| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2010 |
08-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
5,749.0 |
5,757.5 |
8.5 |
0.1% |
5,556.0 |
| High |
5,810.0 |
5,788.0 |
-22.0 |
-0.4% |
5,744.0 |
| Low |
5,733.0 |
5,730.0 |
-3.0 |
-0.1% |
5,482.0 |
| Close |
5,774.0 |
5,760.5 |
-13.5 |
-0.2% |
5,714.5 |
| Range |
77.0 |
58.0 |
-19.0 |
-24.7% |
262.0 |
| ATR |
84.5 |
82.6 |
-1.9 |
-2.2% |
0.0 |
| Volume |
25,888 |
18,743 |
-7,145 |
-27.6% |
14,413 |
|
| Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,933.5 |
5,905.0 |
5,792.5 |
|
| R3 |
5,875.5 |
5,847.0 |
5,776.5 |
|
| R2 |
5,817.5 |
5,817.5 |
5,771.0 |
|
| R1 |
5,789.0 |
5,789.0 |
5,766.0 |
5,803.0 |
| PP |
5,759.5 |
5,759.5 |
5,759.5 |
5,766.5 |
| S1 |
5,731.0 |
5,731.0 |
5,755.0 |
5,745.0 |
| S2 |
5,701.5 |
5,701.5 |
5,750.0 |
|
| S3 |
5,643.5 |
5,673.0 |
5,744.5 |
|
| S4 |
5,585.5 |
5,615.0 |
5,728.5 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,433.0 |
6,335.5 |
5,858.5 |
|
| R3 |
6,171.0 |
6,073.5 |
5,786.5 |
|
| R2 |
5,909.0 |
5,909.0 |
5,762.5 |
|
| R1 |
5,811.5 |
5,811.5 |
5,738.5 |
5,860.0 |
| PP |
5,647.0 |
5,647.0 |
5,647.0 |
5,671.0 |
| S1 |
5,549.5 |
5,549.5 |
5,690.5 |
5,598.0 |
| S2 |
5,385.0 |
5,385.0 |
5,666.5 |
|
| S3 |
5,123.0 |
5,287.5 |
5,642.5 |
|
| S4 |
4,861.0 |
5,025.5 |
5,570.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,810.0 |
5,612.0 |
198.0 |
3.4% |
76.5 |
1.3% |
75% |
False |
False |
11,884 |
| 10 |
5,810.0 |
5,482.0 |
328.0 |
5.7% |
88.0 |
1.5% |
85% |
False |
False |
6,407 |
| 20 |
5,810.0 |
5,482.0 |
328.0 |
5.7% |
83.5 |
1.5% |
85% |
False |
False |
3,565 |
| 40 |
5,846.0 |
5,482.0 |
364.0 |
6.3% |
65.5 |
1.1% |
77% |
False |
False |
1,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,034.5 |
|
2.618 |
5,940.0 |
|
1.618 |
5,882.0 |
|
1.000 |
5,846.0 |
|
0.618 |
5,824.0 |
|
HIGH |
5,788.0 |
|
0.618 |
5,766.0 |
|
0.500 |
5,759.0 |
|
0.382 |
5,752.0 |
|
LOW |
5,730.0 |
|
0.618 |
5,694.0 |
|
1.000 |
5,672.0 |
|
1.618 |
5,636.0 |
|
2.618 |
5,578.0 |
|
4.250 |
5,483.5 |
|
|