| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2011 |
29-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
2,200.0 |
2,193.0 |
-7.0 |
-0.3% |
2,109.0 |
| High |
2,232.0 |
2,235.0 |
3.0 |
0.1% |
2,241.0 |
| Low |
2,178.0 |
2,181.0 |
3.0 |
0.1% |
2,109.0 |
| Close |
2,190.0 |
2,212.0 |
22.0 |
1.0% |
2,216.0 |
| Range |
54.0 |
54.0 |
0.0 |
0.0% |
132.0 |
| ATR |
58.6 |
58.3 |
-0.3 |
-0.6% |
0.0 |
| Volume |
94 |
79 |
-15 |
-16.0% |
3,393 |
|
| Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,371.3 |
2,345.7 |
2,241.7 |
|
| R3 |
2,317.3 |
2,291.7 |
2,226.9 |
|
| R2 |
2,263.3 |
2,263.3 |
2,221.9 |
|
| R1 |
2,237.7 |
2,237.7 |
2,217.0 |
2,250.5 |
| PP |
2,209.3 |
2,209.3 |
2,209.3 |
2,215.8 |
| S1 |
2,183.7 |
2,183.7 |
2,207.1 |
2,196.5 |
| S2 |
2,155.3 |
2,155.3 |
2,202.1 |
|
| S3 |
2,101.3 |
2,129.7 |
2,197.2 |
|
| S4 |
2,047.3 |
2,075.7 |
2,182.3 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,584.7 |
2,532.3 |
2,288.6 |
|
| R3 |
2,452.7 |
2,400.3 |
2,252.3 |
|
| R2 |
2,320.7 |
2,320.7 |
2,240.2 |
|
| R1 |
2,268.3 |
2,268.3 |
2,228.1 |
2,294.5 |
| PP |
2,188.7 |
2,188.7 |
2,188.7 |
2,201.8 |
| S1 |
2,136.3 |
2,136.3 |
2,203.9 |
2,162.5 |
| S2 |
2,056.7 |
2,056.7 |
2,191.8 |
|
| S3 |
1,924.7 |
2,004.3 |
2,179.7 |
|
| S4 |
1,792.7 |
1,872.3 |
2,143.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,236.0 |
2,178.0 |
58.0 |
2.6% |
35.0 |
1.6% |
59% |
False |
False |
377 |
| 10 |
2,241.0 |
2,109.0 |
132.0 |
6.0% |
48.2 |
2.2% |
78% |
False |
False |
8,052 |
| 20 |
2,326.0 |
2,109.0 |
217.0 |
9.8% |
54.4 |
2.5% |
47% |
False |
False |
10,553 |
| 40 |
2,326.0 |
1,999.0 |
327.0 |
14.8% |
58.4 |
2.6% |
65% |
False |
False |
5,553 |
| 60 |
2,435.0 |
1,999.0 |
436.0 |
19.7% |
54.7 |
2.5% |
49% |
False |
False |
3,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,464.5 |
|
2.618 |
2,376.4 |
|
1.618 |
2,322.4 |
|
1.000 |
2,289.0 |
|
0.618 |
2,268.4 |
|
HIGH |
2,235.0 |
|
0.618 |
2,214.4 |
|
0.500 |
2,208.0 |
|
0.382 |
2,201.6 |
|
LOW |
2,181.0 |
|
0.618 |
2,147.6 |
|
1.000 |
2,127.0 |
|
1.618 |
2,093.6 |
|
2.618 |
2,039.6 |
|
4.250 |
1,951.5 |
|
|