| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2010 |
03-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,661.0 |
2,708.0 |
47.0 |
1.8% |
2,666.0 |
| High |
2,719.0 |
2,721.0 |
2.0 |
0.1% |
2,721.0 |
| Low |
2,635.0 |
2,686.0 |
51.0 |
1.9% |
2,561.0 |
| Close |
2,710.0 |
2,712.0 |
2.0 |
0.1% |
2,712.0 |
| Range |
84.0 |
35.0 |
-49.0 |
-58.3% |
160.0 |
| ATR |
51.2 |
50.0 |
-1.2 |
-2.3% |
0.0 |
| Volume |
3,263 |
310 |
-2,953 |
-90.5% |
11,033 |
|
| Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,811.3 |
2,796.7 |
2,731.3 |
|
| R3 |
2,776.3 |
2,761.7 |
2,721.6 |
|
| R2 |
2,741.3 |
2,741.3 |
2,718.4 |
|
| R1 |
2,726.7 |
2,726.7 |
2,715.2 |
2,734.0 |
| PP |
2,706.3 |
2,706.3 |
2,706.3 |
2,710.0 |
| S1 |
2,691.7 |
2,691.7 |
2,708.8 |
2,699.0 |
| S2 |
2,671.3 |
2,671.3 |
2,705.6 |
|
| S3 |
2,636.3 |
2,656.7 |
2,702.4 |
|
| S4 |
2,601.3 |
2,621.7 |
2,692.8 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,144.7 |
3,088.3 |
2,800.0 |
|
| R3 |
2,984.7 |
2,928.3 |
2,756.0 |
|
| R2 |
2,824.7 |
2,824.7 |
2,741.3 |
|
| R1 |
2,768.3 |
2,768.3 |
2,726.7 |
2,796.5 |
| PP |
2,664.7 |
2,664.7 |
2,664.7 |
2,678.8 |
| S1 |
2,608.3 |
2,608.3 |
2,697.3 |
2,636.5 |
| S2 |
2,504.7 |
2,504.7 |
2,682.7 |
|
| S3 |
2,344.7 |
2,448.3 |
2,668.0 |
|
| S4 |
2,184.7 |
2,288.3 |
2,624.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,721.0 |
2,561.0 |
160.0 |
5.9% |
70.8 |
2.6% |
94% |
True |
False |
2,206 |
| 10 |
2,804.0 |
2,561.0 |
243.0 |
9.0% |
54.0 |
2.0% |
62% |
False |
False |
1,413 |
| 20 |
2,821.0 |
2,561.0 |
260.0 |
9.6% |
44.5 |
1.6% |
58% |
False |
False |
1,087 |
| 40 |
2,821.0 |
2,561.0 |
260.0 |
9.6% |
34.4 |
1.3% |
58% |
False |
False |
778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,869.8 |
|
2.618 |
2,812.6 |
|
1.618 |
2,777.6 |
|
1.000 |
2,756.0 |
|
0.618 |
2,742.6 |
|
HIGH |
2,721.0 |
|
0.618 |
2,707.6 |
|
0.500 |
2,703.5 |
|
0.382 |
2,699.4 |
|
LOW |
2,686.0 |
|
0.618 |
2,664.4 |
|
1.000 |
2,651.0 |
|
1.618 |
2,629.4 |
|
2.618 |
2,594.4 |
|
4.250 |
2,537.3 |
|
|