| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,311.00 |
2,308.25 |
-2.75 |
-0.1% |
2,169.25 |
| High |
2,339.25 |
2,338.00 |
-1.25 |
-0.1% |
2,339.25 |
| Low |
2,297.25 |
2,308.25 |
11.00 |
0.5% |
2,169.25 |
| Close |
2,298.75 |
2,320.50 |
21.75 |
0.9% |
2,298.75 |
| Range |
42.00 |
29.75 |
-12.25 |
-29.2% |
170.00 |
| ATR |
54.16 |
53.10 |
-1.07 |
-2.0% |
0.00 |
| Volume |
974 |
1,417 |
443 |
45.5% |
2,297 |
|
| Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,411.50 |
2,395.75 |
2,336.75 |
|
| R3 |
2,381.75 |
2,366.00 |
2,328.75 |
|
| R2 |
2,352.00 |
2,352.00 |
2,326.00 |
|
| R1 |
2,336.25 |
2,336.25 |
2,323.25 |
2,344.00 |
| PP |
2,322.25 |
2,322.25 |
2,322.25 |
2,326.25 |
| S1 |
2,306.50 |
2,306.50 |
2,317.75 |
2,314.50 |
| S2 |
2,292.50 |
2,292.50 |
2,315.00 |
|
| S3 |
2,262.75 |
2,276.75 |
2,312.25 |
|
| S4 |
2,233.00 |
2,247.00 |
2,304.25 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,779.00 |
2,709.00 |
2,392.25 |
|
| R3 |
2,609.00 |
2,539.00 |
2,345.50 |
|
| R2 |
2,439.00 |
2,439.00 |
2,330.00 |
|
| R1 |
2,369.00 |
2,369.00 |
2,314.25 |
2,404.00 |
| PP |
2,269.00 |
2,269.00 |
2,269.00 |
2,286.50 |
| S1 |
2,199.00 |
2,199.00 |
2,283.25 |
2,234.00 |
| S2 |
2,099.00 |
2,099.00 |
2,267.50 |
|
| S3 |
1,929.00 |
2,029.00 |
2,252.00 |
|
| S4 |
1,759.00 |
1,859.00 |
2,205.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,339.25 |
2,190.25 |
149.00 |
6.4% |
47.75 |
2.1% |
87% |
False |
False |
713 |
| 10 |
2,339.25 |
2,135.00 |
204.25 |
8.8% |
49.25 |
2.1% |
91% |
False |
False |
426 |
| 20 |
2,394.25 |
2,135.00 |
259.25 |
11.2% |
51.50 |
2.2% |
72% |
False |
False |
275 |
| 40 |
2,401.25 |
2,135.00 |
266.25 |
11.5% |
50.50 |
2.2% |
70% |
False |
False |
166 |
| 60 |
2,401.25 |
2,034.50 |
366.75 |
15.8% |
54.25 |
2.3% |
78% |
False |
False |
138 |
| 80 |
2,401.25 |
2,034.50 |
366.75 |
15.8% |
48.75 |
2.1% |
78% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,464.50 |
|
2.618 |
2,416.00 |
|
1.618 |
2,386.25 |
|
1.000 |
2,367.75 |
|
0.618 |
2,356.50 |
|
HIGH |
2,338.00 |
|
0.618 |
2,326.75 |
|
0.500 |
2,323.00 |
|
0.382 |
2,319.50 |
|
LOW |
2,308.25 |
|
0.618 |
2,289.75 |
|
1.000 |
2,278.50 |
|
1.618 |
2,260.00 |
|
2.618 |
2,230.25 |
|
4.250 |
2,181.75 |
|
|