| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2010 |
02-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,113.50 |
2,157.75 |
44.25 |
2.1% |
2,135.00 |
| High |
2,171.75 |
2,186.75 |
15.00 |
0.7% |
2,163.25 |
| Low |
2,109.75 |
2,155.25 |
45.50 |
2.2% |
2,103.00 |
| Close |
2,156.50 |
2,185.25 |
28.75 |
1.3% |
2,144.00 |
| Range |
62.00 |
31.50 |
-30.50 |
-49.2% |
60.25 |
| ATR |
35.47 |
35.19 |
-0.28 |
-0.8% |
0.00 |
| Volume |
714 |
1,477 |
763 |
106.9% |
1,398 |
|
| Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,270.25 |
2,259.25 |
2,202.50 |
|
| R3 |
2,238.75 |
2,227.75 |
2,194.00 |
|
| R2 |
2,207.25 |
2,207.25 |
2,191.00 |
|
| R1 |
2,196.25 |
2,196.25 |
2,188.25 |
2,201.75 |
| PP |
2,175.75 |
2,175.75 |
2,175.75 |
2,178.50 |
| S1 |
2,164.75 |
2,164.75 |
2,182.25 |
2,170.25 |
| S2 |
2,144.25 |
2,144.25 |
2,179.50 |
|
| S3 |
2,112.75 |
2,133.25 |
2,176.50 |
|
| S4 |
2,081.25 |
2,101.75 |
2,168.00 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,317.50 |
2,291.00 |
2,177.25 |
|
| R3 |
2,257.25 |
2,230.75 |
2,160.50 |
|
| R2 |
2,197.00 |
2,197.00 |
2,155.00 |
|
| R1 |
2,170.50 |
2,170.50 |
2,149.50 |
2,183.75 |
| PP |
2,136.75 |
2,136.75 |
2,136.75 |
2,143.50 |
| S1 |
2,110.25 |
2,110.25 |
2,138.50 |
2,123.50 |
| S2 |
2,076.50 |
2,076.50 |
2,133.00 |
|
| S3 |
2,016.25 |
2,050.00 |
2,127.50 |
|
| S4 |
1,956.00 |
1,989.75 |
2,110.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,186.75 |
2,107.75 |
79.00 |
3.6% |
40.00 |
1.8% |
98% |
True |
False |
720 |
| 10 |
2,186.75 |
2,099.00 |
87.75 |
4.0% |
39.75 |
1.8% |
98% |
True |
False |
487 |
| 20 |
2,195.50 |
2,082.25 |
113.25 |
5.2% |
34.25 |
1.6% |
91% |
False |
False |
355 |
| 40 |
2,195.50 |
1,983.25 |
212.25 |
9.7% |
31.75 |
1.4% |
95% |
False |
False |
284 |
| 60 |
2,195.50 |
1,880.75 |
314.75 |
14.4% |
30.00 |
1.4% |
97% |
False |
False |
226 |
| 80 |
2,195.50 |
1,744.25 |
451.25 |
20.6% |
25.50 |
1.2% |
98% |
False |
False |
170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,320.50 |
|
2.618 |
2,269.25 |
|
1.618 |
2,237.75 |
|
1.000 |
2,218.25 |
|
0.618 |
2,206.25 |
|
HIGH |
2,186.75 |
|
0.618 |
2,174.75 |
|
0.500 |
2,171.00 |
|
0.382 |
2,167.25 |
|
LOW |
2,155.25 |
|
0.618 |
2,135.75 |
|
1.000 |
2,123.75 |
|
1.618 |
2,104.25 |
|
2.618 |
2,072.75 |
|
4.250 |
2,021.50 |
|
|