| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,723.0 |
2,706.0 |
-17.0 |
-0.6% |
2,666.0 |
| High |
2,723.0 |
2,749.0 |
26.0 |
1.0% |
2,721.0 |
| Low |
2,682.0 |
2,701.0 |
19.0 |
0.7% |
2,561.0 |
| Close |
2,694.0 |
2,729.0 |
35.0 |
1.3% |
2,712.0 |
| Range |
41.0 |
48.0 |
7.0 |
17.1% |
160.0 |
| ATR |
49.4 |
49.8 |
0.4 |
0.8% |
0.0 |
| Volume |
895 |
6,710 |
5,815 |
649.7% |
11,033 |
|
| Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,870.3 |
2,847.7 |
2,755.4 |
|
| R3 |
2,822.3 |
2,799.7 |
2,742.2 |
|
| R2 |
2,774.3 |
2,774.3 |
2,737.8 |
|
| R1 |
2,751.7 |
2,751.7 |
2,733.4 |
2,763.0 |
| PP |
2,726.3 |
2,726.3 |
2,726.3 |
2,732.0 |
| S1 |
2,703.7 |
2,703.7 |
2,724.6 |
2,715.0 |
| S2 |
2,678.3 |
2,678.3 |
2,720.2 |
|
| S3 |
2,630.3 |
2,655.7 |
2,715.8 |
|
| S4 |
2,582.3 |
2,607.7 |
2,702.6 |
|
|
| 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 |
2,749.0 |
2,591.0 |
158.0 |
5.8% |
55.4 |
2.0% |
87% |
True |
False |
2,617 |
| 10 |
2,749.0 |
2,561.0 |
188.0 |
6.9% |
51.2 |
1.9% |
89% |
True |
False |
2,080 |
| 20 |
2,804.0 |
2,561.0 |
243.0 |
8.9% |
46.0 |
1.7% |
69% |
False |
False |
1,462 |
| 40 |
2,821.0 |
2,561.0 |
260.0 |
9.5% |
35.7 |
1.3% |
65% |
False |
False |
960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,953.0 |
|
2.618 |
2,874.7 |
|
1.618 |
2,826.7 |
|
1.000 |
2,797.0 |
|
0.618 |
2,778.7 |
|
HIGH |
2,749.0 |
|
0.618 |
2,730.7 |
|
0.500 |
2,725.0 |
|
0.382 |
2,719.3 |
|
LOW |
2,701.0 |
|
0.618 |
2,671.3 |
|
1.000 |
2,653.0 |
|
1.618 |
2,623.3 |
|
2.618 |
2,575.3 |
|
4.250 |
2,497.0 |
|
|