| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,192.12 |
2,214.99 |
22.87 |
1.0% |
2,144.04 |
| High |
2,193.86 |
2,215.28 |
21.42 |
1.0% |
2,192.88 |
| Low |
2,183.03 |
2,188.74 |
5.71 |
0.3% |
2,110.24 |
| Close |
2,189.81 |
2,189.35 |
-0.46 |
0.0% |
2,191.17 |
| Range |
10.83 |
26.54 |
15.71 |
145.1% |
82.64 |
| ATR |
30.13 |
29.88 |
-0.26 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,277.41 |
2,259.92 |
2,203.95 |
|
| R3 |
2,250.87 |
2,233.38 |
2,196.65 |
|
| R2 |
2,224.33 |
2,224.33 |
2,194.22 |
|
| R1 |
2,206.84 |
2,206.84 |
2,191.78 |
2,202.32 |
| PP |
2,197.79 |
2,197.79 |
2,197.79 |
2,195.53 |
| S1 |
2,180.30 |
2,180.30 |
2,186.92 |
2,175.78 |
| S2 |
2,171.25 |
2,171.25 |
2,184.48 |
|
| S3 |
2,144.71 |
2,153.76 |
2,182.05 |
|
| S4 |
2,118.17 |
2,127.22 |
2,174.75 |
|
|
| 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 |
2,215.28 |
2,150.63 |
64.65 |
3.0% |
20.01 |
0.9% |
60% |
True |
False |
|
| 10 |
2,215.28 |
2,105.61 |
109.67 |
5.0% |
22.50 |
1.0% |
76% |
True |
False |
|
| 20 |
2,215.28 |
2,085.27 |
130.01 |
5.9% |
26.19 |
1.2% |
80% |
True |
False |
|
| 40 |
2,215.28 |
2,007.13 |
208.15 |
9.5% |
24.46 |
1.1% |
88% |
True |
False |
|
| 60 |
2,215.28 |
1,913.71 |
301.57 |
13.8% |
25.03 |
1.1% |
91% |
True |
False |
|
| 80 |
2,215.28 |
1,747.32 |
467.96 |
21.4% |
25.51 |
1.2% |
94% |
True |
False |
|
| 100 |
2,215.28 |
1,747.32 |
467.96 |
21.4% |
26.08 |
1.2% |
94% |
True |
False |
|
| 120 |
2,215.28 |
1,700.04 |
515.24 |
23.5% |
27.62 |
1.3% |
95% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,328.08 |
|
2.618 |
2,284.76 |
|
1.618 |
2,258.22 |
|
1.000 |
2,241.82 |
|
0.618 |
2,231.68 |
|
HIGH |
2,215.28 |
|
0.618 |
2,205.14 |
|
0.500 |
2,202.01 |
|
0.382 |
2,198.88 |
|
LOW |
2,188.74 |
|
0.618 |
2,172.34 |
|
1.000 |
2,162.20 |
|
1.618 |
2,145.80 |
|
2.618 |
2,119.26 |
|
4.250 |
2,075.95 |
|
|