| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2010 |
06-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,708.0 |
2,723.0 |
15.0 |
0.6% |
2,666.0 |
| High |
2,721.0 |
2,723.0 |
2.0 |
0.1% |
2,721.0 |
| Low |
2,686.0 |
2,682.0 |
-4.0 |
-0.1% |
2,561.0 |
| Close |
2,712.0 |
2,694.0 |
-18.0 |
-0.7% |
2,712.0 |
| Range |
35.0 |
41.0 |
6.0 |
17.1% |
160.0 |
| ATR |
50.0 |
49.4 |
-0.6 |
-1.3% |
0.0 |
| Volume |
310 |
895 |
585 |
188.7% |
11,033 |
|
| Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,822.7 |
2,799.3 |
2,716.6 |
|
| R3 |
2,781.7 |
2,758.3 |
2,705.3 |
|
| R2 |
2,740.7 |
2,740.7 |
2,701.5 |
|
| R1 |
2,717.3 |
2,717.3 |
2,697.8 |
2,708.5 |
| PP |
2,699.7 |
2,699.7 |
2,699.7 |
2,695.3 |
| S1 |
2,676.3 |
2,676.3 |
2,690.2 |
2,667.5 |
| S2 |
2,658.7 |
2,658.7 |
2,686.5 |
|
| S3 |
2,617.7 |
2,635.3 |
2,682.7 |
|
| S4 |
2,576.7 |
2,594.3 |
2,671.5 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,144.7 |
3,088.3 |
2,800.0 |
|
| R3 |
2,984.7 |
2,928.3 |
2,756.0 |
|
| R2 |
2,824.7 |
2,824.7 |
2,741.3 |
|
| R1 |
2,768.3 |
2,768.3 |
2,726.7 |
2,796.5 |
| PP |
2,664.7 |
2,664.7 |
2,664.7 |
2,678.8 |
| S1 |
2,608.3 |
2,608.3 |
2,697.3 |
2,636.5 |
| S2 |
2,504.7 |
2,504.7 |
2,682.7 |
|
| S3 |
2,344.7 |
2,448.3 |
2,668.0 |
|
| S4 |
2,184.7 |
2,288.3 |
2,624.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,723.0 |
2,561.0 |
162.0 |
6.0% |
55.2 |
2.0% |
82% |
True |
False |
2,110 |
| 10 |
2,725.0 |
2,561.0 |
164.0 |
6.1% |
51.3 |
1.9% |
81% |
False |
False |
1,486 |
| 20 |
2,821.0 |
2,561.0 |
260.0 |
9.7% |
45.5 |
1.7% |
51% |
False |
False |
1,130 |
| 40 |
2,821.0 |
2,561.0 |
260.0 |
9.7% |
35.4 |
1.3% |
51% |
False |
False |
793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,897.3 |
|
2.618 |
2,830.3 |
|
1.618 |
2,789.3 |
|
1.000 |
2,764.0 |
|
0.618 |
2,748.3 |
|
HIGH |
2,723.0 |
|
0.618 |
2,707.3 |
|
0.500 |
2,702.5 |
|
0.382 |
2,697.7 |
|
LOW |
2,682.0 |
|
0.618 |
2,656.7 |
|
1.000 |
2,641.0 |
|
1.618 |
2,615.7 |
|
2.618 |
2,574.7 |
|
4.250 |
2,507.8 |
|
|