| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2010 |
02-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,591.0 |
2,661.0 |
70.0 |
2.7% |
2,802.0 |
| High |
2,660.0 |
2,719.0 |
59.0 |
2.2% |
2,804.0 |
| Low |
2,591.0 |
2,635.0 |
44.0 |
1.7% |
2,636.0 |
| Close |
2,647.0 |
2,710.0 |
63.0 |
2.4% |
2,665.0 |
| Range |
69.0 |
84.0 |
15.0 |
21.7% |
168.0 |
| ATR |
48.7 |
51.2 |
2.5 |
5.2% |
0.0 |
| Volume |
1,908 |
3,263 |
1,355 |
71.0% |
3,099 |
|
| Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,940.0 |
2,909.0 |
2,756.2 |
|
| R3 |
2,856.0 |
2,825.0 |
2,733.1 |
|
| R2 |
2,772.0 |
2,772.0 |
2,725.4 |
|
| R1 |
2,741.0 |
2,741.0 |
2,717.7 |
2,756.5 |
| PP |
2,688.0 |
2,688.0 |
2,688.0 |
2,695.8 |
| S1 |
2,657.0 |
2,657.0 |
2,702.3 |
2,672.5 |
| S2 |
2,604.0 |
2,604.0 |
2,694.6 |
|
| S3 |
2,520.0 |
2,573.0 |
2,686.9 |
|
| S4 |
2,436.0 |
2,489.0 |
2,663.8 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,205.7 |
3,103.3 |
2,757.4 |
|
| R3 |
3,037.7 |
2,935.3 |
2,711.2 |
|
| R2 |
2,869.7 |
2,869.7 |
2,695.8 |
|
| R1 |
2,767.3 |
2,767.3 |
2,680.4 |
2,734.5 |
| PP |
2,701.7 |
2,701.7 |
2,701.7 |
2,685.3 |
| S1 |
2,599.3 |
2,599.3 |
2,649.6 |
2,566.5 |
| S2 |
2,533.7 |
2,533.7 |
2,634.2 |
|
| S3 |
2,365.7 |
2,431.3 |
2,618.8 |
|
| S4 |
2,197.7 |
2,263.3 |
2,572.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,719.0 |
2,561.0 |
158.0 |
5.8% |
71.0 |
2.6% |
94% |
True |
False |
2,399 |
| 10 |
2,804.0 |
2,561.0 |
243.0 |
9.0% |
52.6 |
1.9% |
61% |
False |
False |
1,389 |
| 20 |
2,821.0 |
2,561.0 |
260.0 |
9.6% |
44.5 |
1.6% |
57% |
False |
False |
1,125 |
| 40 |
2,821.0 |
2,561.0 |
260.0 |
9.6% |
34.1 |
1.3% |
57% |
False |
False |
777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,076.0 |
|
2.618 |
2,938.9 |
|
1.618 |
2,854.9 |
|
1.000 |
2,803.0 |
|
0.618 |
2,770.9 |
|
HIGH |
2,719.0 |
|
0.618 |
2,686.9 |
|
0.500 |
2,677.0 |
|
0.382 |
2,667.1 |
|
LOW |
2,635.0 |
|
0.618 |
2,583.1 |
|
1.000 |
2,551.0 |
|
1.618 |
2,499.1 |
|
2.618 |
2,415.1 |
|
4.250 |
2,278.0 |
|
|