| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2010 |
24-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,128.19 |
2,138.24 |
10.05 |
0.5% |
2,147.06 |
| High |
2,132.69 |
2,165.14 |
32.45 |
1.5% |
2,152.88 |
| Low |
2,105.61 |
2,138.14 |
32.53 |
1.5% |
2,085.27 |
| Close |
2,116.61 |
2,160.52 |
43.91 |
2.1% |
2,135.27 |
| Range |
27.08 |
27.00 |
-0.08 |
-0.3% |
67.61 |
| ATR |
30.91 |
32.17 |
1.26 |
4.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,235.60 |
2,225.06 |
2,175.37 |
|
| R3 |
2,208.60 |
2,198.06 |
2,167.95 |
|
| R2 |
2,181.60 |
2,181.60 |
2,165.47 |
|
| R1 |
2,171.06 |
2,171.06 |
2,163.00 |
2,176.33 |
| PP |
2,154.60 |
2,154.60 |
2,154.60 |
2,157.24 |
| S1 |
2,144.06 |
2,144.06 |
2,158.05 |
2,149.33 |
| S2 |
2,127.60 |
2,127.60 |
2,155.57 |
|
| S3 |
2,100.60 |
2,117.06 |
2,153.10 |
|
| S4 |
2,073.60 |
2,090.06 |
2,145.67 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,327.30 |
2,298.90 |
2,172.46 |
|
| R3 |
2,259.69 |
2,231.29 |
2,153.86 |
|
| R2 |
2,192.08 |
2,192.08 |
2,147.67 |
|
| R1 |
2,163.68 |
2,163.68 |
2,141.47 |
2,144.08 |
| PP |
2,124.47 |
2,124.47 |
2,124.47 |
2,114.67 |
| S1 |
2,096.07 |
2,096.07 |
2,129.07 |
2,076.47 |
| S2 |
2,056.86 |
2,056.86 |
2,122.87 |
|
| S3 |
1,989.25 |
2,028.46 |
2,116.68 |
|
| S4 |
1,921.64 |
1,960.85 |
2,098.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,165.14 |
2,105.61 |
59.53 |
2.8% |
25.44 |
1.2% |
92% |
True |
False |
|
| 10 |
2,177.21 |
2,085.27 |
91.94 |
4.3% |
29.29 |
1.4% |
82% |
False |
False |
|
| 20 |
2,200.15 |
2,085.27 |
114.88 |
5.3% |
25.07 |
1.2% |
66% |
False |
False |
|
| 40 |
2,200.15 |
1,963.68 |
236.47 |
10.9% |
26.11 |
1.2% |
83% |
False |
False |
|
| 60 |
2,200.15 |
1,791.41 |
408.74 |
18.9% |
24.87 |
1.2% |
90% |
False |
False |
|
| 80 |
2,200.15 |
1,747.32 |
452.83 |
21.0% |
25.65 |
1.2% |
91% |
False |
False |
|
| 100 |
2,200.15 |
1,736.99 |
463.16 |
21.4% |
26.94 |
1.2% |
91% |
False |
False |
|
| 120 |
2,200.15 |
1,700.04 |
500.11 |
23.1% |
28.52 |
1.3% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,279.89 |
|
2.618 |
2,235.83 |
|
1.618 |
2,208.83 |
|
1.000 |
2,192.14 |
|
0.618 |
2,181.83 |
|
HIGH |
2,165.14 |
|
0.618 |
2,154.83 |
|
0.500 |
2,151.64 |
|
0.382 |
2,148.45 |
|
LOW |
2,138.14 |
|
0.618 |
2,121.45 |
|
1.000 |
2,111.14 |
|
1.618 |
2,094.45 |
|
2.618 |
2,067.45 |
|
4.250 |
2,023.39 |
|
|