Day Change Summary |
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Previous |
Current |
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|
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21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,229.75 |
1,231.00 |
1.25 |
0.1% |
1,248.25 |
High |
1,243.50 |
1,245.25 |
1.75 |
0.1% |
1,248.25 |
Low |
1,218.50 |
1,226.75 |
8.25 |
0.7% |
1,195.00 |
Close |
1,231.00 |
1,243.75 |
12.75 |
1.0% |
1,205.50 |
Range |
25.00 |
18.50 |
-6.50 |
-26.0% |
53.25 |
ATR |
24.17 |
23.76 |
-0.40 |
-1.7% |
0.00 |
Volume |
1,568 |
778 |
-790 |
-50.4% |
1,142 |
|
Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,294.00 |
1,287.50 |
1,254.00 |
|
R3 |
1,275.50 |
1,269.00 |
1,248.75 |
|
R2 |
1,257.00 |
1,257.00 |
1,247.25 |
|
R1 |
1,250.50 |
1,250.50 |
1,245.50 |
1,253.75 |
PP |
1,238.50 |
1,238.50 |
1,238.50 |
1,240.25 |
S1 |
1,232.00 |
1,232.00 |
1,242.00 |
1,235.25 |
S2 |
1,220.00 |
1,220.00 |
1,240.25 |
|
S3 |
1,201.50 |
1,213.50 |
1,238.75 |
|
S4 |
1,183.00 |
1,195.00 |
1,233.50 |
|
|
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 |
1,245.25 |
1,190.00 |
55.25 |
4.4% |
24.00 |
1.9% |
97% |
True |
False |
1,066 |
10 |
1,248.25 |
1,190.00 |
58.25 |
4.7% |
24.75 |
2.0% |
92% |
False |
False |
641 |
20 |
1,254.00 |
1,140.25 |
113.75 |
9.1% |
22.50 |
1.8% |
91% |
False |
False |
470 |
40 |
1,277.25 |
1,140.25 |
137.00 |
11.0% |
20.25 |
1.6% |
76% |
False |
False |
272 |
60 |
1,277.25 |
1,057.50 |
219.75 |
17.7% |
22.75 |
1.8% |
85% |
False |
False |
186 |
80 |
1,277.25 |
1,057.50 |
219.75 |
17.7% |
23.00 |
1.8% |
85% |
False |
False |
143 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,324.00 |
2.618 |
1,293.75 |
1.618 |
1,275.25 |
1.000 |
1,263.75 |
0.618 |
1,256.75 |
HIGH |
1,245.25 |
0.618 |
1,238.25 |
0.500 |
1,236.00 |
0.382 |
1,233.75 |
LOW |
1,226.75 |
0.618 |
1,215.25 |
1.000 |
1,208.25 |
1.618 |
1,196.75 |
2.618 |
1,178.25 |
4.250 |
1,148.00 |
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