| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2010 |
03-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,157.75 |
2,186.00 |
28.25 |
1.3% |
2,148.00 |
| High |
2,186.75 |
2,192.75 |
6.00 |
0.3% |
2,192.75 |
| Low |
2,155.25 |
2,166.50 |
11.25 |
0.5% |
2,107.75 |
| Close |
2,185.25 |
2,185.50 |
0.25 |
0.0% |
2,185.50 |
| Range |
31.50 |
26.25 |
-5.25 |
-16.7% |
85.00 |
| ATR |
35.19 |
34.55 |
-0.64 |
-1.8% |
0.00 |
| Volume |
1,477 |
2,334 |
857 |
58.0% |
5,541 |
|
| Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,260.25 |
2,249.25 |
2,200.00 |
|
| R3 |
2,234.00 |
2,223.00 |
2,192.75 |
|
| R2 |
2,207.75 |
2,207.75 |
2,190.25 |
|
| R1 |
2,196.75 |
2,196.75 |
2,188.00 |
2,189.00 |
| PP |
2,181.50 |
2,181.50 |
2,181.50 |
2,177.75 |
| S1 |
2,170.50 |
2,170.50 |
2,183.00 |
2,163.00 |
| S2 |
2,155.25 |
2,155.25 |
2,180.75 |
|
| S3 |
2,129.00 |
2,144.25 |
2,178.25 |
|
| S4 |
2,102.75 |
2,118.00 |
2,171.00 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,417.00 |
2,386.25 |
2,232.25 |
|
| R3 |
2,332.00 |
2,301.25 |
2,209.00 |
|
| R2 |
2,247.00 |
2,247.00 |
2,201.00 |
|
| R1 |
2,216.25 |
2,216.25 |
2,193.25 |
2,231.50 |
| PP |
2,162.00 |
2,162.00 |
2,162.00 |
2,169.75 |
| S1 |
2,131.25 |
2,131.25 |
2,177.75 |
2,146.50 |
| S2 |
2,077.00 |
2,077.00 |
2,170.00 |
|
| S3 |
1,992.00 |
2,046.25 |
2,162.00 |
|
| S4 |
1,907.00 |
1,961.25 |
2,138.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,192.75 |
2,107.75 |
85.00 |
3.9% |
39.75 |
1.8% |
91% |
True |
False |
1,108 |
| 10 |
2,192.75 |
2,103.00 |
89.75 |
4.1% |
38.00 |
1.7% |
92% |
True |
False |
710 |
| 20 |
2,195.50 |
2,082.25 |
113.25 |
5.2% |
34.00 |
1.6% |
91% |
False |
False |
462 |
| 40 |
2,195.50 |
1,983.25 |
212.25 |
9.7% |
31.75 |
1.4% |
95% |
False |
False |
341 |
| 60 |
2,195.50 |
1,882.00 |
313.50 |
14.3% |
30.25 |
1.4% |
97% |
False |
False |
265 |
| 80 |
2,195.50 |
1,744.25 |
451.25 |
20.6% |
25.25 |
1.2% |
98% |
False |
False |
199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,304.25 |
|
2.618 |
2,261.50 |
|
1.618 |
2,235.25 |
|
1.000 |
2,219.00 |
|
0.618 |
2,209.00 |
|
HIGH |
2,192.75 |
|
0.618 |
2,182.75 |
|
0.500 |
2,179.50 |
|
0.382 |
2,176.50 |
|
LOW |
2,166.50 |
|
0.618 |
2,150.25 |
|
1.000 |
2,140.25 |
|
1.618 |
2,124.00 |
|
2.618 |
2,097.75 |
|
4.250 |
2,055.00 |
|
|