| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1,560.4 |
1,581.8 |
21.4 |
1.4% |
1,607.3 |
| High |
1,560.4 |
1,583.5 |
23.1 |
1.5% |
1,607.3 |
| Low |
1,536.2 |
1,575.1 |
38.9 |
2.5% |
1,536.2 |
| Close |
1,549.7 |
1,575.9 |
26.2 |
1.7% |
1,575.9 |
| Range |
24.2 |
8.4 |
-15.8 |
-65.3% |
71.1 |
| ATR |
27.5 |
28.0 |
0.4 |
1.6% |
0.0 |
| Volume |
142 |
289 |
147 |
103.5% |
717 |
|
| Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,603.4 |
1,598.0 |
1,580.5 |
|
| R3 |
1,595.0 |
1,589.6 |
1,578.2 |
|
| R2 |
1,586.6 |
1,586.6 |
1,577.4 |
|
| R1 |
1,581.2 |
1,581.2 |
1,576.7 |
1,579.7 |
| PP |
1,578.2 |
1,578.2 |
1,578.2 |
1,577.4 |
| S1 |
1,572.8 |
1,572.8 |
1,575.1 |
1,571.3 |
| S2 |
1,569.8 |
1,569.8 |
1,574.4 |
|
| S3 |
1,561.4 |
1,564.4 |
1,573.6 |
|
| S4 |
1,553.0 |
1,556.0 |
1,571.3 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,786.4 |
1,752.3 |
1,615.0 |
|
| R3 |
1,715.3 |
1,681.2 |
1,595.5 |
|
| R2 |
1,644.2 |
1,644.2 |
1,588.9 |
|
| R1 |
1,610.1 |
1,610.1 |
1,582.4 |
1,591.6 |
| PP |
1,573.1 |
1,573.1 |
1,573.1 |
1,563.9 |
| S1 |
1,539.0 |
1,539.0 |
1,569.4 |
1,520.5 |
| S2 |
1,502.0 |
1,502.0 |
1,562.9 |
|
| S3 |
1,430.9 |
1,467.9 |
1,556.3 |
|
| S4 |
1,359.8 |
1,396.8 |
1,536.8 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,619.2 |
|
2.618 |
1,605.5 |
|
1.618 |
1,597.1 |
|
1.000 |
1,591.9 |
|
0.618 |
1,588.7 |
|
HIGH |
1,583.5 |
|
0.618 |
1,580.3 |
|
0.500 |
1,579.3 |
|
0.382 |
1,578.3 |
|
LOW |
1,575.1 |
|
0.618 |
1,569.9 |
|
1.000 |
1,566.7 |
|
1.618 |
1,561.5 |
|
2.618 |
1,553.1 |
|
4.250 |
1,539.4 |
|
|