| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2011 |
27-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,275.00 |
2,282.75 |
7.75 |
0.3% |
2,220.00 |
| High |
2,275.00 |
2,286.25 |
11.25 |
0.5% |
2,279.00 |
| Low |
2,275.00 |
2,281.00 |
6.00 |
0.3% |
2,206.50 |
| Close |
2,275.00 |
2,281.00 |
6.00 |
0.3% |
2,275.00 |
| Range |
0.00 |
5.25 |
5.25 |
|
72.50 |
| ATR |
32.94 |
31.39 |
-1.55 |
-4.7% |
0.00 |
| Volume |
10 |
10 |
0 |
0.0% |
49 |
|
| Daily Pivots for day following 27-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,298.50 |
2,295.00 |
2,284.00 |
|
| R3 |
2,293.25 |
2,289.75 |
2,282.50 |
|
| R2 |
2,288.00 |
2,288.00 |
2,282.00 |
|
| R1 |
2,284.50 |
2,284.50 |
2,281.50 |
2,283.50 |
| PP |
2,282.75 |
2,282.75 |
2,282.75 |
2,282.25 |
| S1 |
2,279.25 |
2,279.25 |
2,280.50 |
2,278.50 |
| S2 |
2,277.50 |
2,277.50 |
2,280.00 |
|
| S3 |
2,272.25 |
2,274.00 |
2,279.50 |
|
| S4 |
2,267.00 |
2,268.75 |
2,278.00 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,471.00 |
2,445.50 |
2,315.00 |
|
| R3 |
2,398.50 |
2,373.00 |
2,295.00 |
|
| R2 |
2,326.00 |
2,326.00 |
2,288.25 |
|
| R1 |
2,300.50 |
2,300.50 |
2,281.75 |
2,313.25 |
| PP |
2,253.50 |
2,253.50 |
2,253.50 |
2,260.00 |
| S1 |
2,228.00 |
2,228.00 |
2,268.25 |
2,240.75 |
| S2 |
2,181.00 |
2,181.00 |
2,261.75 |
|
| S3 |
2,108.50 |
2,155.50 |
2,255.00 |
|
| S4 |
2,036.00 |
2,083.00 |
2,235.00 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,308.50 |
|
2.618 |
2,300.00 |
|
1.618 |
2,294.75 |
|
1.000 |
2,291.50 |
|
0.618 |
2,289.50 |
|
HIGH |
2,286.25 |
|
0.618 |
2,284.25 |
|
0.500 |
2,283.50 |
|
0.382 |
2,283.00 |
|
LOW |
2,281.00 |
|
0.618 |
2,277.75 |
|
1.000 |
2,275.75 |
|
1.618 |
2,272.50 |
|
2.618 |
2,267.25 |
|
4.250 |
2,258.75 |
|
|