| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1,244.00 |
1,250.25 |
6.25 |
0.5% |
1,161.75 |
| High |
1,252.50 |
1,254.00 |
1.50 |
0.1% |
1,250.00 |
| Low |
1,242.00 |
1,241.00 |
-1.00 |
-0.1% |
1,161.00 |
| Close |
1,243.50 |
1,252.75 |
9.25 |
0.7% |
1,232.00 |
| Range |
10.50 |
13.00 |
2.50 |
23.8% |
89.00 |
| ATR |
22.84 |
22.14 |
-0.70 |
-3.1% |
0.00 |
| Volume |
576 |
11 |
-565 |
-98.1% |
1,589 |
|
| Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,288.25 |
1,283.50 |
1,260.00 |
|
| R3 |
1,275.25 |
1,270.50 |
1,256.25 |
|
| R2 |
1,262.25 |
1,262.25 |
1,255.25 |
|
| R1 |
1,257.50 |
1,257.50 |
1,254.00 |
1,260.00 |
| PP |
1,249.25 |
1,249.25 |
1,249.25 |
1,250.50 |
| S1 |
1,244.50 |
1,244.50 |
1,251.50 |
1,247.00 |
| S2 |
1,236.25 |
1,236.25 |
1,250.25 |
|
| S3 |
1,223.25 |
1,231.50 |
1,249.25 |
|
| S4 |
1,210.25 |
1,218.50 |
1,245.50 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,481.25 |
1,445.75 |
1,281.00 |
|
| R3 |
1,392.25 |
1,356.75 |
1,256.50 |
|
| R2 |
1,303.25 |
1,303.25 |
1,248.25 |
|
| R1 |
1,267.75 |
1,267.75 |
1,240.25 |
1,285.50 |
| PP |
1,214.25 |
1,214.25 |
1,214.25 |
1,223.25 |
| S1 |
1,178.75 |
1,178.75 |
1,223.75 |
1,196.50 |
| S2 |
1,125.25 |
1,125.25 |
1,215.75 |
|
| S3 |
1,036.25 |
1,089.75 |
1,207.50 |
|
| S4 |
947.25 |
1,000.75 |
1,183.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,254.00 |
1,231.00 |
23.00 |
1.8% |
12.25 |
1.0% |
95% |
True |
False |
348 |
| 10 |
1,254.00 |
1,140.25 |
113.75 |
9.1% |
18.25 |
1.5% |
99% |
True |
False |
285 |
| 20 |
1,258.75 |
1,140.25 |
118.50 |
9.5% |
17.50 |
1.4% |
95% |
False |
False |
151 |
| 40 |
1,277.25 |
1,140.25 |
137.00 |
10.9% |
20.00 |
1.6% |
82% |
False |
False |
112 |
| 60 |
1,277.25 |
1,057.50 |
219.75 |
17.5% |
23.75 |
1.9% |
89% |
False |
False |
80 |
| 80 |
1,277.25 |
1,057.50 |
219.75 |
17.5% |
20.50 |
1.6% |
89% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,309.25 |
|
2.618 |
1,288.00 |
|
1.618 |
1,275.00 |
|
1.000 |
1,267.00 |
|
0.618 |
1,262.00 |
|
HIGH |
1,254.00 |
|
0.618 |
1,249.00 |
|
0.500 |
1,247.50 |
|
0.382 |
1,246.00 |
|
LOW |
1,241.00 |
|
0.618 |
1,233.00 |
|
1.000 |
1,228.00 |
|
1.618 |
1,220.00 |
|
2.618 |
1,207.00 |
|
4.250 |
1,185.75 |
|
|