Day Change Summary |
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Previous |
Current |
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02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,754.9 |
1,761.0 |
6.1 |
0.3% |
1,700.6 |
High |
1,772.0 |
1,763.3 |
-8.7 |
-0.5% |
1,772.0 |
Low |
1,747.6 |
1,728.2 |
-19.4 |
-1.1% |
1,700.6 |
Close |
1,756.8 |
1,739.9 |
-16.9 |
-1.0% |
1,756.8 |
Range |
24.4 |
35.1 |
10.7 |
43.9% |
71.4 |
ATR |
32.9 |
33.0 |
0.2 |
0.5% |
0.0 |
Volume |
2,178 |
2,493 |
315 |
14.5% |
13,432 |
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Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,849.1 |
1,829.6 |
1,759.2 |
|
R3 |
1,814.0 |
1,794.5 |
1,749.6 |
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R2 |
1,778.9 |
1,778.9 |
1,746.3 |
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R1 |
1,759.4 |
1,759.4 |
1,743.1 |
1,751.6 |
PP |
1,743.8 |
1,743.8 |
1,743.8 |
1,739.9 |
S1 |
1,724.3 |
1,724.3 |
1,736.7 |
1,716.5 |
S2 |
1,708.7 |
1,708.7 |
1,733.5 |
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S3 |
1,673.6 |
1,689.2 |
1,730.2 |
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S4 |
1,638.5 |
1,654.1 |
1,720.6 |
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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 |
1,709.8 |
62.2 |
3.6% |
28.3 |
1.6% |
48% |
False |
False |
2,972 |
10 |
1,772.0 |
1,678.2 |
93.8 |
5.4% |
30.7 |
1.8% |
66% |
False |
False |
2,298 |
20 |
1,808.5 |
1,678.2 |
130.3 |
7.5% |
31.3 |
1.8% |
47% |
False |
False |
1,633 |
40 |
1,808.5 |
1,611.8 |
196.7 |
11.3% |
30.0 |
1.7% |
65% |
False |
False |
1,131 |
60 |
1,859.3 |
1,544.1 |
315.2 |
18.1% |
36.2 |
2.1% |
62% |
False |
False |
885 |
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Fibonacci Retracements and Extensions |
4.250 |
1,912.5 |
2.618 |
1,855.2 |
1.618 |
1,820.1 |
1.000 |
1,798.4 |
0.618 |
1,785.0 |
HIGH |
1,763.3 |
0.618 |
1,749.9 |
0.500 |
1,745.8 |
0.382 |
1,741.6 |
LOW |
1,728.2 |
0.618 |
1,706.5 |
1.000 |
1,693.1 |
1.618 |
1,671.4 |
2.618 |
1,636.3 |
4.250 |
1,579.0 |
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