| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2010 |
30-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,144.04 |
2,119.47 |
-24.57 |
-1.1% |
2,126.39 |
| High |
2,150.71 |
2,131.50 |
-19.21 |
-0.9% |
2,165.14 |
| Low |
2,118.94 |
2,110.24 |
-8.70 |
-0.4% |
2,105.61 |
| Close |
2,144.56 |
2,117.33 |
-27.23 |
-1.3% |
2,153.90 |
| Range |
31.77 |
21.26 |
-10.51 |
-33.1% |
59.53 |
| ATR |
31.42 |
31.63 |
0.21 |
0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,183.47 |
2,171.66 |
2,129.02 |
|
| R3 |
2,162.21 |
2,150.40 |
2,123.18 |
|
| R2 |
2,140.95 |
2,140.95 |
2,121.23 |
|
| R1 |
2,129.14 |
2,129.14 |
2,119.28 |
2,124.42 |
| PP |
2,119.69 |
2,119.69 |
2,119.69 |
2,117.33 |
| S1 |
2,107.88 |
2,107.88 |
2,115.38 |
2,103.16 |
| S2 |
2,098.43 |
2,098.43 |
2,113.43 |
|
| S3 |
2,077.17 |
2,086.62 |
2,111.48 |
|
| S4 |
2,055.91 |
2,065.36 |
2,105.64 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,320.14 |
2,296.55 |
2,186.64 |
|
| R3 |
2,260.61 |
2,237.02 |
2,170.27 |
|
| R2 |
2,201.08 |
2,201.08 |
2,164.81 |
|
| R1 |
2,177.49 |
2,177.49 |
2,159.36 |
2,189.29 |
| PP |
2,141.55 |
2,141.55 |
2,141.55 |
2,147.45 |
| S1 |
2,117.96 |
2,117.96 |
2,148.44 |
2,129.76 |
| S2 |
2,082.02 |
2,082.02 |
2,142.99 |
|
| S3 |
2,022.49 |
2,058.43 |
2,137.53 |
|
| S4 |
1,962.96 |
1,998.90 |
2,121.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,165.14 |
2,105.61 |
59.53 |
2.8% |
24.99 |
1.2% |
20% |
False |
False |
|
| 10 |
2,165.14 |
2,085.27 |
79.87 |
3.8% |
25.97 |
1.2% |
40% |
False |
False |
|
| 20 |
2,200.15 |
2,085.27 |
114.88 |
5.4% |
25.27 |
1.2% |
28% |
False |
False |
|
| 40 |
2,200.15 |
1,992.65 |
207.50 |
9.8% |
25.22 |
1.2% |
60% |
False |
False |
|
| 60 |
2,200.15 |
1,854.43 |
345.72 |
16.3% |
24.81 |
1.2% |
76% |
False |
False |
|
| 80 |
2,200.15 |
1,747.32 |
452.83 |
21.4% |
25.70 |
1.2% |
82% |
False |
False |
|
| 100 |
2,200.15 |
1,747.32 |
452.83 |
21.4% |
26.61 |
1.3% |
82% |
False |
False |
|
| 120 |
2,200.15 |
1,700.04 |
500.11 |
23.6% |
28.11 |
1.3% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,221.86 |
|
2.618 |
2,187.16 |
|
1.618 |
2,165.90 |
|
1.000 |
2,152.76 |
|
0.618 |
2,144.64 |
|
HIGH |
2,131.50 |
|
0.618 |
2,123.38 |
|
0.500 |
2,120.87 |
|
0.382 |
2,118.36 |
|
LOW |
2,110.24 |
|
0.618 |
2,097.10 |
|
1.000 |
2,088.98 |
|
1.618 |
2,075.84 |
|
2.618 |
2,054.58 |
|
4.250 |
2,019.89 |
|
|