Day Change Summary |
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Previous |
Current |
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05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,761.0 |
1,733.0 |
-28.0 |
-1.6% |
1,700.6 |
High |
1,763.3 |
1,742.2 |
-21.1 |
-1.2% |
1,772.0 |
Low |
1,728.2 |
1,712.0 |
-16.2 |
-0.9% |
1,700.6 |
Close |
1,739.9 |
1,737.1 |
-2.8 |
-0.2% |
1,756.8 |
Range |
35.1 |
30.2 |
-4.9 |
-14.0% |
71.4 |
ATR |
33.0 |
32.8 |
-0.2 |
-0.6% |
0.0 |
Volume |
2,493 |
686 |
-1,807 |
-72.5% |
13,432 |
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Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,821.0 |
1,809.3 |
1,753.7 |
|
R3 |
1,790.8 |
1,779.1 |
1,745.4 |
|
R2 |
1,760.6 |
1,760.6 |
1,742.6 |
|
R1 |
1,748.9 |
1,748.9 |
1,739.9 |
1,754.8 |
PP |
1,730.4 |
1,730.4 |
1,730.4 |
1,733.4 |
S1 |
1,718.7 |
1,718.7 |
1,734.3 |
1,724.6 |
S2 |
1,700.2 |
1,700.2 |
1,731.6 |
|
S3 |
1,670.0 |
1,688.5 |
1,728.8 |
|
S4 |
1,639.8 |
1,658.3 |
1,720.5 |
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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% |
31.3 |
1.8% |
44% |
False |
False |
2,733 |
10 |
1,772.0 |
1,683.6 |
88.4 |
5.1% |
28.4 |
1.6% |
61% |
False |
False |
2,330 |
20 |
1,808.5 |
1,678.2 |
130.3 |
7.5% |
30.6 |
1.8% |
45% |
False |
False |
1,662 |
40 |
1,808.5 |
1,611.8 |
196.7 |
11.3% |
30.1 |
1.7% |
64% |
False |
False |
1,144 |
60 |
1,852.6 |
1,544.1 |
308.5 |
17.8% |
35.9 |
2.1% |
63% |
False |
False |
890 |
|
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Fibonacci Retracements and Extensions |
4.250 |
1,870.6 |
2.618 |
1,821.3 |
1.618 |
1,791.1 |
1.000 |
1,772.4 |
0.618 |
1,760.9 |
HIGH |
1,742.2 |
0.618 |
1,730.7 |
0.500 |
1,727.1 |
0.382 |
1,723.5 |
LOW |
1,712.0 |
0.618 |
1,693.3 |
1.000 |
1,681.8 |
1.618 |
1,663.1 |
2.618 |
1,632.9 |
4.250 |
1,583.7 |
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