| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,327.65 |
2,312.55 |
-15.10 |
-0.6% |
2,207.68 |
| High |
2,335.79 |
2,331.73 |
-4.06 |
-0.2% |
2,331.12 |
| Low |
2,313.99 |
2,292.15 |
-21.84 |
-0.9% |
2,205.77 |
| Close |
2,321.49 |
2,320.54 |
-0.95 |
0.0% |
2,302.04 |
| Range |
21.80 |
39.58 |
17.78 |
81.6% |
125.35 |
| ATR |
45.68 |
45.25 |
-0.44 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,433.55 |
2,416.62 |
2,342.31 |
|
| R3 |
2,393.97 |
2,377.04 |
2,331.42 |
|
| R2 |
2,354.39 |
2,354.39 |
2,327.80 |
|
| R1 |
2,337.46 |
2,337.46 |
2,324.17 |
2,345.93 |
| PP |
2,314.81 |
2,314.81 |
2,314.81 |
2,319.04 |
| S1 |
2,297.88 |
2,297.88 |
2,316.91 |
2,306.35 |
| S2 |
2,275.23 |
2,275.23 |
2,313.28 |
|
| S3 |
2,235.65 |
2,258.30 |
2,309.66 |
|
| S4 |
2,196.07 |
2,218.72 |
2,298.77 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,655.69 |
2,604.22 |
2,370.98 |
|
| R3 |
2,530.34 |
2,478.87 |
2,336.51 |
|
| R2 |
2,404.99 |
2,404.99 |
2,325.02 |
|
| R1 |
2,353.52 |
2,353.52 |
2,313.53 |
2,379.26 |
| PP |
2,279.64 |
2,279.64 |
2,279.64 |
2,292.51 |
| S1 |
2,228.17 |
2,228.17 |
2,290.55 |
2,253.91 |
| S2 |
2,154.29 |
2,154.29 |
2,279.06 |
|
| S3 |
2,028.94 |
2,102.82 |
2,267.57 |
|
| S4 |
1,903.59 |
1,977.47 |
2,233.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,343.10 |
2,292.15 |
50.95 |
2.2% |
28.36 |
1.2% |
56% |
False |
True |
|
| 10 |
2,343.10 |
2,150.71 |
192.39 |
8.3% |
29.60 |
1.3% |
88% |
False |
False |
|
| 20 |
2,375.10 |
2,150.71 |
224.39 |
9.7% |
34.77 |
1.5% |
76% |
False |
False |
|
| 40 |
2,412.52 |
2,150.71 |
261.81 |
11.3% |
37.62 |
1.6% |
65% |
False |
False |
|
| 60 |
2,412.52 |
2,042.90 |
369.62 |
15.9% |
44.01 |
1.9% |
75% |
False |
False |
|
| 80 |
2,412.52 |
2,035.30 |
377.22 |
16.3% |
45.76 |
2.0% |
76% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
17.4% |
47.96 |
2.1% |
71% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
17.4% |
45.28 |
2.0% |
71% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,499.95 |
|
2.618 |
2,435.35 |
|
1.618 |
2,395.77 |
|
1.000 |
2,371.31 |
|
0.618 |
2,356.19 |
|
HIGH |
2,331.73 |
|
0.618 |
2,316.61 |
|
0.500 |
2,311.94 |
|
0.382 |
2,307.27 |
|
LOW |
2,292.15 |
|
0.618 |
2,267.69 |
|
1.000 |
2,252.57 |
|
1.618 |
2,228.11 |
|
2.618 |
2,188.53 |
|
4.250 |
2,123.94 |
|
|