| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,284.29 |
2,294.97 |
10.68 |
0.5% |
2,244.37 |
| High |
2,301.30 |
2,295.17 |
-6.13 |
-0.3% |
2,287.96 |
| Low |
2,281.86 |
2,262.22 |
-19.64 |
-0.9% |
2,209.57 |
| Close |
2,293.12 |
2,267.08 |
-26.04 |
-1.1% |
2,287.57 |
| Range |
19.44 |
32.95 |
13.51 |
69.5% |
78.39 |
| ATR |
41.69 |
41.06 |
-0.62 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,373.67 |
2,353.33 |
2,285.20 |
|
| R3 |
2,340.72 |
2,320.38 |
2,276.14 |
|
| R2 |
2,307.77 |
2,307.77 |
2,273.12 |
|
| R1 |
2,287.43 |
2,287.43 |
2,270.10 |
2,281.13 |
| PP |
2,274.82 |
2,274.82 |
2,274.82 |
2,271.67 |
| S1 |
2,254.48 |
2,254.48 |
2,264.06 |
2,248.18 |
| S2 |
2,241.87 |
2,241.87 |
2,261.04 |
|
| S3 |
2,208.92 |
2,221.53 |
2,258.02 |
|
| S4 |
2,175.97 |
2,188.58 |
2,248.96 |
|
|
| 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 |
3.5% |
26.74 |
1.2% |
56% |
False |
False |
|
| 10 |
2,301.30 |
2,209.57 |
91.73 |
4.0% |
30.91 |
1.4% |
63% |
False |
False |
|
| 20 |
2,343.10 |
2,209.57 |
133.53 |
5.9% |
32.22 |
1.4% |
43% |
False |
False |
|
| 40 |
2,402.51 |
2,150.71 |
251.80 |
11.1% |
35.17 |
1.6% |
46% |
False |
False |
|
| 60 |
2,412.52 |
2,042.90 |
369.62 |
16.3% |
38.42 |
1.7% |
61% |
False |
False |
|
| 80 |
2,412.52 |
2,042.90 |
369.62 |
16.3% |
42.29 |
1.9% |
61% |
False |
False |
|
| 100 |
2,412.52 |
2,034.92 |
377.60 |
16.7% |
46.04 |
2.0% |
61% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
17.8% |
45.57 |
2.0% |
58% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,435.21 |
|
2.618 |
2,381.43 |
|
1.618 |
2,348.48 |
|
1.000 |
2,328.12 |
|
0.618 |
2,315.53 |
|
HIGH |
2,295.17 |
|
0.618 |
2,282.58 |
|
0.500 |
2,278.70 |
|
0.382 |
2,274.81 |
|
LOW |
2,262.22 |
|
0.618 |
2,241.86 |
|
1.000 |
2,229.27 |
|
1.618 |
2,208.91 |
|
2.618 |
2,175.96 |
|
4.250 |
2,122.18 |
|
|