Day Change Summary |
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Previous |
Current |
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01-Dec-2011 |
02-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,245.07 |
1,246.03 |
0.96 |
0.1% |
1,169.29 |
High |
1,251.09 |
1,260.08 |
8.99 |
0.7% |
1,260.08 |
Low |
1,239.73 |
1,243.35 |
3.62 |
0.3% |
1,169.29 |
Close |
1,244.58 |
1,244.28 |
-0.30 |
0.0% |
1,244.28 |
Range |
11.36 |
16.73 |
5.37 |
47.3% |
90.79 |
ATR |
25.43 |
24.81 |
-0.62 |
-2.4% |
0.00 |
Volume |
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Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,299.43 |
1,288.58 |
1,253.48 |
|
R3 |
1,282.70 |
1,271.85 |
1,248.88 |
|
R2 |
1,265.97 |
1,265.97 |
1,247.35 |
|
R1 |
1,255.12 |
1,255.12 |
1,245.81 |
1,252.18 |
PP |
1,249.24 |
1,249.24 |
1,249.24 |
1,247.77 |
S1 |
1,238.39 |
1,238.39 |
1,242.75 |
1,235.45 |
S2 |
1,232.51 |
1,232.51 |
1,241.21 |
|
S3 |
1,215.78 |
1,221.66 |
1,239.68 |
|
S4 |
1,199.05 |
1,204.93 |
1,235.08 |
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Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,496.92 |
1,461.39 |
1,294.21 |
|
R3 |
1,406.13 |
1,370.60 |
1,269.25 |
|
R2 |
1,315.34 |
1,315.34 |
1,260.92 |
|
R1 |
1,279.81 |
1,279.81 |
1,252.60 |
1,297.58 |
PP |
1,224.55 |
1,224.55 |
1,224.55 |
1,233.43 |
S1 |
1,189.02 |
1,189.02 |
1,235.96 |
1,206.79 |
S2 |
1,133.76 |
1,133.76 |
1,227.64 |
|
S3 |
1,042.97 |
1,098.23 |
1,219.31 |
|
S4 |
952.18 |
1,007.44 |
1,194.35 |
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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 |
1,260.08 |
1,169.29 |
90.79 |
7.3% |
23.68 |
1.9% |
83% |
True |
False |
|
10 |
1,260.08 |
1,158.66 |
101.42 |
8.2% |
21.79 |
1.8% |
84% |
True |
False |
|
20 |
1,277.55 |
1,158.66 |
118.89 |
9.6% |
23.01 |
1.8% |
72% |
False |
False |
|
40 |
1,292.66 |
1,150.26 |
142.40 |
11.4% |
24.15 |
1.9% |
66% |
False |
False |
|
60 |
1,292.66 |
1,074.77 |
217.89 |
17.5% |
26.59 |
2.1% |
78% |
False |
False |
|
80 |
1,292.66 |
1,074.77 |
217.89 |
17.5% |
27.85 |
2.2% |
78% |
False |
False |
|
100 |
1,347.00 |
1,074.77 |
272.23 |
21.9% |
28.06 |
2.3% |
62% |
False |
False |
|
120 |
1,356.48 |
1,074.77 |
281.71 |
22.6% |
26.15 |
2.1% |
60% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,331.18 |
2.618 |
1,303.88 |
1.618 |
1,287.15 |
1.000 |
1,276.81 |
0.618 |
1,270.42 |
HIGH |
1,260.08 |
0.618 |
1,253.69 |
0.500 |
1,251.72 |
0.382 |
1,249.74 |
LOW |
1,243.35 |
0.618 |
1,233.01 |
1.000 |
1,226.62 |
1.618 |
1,216.28 |
2.618 |
1,199.55 |
4.250 |
1,172.25 |
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