0.3% |
1,195.00 |
Close |
1,193.50 |
1,230.75 |
37.25 |
3.1% |
1,205.50 |
Range |
23.25 |
38.25 |
15.00 |
64.5% |
53.25 |
ATR |
23.02 |
24.11 |
1.09 |
4.7% |
0.00 |
Volume |
1,922 |
899 |
-1,023 |
-53.2% |
1,142 |
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Daily Pivots for day following 20-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,333.50 |
1,320.25 |
1,251.75 |
|
R3 |
1,295.25 |
1,282.00 |
1,241.25 |
|
R2 |
1,257.00 |
1,257.00 |
1,237.75 |
|
R1 |
1,243.75 |
1,243.75 |
1,234.25 |
1,250.50 |
PP |
1,218.75 |
1,218.75 |
1,218.75 |
1,222.00 |
S1 |
1,205.50 |
1,205.50 |
1,227.25 |
1,212.00 |
S2 |
1,180.50 |
1,180.50 |
1,223.75 |
|
S3 |
1,142.25 |
1,167.25 |
1,220.25 |
|
S4 |
1,104.00 |
1,129.00 |
1,209.75 |
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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 |
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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 |
1,231.75 |
1,190.00 |
41.75 |
3.4% |
23.50 |
1.9% |
98% |
True |
False |
759 |
10 |
1,254.00 |
1,190.00 |
64.00 |
5.2% |
25.00 |
2.0% |
64% |
False |
False |
423 |
20 |
1,254.00 |
1,140.25 |
113.75 |
9.2% |
21.50 |
1.7% |
80% |
False |
False |
354 |
40 |
1,277.25 |
1,140.25 |
137.00 |
11.1% |
20.50 |
1.7% |
66% |
False |
False |
213 |
60 |
1,277.25 |
1,057.50 |
219.75 |
17.9% |
23.25 |
1.9% |
79% |
False |
False |
147 |
80 |
1,277.25 |
1,057.50 |
219.75 |
17.9% |
22.50 |
1.8% |
79% |
False |
False |
114 |
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Fibonacci Retracements and Extensions |
4.250 |
1,394.25 |
2.618 |
1,332.00 |
1.618 |
1,293.75 |
1.000 |
1,270.00 |
0.618 |
1,255.50 |
HIGH |
1,231.75 |
0.618 |
1,217.25 |
0.500 |
1,212.50 |
0.382 |
1,208.00 |
LOW |
1,193.50 |
0.618 |
1,169.75 |
1.000 |
1,155.25 |
1.618 |
1,131.50 |
2.618 |
1,093.25 |
4.250 |
1,031.00 |
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