| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2010 |
01-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,119.47 |
2,150.63 |
31.16 |
1.5% |
2,126.39 |
| High |
2,131.50 |
2,173.42 |
41.92 |
2.0% |
2,165.14 |
| Low |
2,110.24 |
2,150.63 |
40.39 |
1.9% |
2,105.61 |
| Close |
2,117.33 |
2,162.83 |
45.50 |
2.1% |
2,153.90 |
| Range |
21.26 |
22.79 |
1.53 |
7.2% |
59.53 |
| ATR |
31.63 |
33.37 |
1.75 |
5.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,230.66 |
2,219.54 |
2,175.36 |
|
| R3 |
2,207.87 |
2,196.75 |
2,169.10 |
|
| R2 |
2,185.08 |
2,185.08 |
2,167.01 |
|
| R1 |
2,173.96 |
2,173.96 |
2,164.92 |
2,179.52 |
| PP |
2,162.29 |
2,162.29 |
2,162.29 |
2,165.08 |
| S1 |
2,151.17 |
2,151.17 |
2,160.74 |
2,156.73 |
| S2 |
2,139.50 |
2,139.50 |
2,158.65 |
|
| S3 |
2,116.71 |
2,128.38 |
2,156.56 |
|
| S4 |
2,093.92 |
2,105.59 |
2,150.30 |
|
|
| 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 |
2,173.42 |
2,110.24 |
63.18 |
2.9% |
24.14 |
1.1% |
83% |
True |
False |
|
| 10 |
2,173.42 |
2,090.34 |
83.08 |
3.8% |
24.16 |
1.1% |
87% |
True |
False |
|
| 20 |
2,200.15 |
2,085.27 |
114.88 |
5.3% |
25.72 |
1.2% |
68% |
False |
False |
|
| 40 |
2,200.15 |
1,992.65 |
207.50 |
9.6% |
25.03 |
1.2% |
82% |
False |
False |
|
| 60 |
2,200.15 |
1,863.53 |
336.62 |
15.6% |
24.92 |
1.2% |
89% |
False |
False |
|
| 80 |
2,200.15 |
1,747.32 |
452.83 |
20.9% |
25.79 |
1.2% |
92% |
False |
False |
|
| 100 |
2,200.15 |
1,747.32 |
452.83 |
20.9% |
26.61 |
1.2% |
92% |
False |
False |
|
| 120 |
2,200.15 |
1,700.04 |
500.11 |
23.1% |
28.00 |
1.3% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,270.28 |
|
2.618 |
2,233.08 |
|
1.618 |
2,210.29 |
|
1.000 |
2,196.21 |
|
0.618 |
2,187.50 |
|
HIGH |
2,173.42 |
|
0.618 |
2,164.71 |
|
0.500 |
2,162.03 |
|
0.382 |
2,159.34 |
|
LOW |
2,150.63 |
|
0.618 |
2,136.55 |
|
1.000 |
2,127.84 |
|
1.618 |
2,113.76 |
|
2.618 |
2,090.97 |
|
4.250 |
2,053.77 |
|
|