| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2010 |
06-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,186.00 |
2,187.50 |
1.50 |
0.1% |
2,148.00 |
| High |
2,192.75 |
2,191.50 |
-1.25 |
-0.1% |
2,192.75 |
| Low |
2,166.50 |
2,176.00 |
9.50 |
0.4% |
2,107.75 |
| Close |
2,185.50 |
2,188.75 |
3.25 |
0.1% |
2,185.50 |
| Range |
26.25 |
15.50 |
-10.75 |
-41.0% |
85.00 |
| ATR |
34.55 |
33.19 |
-1.36 |
-3.9% |
0.00 |
| Volume |
2,334 |
1,232 |
-1,102 |
-47.2% |
5,541 |
|
| Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,232.00 |
2,225.75 |
2,197.25 |
|
| R3 |
2,216.50 |
2,210.25 |
2,193.00 |
|
| R2 |
2,201.00 |
2,201.00 |
2,191.50 |
|
| R1 |
2,194.75 |
2,194.75 |
2,190.25 |
2,198.00 |
| PP |
2,185.50 |
2,185.50 |
2,185.50 |
2,187.00 |
| S1 |
2,179.25 |
2,179.25 |
2,187.25 |
2,182.50 |
| S2 |
2,170.00 |
2,170.00 |
2,186.00 |
|
| S3 |
2,154.50 |
2,163.75 |
2,184.50 |
|
| S4 |
2,139.00 |
2,148.25 |
2,180.25 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,417.00 |
2,386.25 |
2,232.25 |
|
| R3 |
2,332.00 |
2,301.25 |
2,209.00 |
|
| R2 |
2,247.00 |
2,247.00 |
2,201.00 |
|
| R1 |
2,216.25 |
2,216.25 |
2,193.25 |
2,231.50 |
| PP |
2,162.00 |
2,162.00 |
2,162.00 |
2,169.75 |
| S1 |
2,131.25 |
2,131.25 |
2,177.75 |
2,146.50 |
| S2 |
2,077.00 |
2,077.00 |
2,170.00 |
|
| S3 |
1,992.00 |
2,046.25 |
2,162.00 |
|
| S4 |
1,907.00 |
1,961.25 |
2,138.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,192.75 |
2,107.75 |
85.00 |
3.9% |
34.50 |
1.6% |
95% |
False |
False |
1,309 |
| 10 |
2,192.75 |
2,103.00 |
89.75 |
4.1% |
37.75 |
1.7% |
96% |
False |
False |
817 |
| 20 |
2,195.50 |
2,082.25 |
113.25 |
5.2% |
34.25 |
1.6% |
94% |
False |
False |
507 |
| 40 |
2,195.50 |
2,001.75 |
193.75 |
8.9% |
31.00 |
1.4% |
97% |
False |
False |
369 |
| 60 |
2,195.50 |
1,892.00 |
303.50 |
13.9% |
30.50 |
1.4% |
98% |
False |
False |
285 |
| 80 |
2,195.50 |
1,744.25 |
451.25 |
20.6% |
25.50 |
1.2% |
99% |
False |
False |
214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,257.50 |
|
2.618 |
2,232.00 |
|
1.618 |
2,216.50 |
|
1.000 |
2,207.00 |
|
0.618 |
2,201.00 |
|
HIGH |
2,191.50 |
|
0.618 |
2,185.50 |
|
0.500 |
2,183.75 |
|
0.382 |
2,182.00 |
|
LOW |
2,176.00 |
|
0.618 |
2,166.50 |
|
1.000 |
2,160.50 |
|
1.618 |
2,151.00 |
|
2.618 |
2,135.50 |
|
4.250 |
2,110.00 |
|
|