Day Change Summary |
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Previous |
Current |
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01-Dec-2011 |
02-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,758.1 |
1,754.9 |
-3.2 |
-0.2% |
1,700.6 |
High |
1,762.8 |
1,772.0 |
9.2 |
0.5% |
1,772.0 |
Low |
1,744.4 |
1,747.6 |
3.2 |
0.2% |
1,700.6 |
Close |
1,745.1 |
1,756.8 |
11.7 |
0.7% |
1,756.8 |
Range |
18.4 |
24.4 |
6.0 |
32.6% |
71.4 |
ATR |
33.3 |
32.9 |
-0.5 |
-1.4% |
0.0 |
Volume |
4,035 |
2,178 |
-1,857 |
-46.0% |
13,432 |
|
Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,832.0 |
1,818.8 |
1,770.2 |
|
R3 |
1,807.6 |
1,794.4 |
1,763.5 |
|
R2 |
1,783.2 |
1,783.2 |
1,761.3 |
|
R1 |
1,770.0 |
1,770.0 |
1,759.0 |
1,776.6 |
PP |
1,758.8 |
1,758.8 |
1,758.8 |
1,762.1 |
S1 |
1,745.6 |
1,745.6 |
1,754.6 |
1,752.2 |
S2 |
1,734.4 |
1,734.4 |
1,752.3 |
|
S3 |
1,710.0 |
1,721.2 |
1,750.1 |
|
S4 |
1,685.6 |
1,696.8 |
1,743.4 |
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|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,957.3 |
1,928.5 |
1,796.1 |
|
R3 |
1,885.9 |
1,857.1 |
1,776.4 |
|
R2 |
1,814.5 |
1,814.5 |
1,769.9 |
|
R1 |
1,785.7 |
1,785.7 |
1,763.3 |
1,800.1 |
PP |
1,743.1 |
1,743.1 |
1,743.1 |
1,750.4 |
S1 |
1,714.3 |
1,714.3 |
1,750.3 |
1,728.7 |
S2 |
1,671.7 |
1,671.7 |
1,743.7 |
|
S3 |
1,600.3 |
1,642.9 |
1,737.2 |
|
S4 |
1,528.9 |
1,571.5 |
1,717.5 |
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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 |
1,772.0 |
1,700.6 |
71.4 |
4.1% |
26.9 |
1.5% |
79% |
True |
False |
2,686 |
10 |
1,772.0 |
1,678.2 |
93.8 |
5.3% |
29.5 |
1.7% |
84% |
True |
False |
2,315 |
20 |
1,808.5 |
1,678.2 |
130.3 |
7.4% |
29.9 |
1.7% |
60% |
False |
False |
1,528 |
40 |
1,808.5 |
1,611.8 |
196.7 |
11.2% |
29.8 |
1.7% |
74% |
False |
False |
1,083 |
60 |
1,890.9 |
1,544.1 |
346.8 |
19.7% |
36.4 |
2.1% |
61% |
False |
False |
850 |
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Fibonacci Retracements and Extensions |
4.250 |
1,875.7 |
2.618 |
1,835.9 |
1.618 |
1,811.5 |
1.000 |
1,796.4 |
0.618 |
1,787.1 |
HIGH |
1,772.0 |
0.618 |
1,762.7 |
0.500 |
1,759.8 |
0.382 |
1,756.9 |
LOW |
1,747.6 |
0.618 |
1,732.5 |
1.000 |
1,723.2 |
1.618 |
1,708.1 |
2.618 |
1,683.7 |
4.250 |
1,643.9 |
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