| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2010 |
02-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,150.63 |
2,166.57 |
15.94 |
0.7% |
2,126.39 |
| High |
2,173.42 |
2,187.82 |
14.40 |
0.7% |
2,165.14 |
| Low |
2,150.63 |
2,164.53 |
13.90 |
0.6% |
2,105.61 |
| Close |
2,162.83 |
2,185.30 |
22.47 |
1.0% |
2,153.90 |
| Range |
22.79 |
23.29 |
0.50 |
2.2% |
59.53 |
| ATR |
33.37 |
32.77 |
-0.60 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,249.09 |
2,240.48 |
2,198.11 |
|
| R3 |
2,225.80 |
2,217.19 |
2,191.70 |
|
| R2 |
2,202.51 |
2,202.51 |
2,189.57 |
|
| R1 |
2,193.90 |
2,193.90 |
2,187.43 |
2,198.21 |
| PP |
2,179.22 |
2,179.22 |
2,179.22 |
2,181.37 |
| S1 |
2,170.61 |
2,170.61 |
2,183.17 |
2,174.92 |
| S2 |
2,155.93 |
2,155.93 |
2,181.03 |
|
| S3 |
2,132.64 |
2,147.32 |
2,178.90 |
|
| S4 |
2,109.35 |
2,124.03 |
2,172.49 |
|
|
| 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 |
2,187.82 |
2,110.24 |
77.58 |
3.6% |
23.39 |
1.1% |
97% |
True |
False |
|
| 10 |
2,187.82 |
2,105.61 |
82.21 |
3.8% |
24.42 |
1.1% |
97% |
True |
False |
|
| 20 |
2,200.15 |
2,085.27 |
114.88 |
5.3% |
25.53 |
1.2% |
87% |
False |
False |
|
| 40 |
2,200.15 |
1,996.25 |
203.90 |
9.3% |
24.81 |
1.1% |
93% |
False |
False |
|
| 60 |
2,200.15 |
1,879.71 |
320.44 |
14.7% |
24.92 |
1.1% |
95% |
False |
False |
|
| 80 |
2,200.15 |
1,747.32 |
452.83 |
20.7% |
25.75 |
1.2% |
97% |
False |
False |
|
| 100 |
2,200.15 |
1,747.32 |
452.83 |
20.7% |
26.55 |
1.2% |
97% |
False |
False |
|
| 120 |
2,200.15 |
1,700.04 |
500.11 |
22.9% |
27.92 |
1.3% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,286.80 |
|
2.618 |
2,248.79 |
|
1.618 |
2,225.50 |
|
1.000 |
2,211.11 |
|
0.618 |
2,202.21 |
|
HIGH |
2,187.82 |
|
0.618 |
2,178.92 |
|
0.500 |
2,176.18 |
|
0.382 |
2,173.43 |
|
LOW |
2,164.53 |
|
0.618 |
2,150.14 |
|
1.000 |
2,141.24 |
|
1.618 |
2,126.85 |
|
2.618 |
2,103.56 |
|
4.250 |
2,065.55 |
|
|