| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,282.75 |
2,277.50 |
-5.25 |
-0.2% |
2,220.00 |
| High |
2,286.25 |
2,282.00 |
-4.25 |
-0.2% |
2,279.00 |
| Low |
2,281.00 |
2,254.75 |
-26.25 |
-1.2% |
2,206.50 |
| Close |
2,281.00 |
2,256.50 |
-24.50 |
-1.1% |
2,275.00 |
| Range |
5.25 |
27.25 |
22.00 |
419.0% |
72.50 |
| ATR |
31.39 |
31.10 |
-0.30 |
-0.9% |
0.00 |
| Volume |
10 |
8 |
-2 |
-20.0% |
49 |
|
| Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,346.25 |
2,328.50 |
2,271.50 |
|
| R3 |
2,319.00 |
2,301.25 |
2,264.00 |
|
| R2 |
2,291.75 |
2,291.75 |
2,261.50 |
|
| R1 |
2,274.00 |
2,274.00 |
2,259.00 |
2,269.25 |
| PP |
2,264.50 |
2,264.50 |
2,264.50 |
2,262.00 |
| S1 |
2,246.75 |
2,246.75 |
2,254.00 |
2,242.00 |
| S2 |
2,237.25 |
2,237.25 |
2,251.50 |
|
| S3 |
2,210.00 |
2,219.50 |
2,249.00 |
|
| S4 |
2,182.75 |
2,192.25 |
2,241.50 |
|
|
| 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 |
2,397.75 |
|
2.618 |
2,353.25 |
|
1.618 |
2,326.00 |
|
1.000 |
2,309.25 |
|
0.618 |
2,298.75 |
|
HIGH |
2,282.00 |
|
0.618 |
2,271.50 |
|
0.500 |
2,268.50 |
|
0.382 |
2,265.25 |
|
LOW |
2,254.75 |
|
0.618 |
2,238.00 |
|
1.000 |
2,227.50 |
|
1.618 |
2,210.75 |
|
2.618 |
2,183.50 |
|
4.250 |
2,139.00 |
|
|