| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2011 |
21-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1,193.50 |
1,229.75 |
36.25 |
3.0% |
1,248.25 |
| High |
1,231.75 |
1,243.50 |
11.75 |
1.0% |
1,248.25 |
| Low |
1,193.50 |
1,218.50 |
25.00 |
2.1% |
1,195.00 |
| Close |
1,230.75 |
1,231.00 |
0.25 |
0.0% |
1,205.50 |
| Range |
38.25 |
25.00 |
-13.25 |
-34.6% |
53.25 |
| ATR |
24.11 |
24.17 |
0.06 |
0.3% |
0.00 |
| Volume |
899 |
1,568 |
669 |
74.4% |
1,142 |
|
| Daily Pivots for day following 21-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,306.00 |
1,293.50 |
1,244.75 |
|
| R3 |
1,281.00 |
1,268.50 |
1,238.00 |
|
| R2 |
1,256.00 |
1,256.00 |
1,235.50 |
|
| R1 |
1,243.50 |
1,243.50 |
1,233.25 |
1,249.75 |
| PP |
1,231.00 |
1,231.00 |
1,231.00 |
1,234.00 |
| S1 |
1,218.50 |
1,218.50 |
1,228.75 |
1,224.75 |
| S2 |
1,206.00 |
1,206.00 |
1,226.50 |
|
| S3 |
1,181.00 |
1,193.50 |
1,224.00 |
|
| S4 |
1,156.00 |
1,168.50 |
1,217.25 |
|
|
| 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 |
1,243.50 |
1,190.00 |
53.50 |
4.3% |
24.50 |
2.0% |
77% |
True |
False |
1,028 |
| 10 |
1,252.50 |
1,190.00 |
62.50 |
5.1% |
26.25 |
2.1% |
66% |
False |
False |
579 |
| 20 |
1,254.00 |
1,140.25 |
113.75 |
9.2% |
22.25 |
1.8% |
80% |
False |
False |
432 |
| 40 |
1,277.25 |
1,140.25 |
137.00 |
11.1% |
20.25 |
1.6% |
66% |
False |
False |
252 |
| 60 |
1,277.25 |
1,057.50 |
219.75 |
17.9% |
23.25 |
1.9% |
79% |
False |
False |
174 |
| 80 |
1,277.25 |
1,057.50 |
219.75 |
17.9% |
22.75 |
1.8% |
79% |
False |
False |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,349.75 |
|
2.618 |
1,309.00 |
|
1.618 |
1,284.00 |
|
1.000 |
1,268.50 |
|
0.618 |
1,259.00 |
|
HIGH |
1,243.50 |
|
0.618 |
1,234.00 |
|
0.500 |
1,231.00 |
|
0.382 |
1,228.00 |
|
LOW |
1,218.50 |
|
0.618 |
1,203.00 |
|
1.000 |
1,193.50 |
|
1.618 |
1,178.00 |
|
2.618 |
1,153.00 |
|
4.250 |
1,112.25 |
|
|