| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,187.50 |
2,184.50 |
-3.00 |
-0.1% |
2,148.00 |
| High |
2,191.50 |
2,215.00 |
23.50 |
1.1% |
2,192.75 |
| Low |
2,176.00 |
2,184.50 |
8.50 |
0.4% |
2,107.75 |
| Close |
2,188.75 |
2,188.25 |
-0.50 |
0.0% |
2,185.50 |
| Range |
15.50 |
30.50 |
15.00 |
96.8% |
85.00 |
| ATR |
33.19 |
33.00 |
-0.19 |
-0.6% |
0.00 |
| Volume |
1,232 |
3,273 |
2,041 |
165.7% |
5,541 |
|
| Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,287.50 |
2,268.25 |
2,205.00 |
|
| R3 |
2,257.00 |
2,237.75 |
2,196.75 |
|
| R2 |
2,226.50 |
2,226.50 |
2,193.75 |
|
| R1 |
2,207.25 |
2,207.25 |
2,191.00 |
2,217.00 |
| PP |
2,196.00 |
2,196.00 |
2,196.00 |
2,200.75 |
| S1 |
2,176.75 |
2,176.75 |
2,185.50 |
2,186.50 |
| S2 |
2,165.50 |
2,165.50 |
2,182.75 |
|
| S3 |
2,135.00 |
2,146.25 |
2,179.75 |
|
| S4 |
2,104.50 |
2,115.75 |
2,171.50 |
|
|
| 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 |
2,215.00 |
2,109.75 |
105.25 |
4.8% |
33.25 |
1.5% |
75% |
True |
False |
1,806 |
| 10 |
2,215.00 |
2,103.00 |
112.00 |
5.1% |
37.25 |
1.7% |
76% |
True |
False |
1,134 |
| 20 |
2,215.00 |
2,082.25 |
132.75 |
6.1% |
35.00 |
1.6% |
80% |
True |
False |
653 |
| 40 |
2,215.00 |
2,001.75 |
213.25 |
9.7% |
31.25 |
1.4% |
87% |
True |
False |
440 |
| 60 |
2,215.00 |
1,908.75 |
306.25 |
14.0% |
30.50 |
1.4% |
91% |
True |
False |
339 |
| 80 |
2,215.00 |
1,744.25 |
470.75 |
21.5% |
25.75 |
1.2% |
94% |
True |
False |
255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,344.50 |
|
2.618 |
2,294.75 |
|
1.618 |
2,264.25 |
|
1.000 |
2,245.50 |
|
0.618 |
2,233.75 |
|
HIGH |
2,215.00 |
|
0.618 |
2,203.25 |
|
0.500 |
2,199.75 |
|
0.382 |
2,196.25 |
|
LOW |
2,184.50 |
|
0.618 |
2,165.75 |
|
1.000 |
2,154.00 |
|
1.618 |
2,135.25 |
|
2.618 |
2,104.75 |
|
4.250 |
2,055.00 |
|
|