| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
4,154.0 |
4,112.0 |
-42.0 |
-1.0% |
4,301.0 |
| High |
4,190.0 |
4,142.0 |
-48.0 |
-1.1% |
4,311.0 |
| Low |
4,153.0 |
4,096.0 |
-57.0 |
-1.4% |
4,171.0 |
| Close |
4,164.0 |
4,116.0 |
-48.0 |
-1.2% |
4,172.0 |
| Range |
37.0 |
46.0 |
9.0 |
24.3% |
140.0 |
| ATR |
59.3 |
59.9 |
0.6 |
1.0% |
0.0 |
| Volume |
44,080 |
29,894 |
-14,186 |
-32.2% |
7,861 |
|
| Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,256.0 |
4,232.0 |
4,141.3 |
|
| R3 |
4,210.0 |
4,186.0 |
4,128.7 |
|
| R2 |
4,164.0 |
4,164.0 |
4,124.4 |
|
| R1 |
4,140.0 |
4,140.0 |
4,120.2 |
4,152.0 |
| PP |
4,118.0 |
4,118.0 |
4,118.0 |
4,124.0 |
| S1 |
4,094.0 |
4,094.0 |
4,111.8 |
4,106.0 |
| S2 |
4,072.0 |
4,072.0 |
4,107.6 |
|
| S3 |
4,026.0 |
4,048.0 |
4,103.4 |
|
| S4 |
3,980.0 |
4,002.0 |
4,090.7 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,638.0 |
4,545.0 |
4,249.0 |
|
| R3 |
4,498.0 |
4,405.0 |
4,210.5 |
|
| R2 |
4,358.0 |
4,358.0 |
4,197.7 |
|
| R1 |
4,265.0 |
4,265.0 |
4,184.8 |
4,241.5 |
| PP |
4,218.0 |
4,218.0 |
4,218.0 |
4,206.3 |
| S1 |
4,125.0 |
4,125.0 |
4,159.2 |
4,101.5 |
| S2 |
4,078.0 |
4,078.0 |
4,146.3 |
|
| S3 |
3,938.0 |
3,985.0 |
4,133.5 |
|
| S4 |
3,798.0 |
3,845.0 |
4,095.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,262.0 |
4,096.0 |
166.0 |
4.0% |
37.8 |
0.9% |
12% |
False |
True |
46,291 |
| 10 |
4,311.0 |
4,096.0 |
215.0 |
5.2% |
36.1 |
0.9% |
9% |
False |
True |
23,594 |
| 20 |
4,311.0 |
3,963.0 |
348.0 |
8.5% |
36.7 |
0.9% |
44% |
False |
False |
11,898 |
| 40 |
4,387.0 |
3,963.0 |
424.0 |
10.3% |
26.8 |
0.7% |
36% |
False |
False |
5,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,337.5 |
|
2.618 |
4,262.4 |
|
1.618 |
4,216.4 |
|
1.000 |
4,188.0 |
|
0.618 |
4,170.4 |
|
HIGH |
4,142.0 |
|
0.618 |
4,124.4 |
|
0.500 |
4,119.0 |
|
0.382 |
4,113.6 |
|
LOW |
4,096.0 |
|
0.618 |
4,067.6 |
|
1.000 |
4,050.0 |
|
1.618 |
4,021.6 |
|
2.618 |
3,975.6 |
|
4.250 |
3,900.5 |
|
|