Day Change Summary |
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Previous |
Current |
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14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,635.5 |
1,584.5 |
-51.0 |
-3.1% |
1,761.0 |
High |
1,648.0 |
1,600.0 |
-48.0 |
-2.9% |
1,764.2 |
Low |
1,571.0 |
1,566.7 |
-4.3 |
-0.3% |
1,710.0 |
Close |
1,590.8 |
1,581.2 |
-9.6 |
-0.6% |
1,721.7 |
Range |
77.0 |
33.3 |
-43.7 |
-56.8% |
54.2 |
ATR |
39.4 |
39.0 |
-0.4 |
-1.1% |
0.0 |
Volume |
2,324 |
2,990 |
666 |
28.7% |
10,110 |
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Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,682.5 |
1,665.2 |
1,599.5 |
|
R3 |
1,649.2 |
1,631.9 |
1,590.4 |
|
R2 |
1,615.9 |
1,615.9 |
1,587.3 |
|
R1 |
1,598.6 |
1,598.6 |
1,584.3 |
1,590.6 |
PP |
1,582.6 |
1,582.6 |
1,582.6 |
1,578.7 |
S1 |
1,565.3 |
1,565.3 |
1,578.1 |
1,557.3 |
S2 |
1,549.3 |
1,549.3 |
1,575.1 |
|
S3 |
1,516.0 |
1,532.0 |
1,572.0 |
|
S4 |
1,482.7 |
1,498.7 |
1,562.9 |
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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 |
1,730.6 |
1,566.7 |
163.9 |
10.4% |
47.1 |
3.0% |
9% |
False |
True |
2,966 |
10 |
1,772.0 |
1,566.7 |
205.3 |
13.0% |
39.5 |
2.5% |
7% |
False |
True |
2,369 |
20 |
1,772.9 |
1,566.7 |
206.2 |
13.0% |
35.9 |
2.3% |
7% |
False |
True |
2,311 |
40 |
1,808.5 |
1,566.7 |
241.8 |
15.3% |
33.6 |
2.1% |
6% |
False |
True |
1,531 |
60 |
1,808.5 |
1,544.1 |
264.4 |
16.7% |
36.4 |
2.3% |
14% |
False |
False |
1,156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,741.5 |
2.618 |
1,687.2 |
1.618 |
1,653.9 |
1.000 |
1,633.3 |
0.618 |
1,620.6 |
HIGH |
1,600.0 |
0.618 |
1,587.3 |
0.500 |
1,583.4 |
0.382 |
1,579.4 |
LOW |
1,566.7 |
0.618 |
1,546.1 |
1.000 |
1,533.4 |
1.618 |
1,512.8 |
2.618 |
1,479.5 |
4.250 |
1,425.2 |
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