| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2011 |
27-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,274.35 |
2,284.29 |
9.94 |
0.4% |
2,244.37 |
| High |
2,287.96 |
2,301.30 |
13.34 |
0.6% |
2,287.96 |
| Low |
2,268.24 |
2,281.86 |
13.62 |
0.6% |
2,209.57 |
| Close |
2,287.57 |
2,293.12 |
5.55 |
0.2% |
2,287.57 |
| Range |
19.72 |
19.44 |
-0.28 |
-1.4% |
78.39 |
| ATR |
43.40 |
41.69 |
-1.71 |
-3.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,350.41 |
2,341.21 |
2,303.81 |
|
| R3 |
2,330.97 |
2,321.77 |
2,298.47 |
|
| R2 |
2,311.53 |
2,311.53 |
2,296.68 |
|
| R1 |
2,302.33 |
2,302.33 |
2,294.90 |
2,306.93 |
| PP |
2,292.09 |
2,292.09 |
2,292.09 |
2,294.40 |
| S1 |
2,282.89 |
2,282.89 |
2,291.34 |
2,287.49 |
| S2 |
2,272.65 |
2,272.65 |
2,289.56 |
|
| S3 |
2,253.21 |
2,263.45 |
2,287.77 |
|
| S4 |
2,233.77 |
2,244.01 |
2,282.43 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,496.87 |
2,470.61 |
2,330.68 |
|
| R3 |
2,418.48 |
2,392.22 |
2,309.13 |
|
| R2 |
2,340.09 |
2,340.09 |
2,301.94 |
|
| R1 |
2,313.83 |
2,313.83 |
2,294.76 |
2,326.96 |
| PP |
2,261.70 |
2,261.70 |
2,261.70 |
2,268.27 |
| S1 |
2,235.44 |
2,235.44 |
2,280.38 |
2,248.57 |
| S2 |
2,183.31 |
2,183.31 |
2,273.20 |
|
| S3 |
2,104.92 |
2,157.05 |
2,266.01 |
|
| S4 |
2,026.53 |
2,078.66 |
2,244.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,301.30 |
2,222.68 |
78.62 |
3.4% |
26.33 |
1.1% |
90% |
True |
False |
|
| 10 |
2,316.90 |
2,209.57 |
107.33 |
4.7% |
33.43 |
1.5% |
78% |
False |
False |
|
| 20 |
2,343.10 |
2,205.77 |
137.33 |
6.0% |
32.32 |
1.4% |
64% |
False |
False |
|
| 40 |
2,402.51 |
2,150.71 |
251.80 |
11.0% |
35.08 |
1.5% |
57% |
False |
False |
|
| 60 |
2,412.52 |
2,042.90 |
369.62 |
16.1% |
39.03 |
1.7% |
68% |
False |
False |
|
| 80 |
2,412.52 |
2,042.90 |
369.62 |
16.1% |
42.28 |
1.8% |
68% |
False |
False |
|
| 100 |
2,412.52 |
2,034.92 |
377.60 |
16.5% |
46.80 |
2.0% |
68% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
17.6% |
45.52 |
2.0% |
64% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,383.92 |
|
2.618 |
2,352.19 |
|
1.618 |
2,332.75 |
|
1.000 |
2,320.74 |
|
0.618 |
2,313.31 |
|
HIGH |
2,301.30 |
|
0.618 |
2,293.87 |
|
0.500 |
2,291.58 |
|
0.382 |
2,289.29 |
|
LOW |
2,281.86 |
|
0.618 |
2,269.85 |
|
1.000 |
2,262.42 |
|
1.618 |
2,250.41 |
|
2.618 |
2,230.97 |
|
4.250 |
2,199.24 |
|
|