| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,265.90 |
2,254.68 |
-11.22 |
-0.5% |
2,295.43 |
| High |
2,267.01 |
2,268.59 |
1.58 |
0.1% |
2,316.90 |
| Low |
2,222.68 |
2,251.31 |
28.63 |
1.3% |
2,219.68 |
| Close |
2,249.03 |
2,266.77 |
17.74 |
0.8% |
2,238.18 |
| Range |
44.33 |
17.28 |
-27.05 |
-61.0% |
97.22 |
| ATR |
47.07 |
45.10 |
-1.96 |
-4.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,314.06 |
2,307.70 |
2,276.27 |
|
| R3 |
2,296.78 |
2,290.42 |
2,271.52 |
|
| R2 |
2,279.50 |
2,279.50 |
2,269.94 |
|
| R1 |
2,273.14 |
2,273.14 |
2,268.35 |
2,276.32 |
| PP |
2,262.22 |
2,262.22 |
2,262.22 |
2,263.82 |
| S1 |
2,255.86 |
2,255.86 |
2,265.19 |
2,259.04 |
| S2 |
2,244.94 |
2,244.94 |
2,263.60 |
|
| S3 |
2,227.66 |
2,238.58 |
2,262.02 |
|
| S4 |
2,210.38 |
2,221.30 |
2,257.27 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,549.91 |
2,491.27 |
2,291.65 |
|
| R3 |
2,452.69 |
2,394.05 |
2,264.92 |
|
| R2 |
2,355.47 |
2,355.47 |
2,256.00 |
|
| R1 |
2,296.83 |
2,296.83 |
2,247.09 |
2,277.54 |
| PP |
2,258.25 |
2,258.25 |
2,258.25 |
2,248.61 |
| S1 |
2,199.61 |
2,199.61 |
2,229.27 |
2,180.32 |
| S2 |
2,161.03 |
2,161.03 |
2,220.36 |
|
| S3 |
2,063.81 |
2,102.39 |
2,211.44 |
|
| S4 |
1,966.59 |
2,005.17 |
2,184.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,283.45 |
2,209.57 |
73.88 |
3.3% |
33.29 |
1.5% |
77% |
False |
False |
|
| 10 |
2,325.64 |
2,209.57 |
116.07 |
5.1% |
35.49 |
1.6% |
49% |
False |
False |
|
| 20 |
2,343.10 |
2,150.71 |
192.39 |
8.5% |
32.99 |
1.5% |
60% |
False |
False |
|
| 40 |
2,412.52 |
2,150.71 |
261.81 |
11.5% |
35.76 |
1.6% |
44% |
False |
False |
|
| 60 |
2,412.52 |
2,042.90 |
369.62 |
16.3% |
40.80 |
1.8% |
61% |
False |
False |
|
| 80 |
2,412.52 |
2,042.90 |
369.62 |
16.3% |
42.95 |
1.9% |
61% |
False |
False |
|
| 100 |
2,412.52 |
2,034.92 |
377.60 |
16.7% |
47.80 |
2.1% |
61% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
17.8% |
45.58 |
2.0% |
57% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,342.03 |
|
2.618 |
2,313.83 |
|
1.618 |
2,296.55 |
|
1.000 |
2,285.87 |
|
0.618 |
2,279.27 |
|
HIGH |
2,268.59 |
|
0.618 |
2,261.99 |
|
0.500 |
2,259.95 |
|
0.382 |
2,257.91 |
|
LOW |
2,251.31 |
|
0.618 |
2,240.63 |
|
1.000 |
2,234.03 |
|
1.618 |
2,223.35 |
|
2.618 |
2,206.07 |
|
4.250 |
2,177.87 |
|
|