| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2010 |
26-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,138.24 |
2,146.37 |
8.13 |
0.4% |
2,126.39 |
| High |
2,165.14 |
2,160.55 |
-4.59 |
-0.2% |
2,165.14 |
| Low |
2,138.14 |
2,142.69 |
4.55 |
0.2% |
2,105.61 |
| Close |
2,160.52 |
2,153.90 |
-6.62 |
-0.3% |
2,153.90 |
| Range |
27.00 |
17.86 |
-9.14 |
-33.9% |
59.53 |
| ATR |
32.17 |
31.15 |
-1.02 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,205.96 |
2,197.79 |
2,163.72 |
|
| R3 |
2,188.10 |
2,179.93 |
2,158.81 |
|
| R2 |
2,170.24 |
2,170.24 |
2,157.17 |
|
| R1 |
2,162.07 |
2,162.07 |
2,155.54 |
2,166.16 |
| PP |
2,152.38 |
2,152.38 |
2,152.38 |
2,154.42 |
| S1 |
2,144.21 |
2,144.21 |
2,152.26 |
2,148.30 |
| S2 |
2,134.52 |
2,134.52 |
2,150.63 |
|
| S3 |
2,116.66 |
2,126.35 |
2,148.99 |
|
| S4 |
2,098.80 |
2,108.49 |
2,144.08 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,320.14 |
2,296.55 |
2,186.64 |
|
| R3 |
2,260.61 |
2,237.02 |
2,170.27 |
|
| R2 |
2,201.08 |
2,201.08 |
2,164.81 |
|
| R1 |
2,177.49 |
2,177.49 |
2,159.36 |
2,189.29 |
| PP |
2,141.55 |
2,141.55 |
2,141.55 |
2,147.45 |
| S1 |
2,117.96 |
2,117.96 |
2,148.44 |
2,129.76 |
| S2 |
2,082.02 |
2,082.02 |
2,142.99 |
|
| S3 |
2,022.49 |
2,058.43 |
2,137.53 |
|
| S4 |
1,962.96 |
1,998.90 |
2,121.16 |
|
|
| 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% |
23.79 |
1.1% |
81% |
False |
False |
|
| 10 |
2,171.23 |
2,085.27 |
85.96 |
4.0% |
27.87 |
1.3% |
80% |
False |
False |
|
| 20 |
2,200.15 |
2,085.27 |
114.88 |
5.3% |
24.79 |
1.2% |
60% |
False |
False |
|
| 40 |
2,200.15 |
1,963.68 |
236.47 |
11.0% |
25.48 |
1.2% |
80% |
False |
False |
|
| 60 |
2,200.15 |
1,817.99 |
382.16 |
17.7% |
24.61 |
1.1% |
88% |
False |
False |
|
| 80 |
2,200.15 |
1,747.32 |
452.83 |
21.0% |
25.62 |
1.2% |
90% |
False |
False |
|
| 100 |
2,200.15 |
1,747.32 |
452.83 |
21.0% |
26.59 |
1.2% |
90% |
False |
False |
|
| 120 |
2,200.15 |
1,700.04 |
500.11 |
23.2% |
28.38 |
1.3% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,236.46 |
|
2.618 |
2,207.31 |
|
1.618 |
2,189.45 |
|
1.000 |
2,178.41 |
|
0.618 |
2,171.59 |
|
HIGH |
2,160.55 |
|
0.618 |
2,153.73 |
|
0.500 |
2,151.62 |
|
0.382 |
2,149.51 |
|
LOW |
2,142.69 |
|
0.618 |
2,131.65 |
|
1.000 |
2,124.83 |
|
1.618 |
2,113.79 |
|
2.618 |
2,095.93 |
|
4.250 |
2,066.79 |
|
|