| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,257.50 |
2,273.50 |
16.00 |
0.7% |
2,282.75 |
| High |
2,276.75 |
2,274.50 |
-2.25 |
-0.1% |
2,286.25 |
| Low |
2,257.50 |
2,271.25 |
13.75 |
0.6% |
2,254.75 |
| Close |
2,274.25 |
2,271.25 |
-3.00 |
-0.1% |
2,271.25 |
| Range |
19.25 |
3.25 |
-16.00 |
-83.1% |
31.50 |
| ATR |
30.32 |
28.39 |
-1.93 |
-6.4% |
0.00 |
| Volume |
18 |
8 |
-10 |
-55.6% |
44 |
|
| Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,282.00 |
2,280.00 |
2,273.00 |
|
| R3 |
2,278.75 |
2,276.75 |
2,272.25 |
|
| R2 |
2,275.50 |
2,275.50 |
2,271.75 |
|
| R1 |
2,273.50 |
2,273.50 |
2,271.50 |
2,273.00 |
| PP |
2,272.25 |
2,272.25 |
2,272.25 |
2,272.00 |
| S1 |
2,270.25 |
2,270.25 |
2,271.00 |
2,269.50 |
| S2 |
2,269.00 |
2,269.00 |
2,270.75 |
|
| S3 |
2,265.75 |
2,267.00 |
2,270.25 |
|
| S4 |
2,262.50 |
2,263.75 |
2,269.50 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,365.25 |
2,349.75 |
2,288.50 |
|
| R3 |
2,333.75 |
2,318.25 |
2,280.00 |
|
| R2 |
2,302.25 |
2,302.25 |
2,277.00 |
|
| R1 |
2,286.75 |
2,286.75 |
2,274.25 |
2,278.75 |
| PP |
2,270.75 |
2,270.75 |
2,270.75 |
2,266.75 |
| S1 |
2,255.25 |
2,255.25 |
2,268.25 |
2,247.25 |
| S2 |
2,239.25 |
2,239.25 |
2,265.50 |
|
| S3 |
2,207.75 |
2,223.75 |
2,262.50 |
|
| S4 |
2,176.25 |
2,192.25 |
2,254.00 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,288.25 |
|
2.618 |
2,283.00 |
|
1.618 |
2,279.75 |
|
1.000 |
2,277.75 |
|
0.618 |
2,276.50 |
|
HIGH |
2,274.50 |
|
0.618 |
2,273.25 |
|
0.500 |
2,273.00 |
|
0.382 |
2,272.50 |
|
LOW |
2,271.25 |
|
0.618 |
2,269.25 |
|
1.000 |
2,268.00 |
|
1.618 |
2,266.00 |
|
2.618 |
2,262.75 |
|
4.250 |
2,257.50 |
|
|