| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
8,535 |
8,670 |
135 |
1.6% |
8,645 |
| High |
8,670 |
8,685 |
15 |
0.2% |
8,730 |
| Low |
8,515 |
8,505 |
-10 |
-0.1% |
8,515 |
| Close |
8,665 |
8,555 |
-110 |
-1.3% |
8,665 |
| Range |
155 |
180 |
25 |
16.1% |
215 |
| ATR |
114 |
118 |
5 |
4.2% |
0 |
| Volume |
3,023 |
3,424 |
401 |
13.3% |
33,539 |
|
| Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,122 |
9,018 |
8,654 |
|
| R3 |
8,942 |
8,838 |
8,605 |
|
| R2 |
8,762 |
8,762 |
8,588 |
|
| R1 |
8,658 |
8,658 |
8,572 |
8,620 |
| PP |
8,582 |
8,582 |
8,582 |
8,563 |
| S1 |
8,478 |
8,478 |
8,539 |
8,440 |
| S2 |
8,402 |
8,402 |
8,522 |
|
| S3 |
8,222 |
8,298 |
8,506 |
|
| S4 |
8,042 |
8,118 |
8,456 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,282 |
9,188 |
8,783 |
|
| R3 |
9,067 |
8,973 |
8,724 |
|
| R2 |
8,852 |
8,852 |
8,705 |
|
| R1 |
8,758 |
8,758 |
8,685 |
8,805 |
| PP |
8,637 |
8,637 |
8,637 |
8,660 |
| S1 |
8,543 |
8,543 |
8,645 |
8,590 |
| S2 |
8,422 |
8,422 |
8,626 |
|
| S3 |
8,207 |
8,328 |
8,606 |
|
| S4 |
7,992 |
8,113 |
8,547 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,725 |
8,505 |
220 |
2.6% |
158 |
1.8% |
23% |
False |
True |
6,044 |
| 10 |
8,755 |
8,400 |
355 |
4.1% |
137 |
1.6% |
44% |
False |
False |
3,897 |
| 20 |
8,755 |
8,110 |
645 |
7.5% |
90 |
1.0% |
69% |
False |
False |
1,958 |
| 40 |
9,075 |
8,110 |
965 |
11.3% |
53 |
0.6% |
46% |
False |
False |
985 |
| 60 |
9,075 |
8,110 |
965 |
11.3% |
39 |
0.5% |
46% |
False |
False |
658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,450 |
|
2.618 |
9,156 |
|
1.618 |
8,976 |
|
1.000 |
8,865 |
|
0.618 |
8,796 |
|
HIGH |
8,685 |
|
0.618 |
8,616 |
|
0.500 |
8,595 |
|
0.382 |
8,574 |
|
LOW |
8,505 |
|
0.618 |
8,394 |
|
1.000 |
8,325 |
|
1.618 |
8,214 |
|
2.618 |
8,034 |
|
4.250 |
7,740 |
|
|