| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2011 |
29-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,277.50 |
2,257.50 |
-20.00 |
-0.9% |
2,220.00 |
| High |
2,282.00 |
2,276.75 |
-5.25 |
-0.2% |
2,279.00 |
| Low |
2,254.75 |
2,257.50 |
2.75 |
0.1% |
2,206.50 |
| Close |
2,256.50 |
2,274.25 |
17.75 |
0.8% |
2,275.00 |
| Range |
27.25 |
19.25 |
-8.00 |
-29.4% |
72.50 |
| ATR |
31.10 |
30.32 |
-0.77 |
-2.5% |
0.00 |
| Volume |
8 |
18 |
10 |
125.0% |
49 |
|
| Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,327.25 |
2,320.00 |
2,284.75 |
|
| R3 |
2,308.00 |
2,300.75 |
2,279.50 |
|
| R2 |
2,288.75 |
2,288.75 |
2,277.75 |
|
| R1 |
2,281.50 |
2,281.50 |
2,276.00 |
2,285.00 |
| PP |
2,269.50 |
2,269.50 |
2,269.50 |
2,271.25 |
| S1 |
2,262.25 |
2,262.25 |
2,272.50 |
2,266.00 |
| S2 |
2,250.25 |
2,250.25 |
2,270.75 |
|
| S3 |
2,231.00 |
2,243.00 |
2,269.00 |
|
| S4 |
2,211.75 |
2,223.75 |
2,263.75 |
|
|
| 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 |
2,358.50 |
|
2.618 |
2,327.25 |
|
1.618 |
2,308.00 |
|
1.000 |
2,296.00 |
|
0.618 |
2,288.75 |
|
HIGH |
2,276.75 |
|
0.618 |
2,269.50 |
|
0.500 |
2,267.00 |
|
0.382 |
2,264.75 |
|
LOW |
2,257.50 |
|
0.618 |
2,245.50 |
|
1.000 |
2,238.25 |
|
1.618 |
2,226.25 |
|
2.618 |
2,207.00 |
|
4.250 |
2,175.75 |
|
|