| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2010 |
08-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,706.0 |
2,716.0 |
10.0 |
0.4% |
2,666.0 |
| High |
2,749.0 |
2,760.0 |
11.0 |
0.4% |
2,721.0 |
| Low |
2,701.0 |
2,707.0 |
6.0 |
0.2% |
2,561.0 |
| Close |
2,729.0 |
2,746.0 |
17.0 |
0.6% |
2,712.0 |
| Range |
48.0 |
53.0 |
5.0 |
10.4% |
160.0 |
| ATR |
49.8 |
50.0 |
0.2 |
0.5% |
0.0 |
| Volume |
6,710 |
9,710 |
3,000 |
44.7% |
11,033 |
|
| Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,896.7 |
2,874.3 |
2,775.2 |
|
| R3 |
2,843.7 |
2,821.3 |
2,760.6 |
|
| R2 |
2,790.7 |
2,790.7 |
2,755.7 |
|
| R1 |
2,768.3 |
2,768.3 |
2,750.9 |
2,779.5 |
| PP |
2,737.7 |
2,737.7 |
2,737.7 |
2,743.3 |
| S1 |
2,715.3 |
2,715.3 |
2,741.1 |
2,726.5 |
| S2 |
2,684.7 |
2,684.7 |
2,736.3 |
|
| S3 |
2,631.7 |
2,662.3 |
2,731.4 |
|
| S4 |
2,578.7 |
2,609.3 |
2,716.9 |
|
|
| 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 |
2,760.0 |
2,635.0 |
125.0 |
4.6% |
52.2 |
1.9% |
89% |
True |
False |
4,177 |
| 10 |
2,760.0 |
2,561.0 |
199.0 |
7.2% |
54.2 |
2.0% |
93% |
True |
False |
2,962 |
| 20 |
2,804.0 |
2,561.0 |
243.0 |
8.8% |
46.6 |
1.7% |
76% |
False |
False |
1,946 |
| 40 |
2,821.0 |
2,561.0 |
260.0 |
9.5% |
36.4 |
1.3% |
71% |
False |
False |
1,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,985.3 |
|
2.618 |
2,898.8 |
|
1.618 |
2,845.8 |
|
1.000 |
2,813.0 |
|
0.618 |
2,792.8 |
|
HIGH |
2,760.0 |
|
0.618 |
2,739.8 |
|
0.500 |
2,733.5 |
|
0.382 |
2,727.2 |
|
LOW |
2,707.0 |
|
0.618 |
2,674.2 |
|
1.000 |
2,654.0 |
|
1.618 |
2,621.2 |
|
2.618 |
2,568.2 |
|
4.250 |
2,481.8 |
|
|