| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
4,208.0 |
4,241.0 |
33.0 |
0.8% |
4,301.0 |
| High |
4,222.0 |
4,262.0 |
40.0 |
0.9% |
4,311.0 |
| Low |
4,171.0 |
4,232.0 |
61.0 |
1.5% |
4,171.0 |
| Close |
4,172.0 |
4,244.0 |
72.0 |
1.7% |
4,172.0 |
| Range |
51.0 |
30.0 |
-21.0 |
-41.2% |
140.0 |
| ATR |
57.2 |
59.5 |
2.3 |
4.1% |
0.0 |
| Volume |
3,587 |
36,743 |
33,156 |
924.3% |
7,861 |
|
| Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,336.0 |
4,320.0 |
4,260.5 |
|
| R3 |
4,306.0 |
4,290.0 |
4,252.3 |
|
| R2 |
4,276.0 |
4,276.0 |
4,249.5 |
|
| R1 |
4,260.0 |
4,260.0 |
4,246.8 |
4,268.0 |
| PP |
4,246.0 |
4,246.0 |
4,246.0 |
4,250.0 |
| S1 |
4,230.0 |
4,230.0 |
4,241.3 |
4,238.0 |
| S2 |
4,216.0 |
4,216.0 |
4,238.5 |
|
| S3 |
4,186.0 |
4,200.0 |
4,235.8 |
|
| S4 |
4,156.0 |
4,170.0 |
4,227.5 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,638.0 |
4,545.0 |
4,249.0 |
|
| R3 |
4,498.0 |
4,405.0 |
4,210.5 |
|
| R2 |
4,358.0 |
4,358.0 |
4,197.7 |
|
| R1 |
4,265.0 |
4,265.0 |
4,184.8 |
4,241.5 |
| PP |
4,218.0 |
4,218.0 |
4,218.0 |
4,206.3 |
| S1 |
4,125.0 |
4,125.0 |
4,159.2 |
4,101.5 |
| S2 |
4,078.0 |
4,078.0 |
4,146.3 |
|
| S3 |
3,938.0 |
3,985.0 |
4,133.5 |
|
| S4 |
3,798.0 |
3,845.0 |
4,095.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,306.0 |
4,171.0 |
135.0 |
3.2% |
44.2 |
1.0% |
54% |
False |
False |
8,902 |
| 10 |
4,311.0 |
4,050.0 |
261.0 |
6.1% |
37.9 |
0.9% |
74% |
False |
False |
4,619 |
| 20 |
4,311.0 |
3,963.0 |
348.0 |
8.2% |
31.3 |
0.7% |
81% |
False |
False |
2,344 |
| 40 |
4,387.0 |
3,963.0 |
424.0 |
10.0% |
24.5 |
0.6% |
66% |
False |
False |
1,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,389.5 |
|
2.618 |
4,340.5 |
|
1.618 |
4,310.5 |
|
1.000 |
4,292.0 |
|
0.618 |
4,280.5 |
|
HIGH |
4,262.0 |
|
0.618 |
4,250.5 |
|
0.500 |
4,247.0 |
|
0.382 |
4,243.5 |
|
LOW |
4,232.0 |
|
0.618 |
4,213.5 |
|
1.000 |
4,202.0 |
|
1.618 |
4,183.5 |
|
2.618 |
4,153.5 |
|
4.250 |
4,104.5 |
|
|