| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2010 |
01-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,143.00 |
2,113.50 |
-29.50 |
-1.4% |
2,135.00 |
| High |
2,145.25 |
2,171.75 |
26.50 |
1.2% |
2,163.25 |
| Low |
2,107.75 |
2,109.75 |
2.00 |
0.1% |
2,103.00 |
| Close |
2,115.00 |
2,156.50 |
41.50 |
2.0% |
2,144.00 |
| Range |
37.50 |
62.00 |
24.50 |
65.3% |
60.25 |
| ATR |
33.43 |
35.47 |
2.04 |
6.1% |
0.00 |
| Volume |
790 |
714 |
-76 |
-9.6% |
1,398 |
|
| Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,332.00 |
2,306.25 |
2,190.50 |
|
| R3 |
2,270.00 |
2,244.25 |
2,173.50 |
|
| R2 |
2,208.00 |
2,208.00 |
2,167.75 |
|
| R1 |
2,182.25 |
2,182.25 |
2,162.25 |
2,195.00 |
| PP |
2,146.00 |
2,146.00 |
2,146.00 |
2,152.50 |
| S1 |
2,120.25 |
2,120.25 |
2,150.75 |
2,133.00 |
| S2 |
2,084.00 |
2,084.00 |
2,145.25 |
|
| S3 |
2,022.00 |
2,058.25 |
2,139.50 |
|
| S4 |
1,960.00 |
1,996.25 |
2,122.50 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,317.50 |
2,291.00 |
2,177.25 |
|
| R3 |
2,257.25 |
2,230.75 |
2,160.50 |
|
| R2 |
2,197.00 |
2,197.00 |
2,155.00 |
|
| R1 |
2,170.50 |
2,170.50 |
2,149.50 |
2,183.75 |
| PP |
2,136.75 |
2,136.75 |
2,136.75 |
2,143.50 |
| S1 |
2,110.25 |
2,110.25 |
2,138.50 |
2,123.50 |
| S2 |
2,076.50 |
2,076.50 |
2,133.00 |
|
| S3 |
2,016.25 |
2,050.00 |
2,127.50 |
|
| S4 |
1,956.00 |
1,989.75 |
2,110.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,171.75 |
2,107.75 |
64.00 |
3.0% |
44.00 |
2.0% |
76% |
True |
False |
529 |
| 10 |
2,171.75 |
2,086.75 |
85.00 |
3.9% |
38.75 |
1.8% |
82% |
True |
False |
367 |
| 20 |
2,195.50 |
2,082.25 |
113.25 |
5.3% |
34.25 |
1.6% |
66% |
False |
False |
301 |
| 40 |
2,195.50 |
1,983.25 |
212.25 |
9.8% |
31.75 |
1.5% |
82% |
False |
False |
252 |
| 60 |
2,195.50 |
1,862.75 |
332.75 |
15.4% |
29.75 |
1.4% |
88% |
False |
False |
201 |
| 80 |
2,195.50 |
1,744.25 |
451.25 |
20.9% |
25.25 |
1.2% |
91% |
False |
False |
152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,435.25 |
|
2.618 |
2,334.00 |
|
1.618 |
2,272.00 |
|
1.000 |
2,233.75 |
|
0.618 |
2,210.00 |
|
HIGH |
2,171.75 |
|
0.618 |
2,148.00 |
|
0.500 |
2,140.75 |
|
0.382 |
2,133.50 |
|
LOW |
2,109.75 |
|
0.618 |
2,071.50 |
|
1.000 |
2,047.75 |
|
1.618 |
2,009.50 |
|
2.618 |
1,947.50 |
|
4.250 |
1,846.25 |
|
|