Day Change Summary |
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Previous |
Current |
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09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,718.0 |
1,720.4 |
2.4 |
0.1% |
1,761.0 |
High |
1,730.6 |
1,723.3 |
-7.3 |
-0.4% |
1,764.2 |
Low |
1,710.0 |
1,666.9 |
-43.1 |
-2.5% |
1,710.0 |
Close |
1,721.7 |
1,672.7 |
-49.0 |
-2.8% |
1,721.7 |
Range |
20.6 |
56.4 |
35.8 |
173.8% |
54.2 |
ATR |
32.3 |
34.0 |
1.7 |
5.3% |
0.0 |
Volume |
3,430 |
1,423 |
-2,007 |
-58.5% |
10,110 |
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Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,856.8 |
1,821.2 |
1,703.7 |
|
R3 |
1,800.4 |
1,764.8 |
1,688.2 |
|
R2 |
1,744.0 |
1,744.0 |
1,683.0 |
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R1 |
1,708.4 |
1,708.4 |
1,677.9 |
1,698.0 |
PP |
1,687.6 |
1,687.6 |
1,687.6 |
1,682.5 |
S1 |
1,652.0 |
1,652.0 |
1,667.5 |
1,641.6 |
S2 |
1,631.2 |
1,631.2 |
1,662.4 |
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S3 |
1,574.8 |
1,595.6 |
1,657.2 |
|
S4 |
1,518.4 |
1,539.2 |
1,641.7 |
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Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,894.6 |
1,862.3 |
1,751.5 |
|
R3 |
1,840.4 |
1,808.1 |
1,736.6 |
|
R2 |
1,786.2 |
1,786.2 |
1,731.6 |
|
R1 |
1,753.9 |
1,753.9 |
1,726.7 |
1,743.0 |
PP |
1,732.0 |
1,732.0 |
1,732.0 |
1,726.5 |
S1 |
1,699.7 |
1,699.7 |
1,716.7 |
1,688.8 |
S2 |
1,677.8 |
1,677.8 |
1,711.8 |
|
S3 |
1,623.6 |
1,645.5 |
1,706.8 |
|
S4 |
1,569.4 |
1,591.3 |
1,691.9 |
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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 |
1,764.2 |
1,666.9 |
97.3 |
5.8% |
35.5 |
2.1% |
6% |
False |
True |
1,808 |
10 |
1,772.0 |
1,666.9 |
105.1 |
6.3% |
31.9 |
1.9% |
6% |
False |
True |
2,390 |
20 |
1,802.3 |
1,666.9 |
135.4 |
8.1% |
31.4 |
1.9% |
4% |
False |
True |
1,911 |
40 |
1,808.5 |
1,611.8 |
196.7 |
11.8% |
31.6 |
1.9% |
31% |
False |
False |
1,315 |
60 |
1,835.0 |
1,544.1 |
290.9 |
17.4% |
35.8 |
2.1% |
44% |
False |
False |
1,007 |
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Fibonacci Retracements and Extensions |
4.250 |
1,963.0 |
2.618 |
1,871.0 |
1.618 |
1,814.6 |
1.000 |
1,779.7 |
0.618 |
1,758.2 |
HIGH |
1,723.3 |
0.618 |
1,701.8 |
0.500 |
1,695.1 |
0.382 |
1,688.4 |
LOW |
1,666.9 |
0.618 |
1,632.0 |
1.000 |
1,610.5 |
1.618 |
1,575.6 |
2.618 |
1,519.2 |
4.250 |
1,427.2 |
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