| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2010 |
06-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,177.11 |
2,192.12 |
15.01 |
0.7% |
2,144.04 |
| High |
2,192.88 |
2,193.86 |
0.98 |
0.0% |
2,192.88 |
| Low |
2,176.28 |
2,183.03 |
6.75 |
0.3% |
2,110.24 |
| Close |
2,191.17 |
2,189.81 |
-1.36 |
-0.1% |
2,191.17 |
| Range |
16.60 |
10.83 |
-5.77 |
-34.8% |
82.64 |
| ATR |
31.62 |
30.13 |
-1.48 |
-4.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,221.39 |
2,216.43 |
2,195.77 |
|
| R3 |
2,210.56 |
2,205.60 |
2,192.79 |
|
| R2 |
2,199.73 |
2,199.73 |
2,191.80 |
|
| R1 |
2,194.77 |
2,194.77 |
2,190.80 |
2,191.84 |
| PP |
2,188.90 |
2,188.90 |
2,188.90 |
2,187.43 |
| S1 |
2,183.94 |
2,183.94 |
2,188.82 |
2,181.01 |
| S2 |
2,178.07 |
2,178.07 |
2,187.82 |
|
| S3 |
2,167.24 |
2,173.11 |
2,186.83 |
|
| S4 |
2,156.41 |
2,162.28 |
2,183.85 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,412.68 |
2,384.57 |
2,236.62 |
|
| R3 |
2,330.04 |
2,301.93 |
2,213.90 |
|
| R2 |
2,247.40 |
2,247.40 |
2,206.32 |
|
| R1 |
2,219.29 |
2,219.29 |
2,198.75 |
2,233.35 |
| PP |
2,164.76 |
2,164.76 |
2,164.76 |
2,171.79 |
| S1 |
2,136.65 |
2,136.65 |
2,183.59 |
2,150.71 |
| S2 |
2,082.12 |
2,082.12 |
2,176.02 |
|
| S3 |
1,999.48 |
2,054.01 |
2,168.44 |
|
| S4 |
1,916.84 |
1,971.37 |
2,145.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,193.86 |
2,110.24 |
83.62 |
3.8% |
18.95 |
0.9% |
95% |
True |
False |
|
| 10 |
2,193.86 |
2,105.61 |
88.25 |
4.0% |
22.77 |
1.0% |
95% |
True |
False |
|
| 20 |
2,200.15 |
2,085.27 |
114.88 |
5.2% |
25.60 |
1.2% |
91% |
False |
False |
|
| 40 |
2,200.15 |
2,007.13 |
193.02 |
8.8% |
24.19 |
1.1% |
95% |
False |
False |
|
| 60 |
2,200.15 |
1,908.41 |
291.74 |
13.3% |
24.85 |
1.1% |
96% |
False |
False |
|
| 80 |
2,200.15 |
1,747.32 |
452.83 |
20.7% |
25.36 |
1.2% |
98% |
False |
False |
|
| 100 |
2,200.15 |
1,747.32 |
452.83 |
20.7% |
26.30 |
1.2% |
98% |
False |
False |
|
| 120 |
2,200.15 |
1,700.04 |
500.11 |
22.8% |
27.58 |
1.3% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,239.89 |
|
2.618 |
2,222.21 |
|
1.618 |
2,211.38 |
|
1.000 |
2,204.69 |
|
0.618 |
2,200.55 |
|
HIGH |
2,193.86 |
|
0.618 |
2,189.72 |
|
0.500 |
2,188.45 |
|
0.382 |
2,187.17 |
|
LOW |
2,183.03 |
|
0.618 |
2,176.34 |
|
1.000 |
2,172.20 |
|
1.618 |
2,165.51 |
|
2.618 |
2,154.68 |
|
4.250 |
2,137.00 |
|
|