| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2010 |
09-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,716.0 |
2,766.0 |
50.0 |
1.8% |
2,666.0 |
| High |
2,760.0 |
2,776.0 |
16.0 |
0.6% |
2,721.0 |
| Low |
2,707.0 |
2,752.0 |
45.0 |
1.7% |
2,561.0 |
| Close |
2,746.0 |
2,766.0 |
20.0 |
0.7% |
2,712.0 |
| Range |
53.0 |
24.0 |
-29.0 |
-54.7% |
160.0 |
| ATR |
50.0 |
48.6 |
-1.4 |
-2.9% |
0.0 |
| Volume |
9,710 |
7,400 |
-2,310 |
-23.8% |
11,033 |
|
| Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,836.7 |
2,825.3 |
2,779.2 |
|
| R3 |
2,812.7 |
2,801.3 |
2,772.6 |
|
| R2 |
2,788.7 |
2,788.7 |
2,770.4 |
|
| R1 |
2,777.3 |
2,777.3 |
2,768.2 |
2,778.0 |
| PP |
2,764.7 |
2,764.7 |
2,764.7 |
2,765.0 |
| S1 |
2,753.3 |
2,753.3 |
2,763.8 |
2,754.0 |
| S2 |
2,740.7 |
2,740.7 |
2,761.6 |
|
| S3 |
2,716.7 |
2,729.3 |
2,759.4 |
|
| S4 |
2,692.7 |
2,705.3 |
2,752.8 |
|
|
| 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 |
2,776.0 |
2,682.0 |
94.0 |
3.4% |
40.2 |
1.5% |
89% |
True |
False |
5,005 |
| 10 |
2,776.0 |
2,561.0 |
215.0 |
7.8% |
55.6 |
2.0% |
95% |
True |
False |
3,702 |
| 20 |
2,804.0 |
2,561.0 |
243.0 |
8.8% |
45.9 |
1.7% |
84% |
False |
False |
2,172 |
| 40 |
2,821.0 |
2,561.0 |
260.0 |
9.4% |
36.3 |
1.3% |
79% |
False |
False |
1,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,878.0 |
|
2.618 |
2,838.8 |
|
1.618 |
2,814.8 |
|
1.000 |
2,800.0 |
|
0.618 |
2,790.8 |
|
HIGH |
2,776.0 |
|
0.618 |
2,766.8 |
|
0.500 |
2,764.0 |
|
0.382 |
2,761.2 |
|
LOW |
2,752.0 |
|
0.618 |
2,737.2 |
|
1.000 |
2,728.0 |
|
1.618 |
2,713.2 |
|
2.618 |
2,689.2 |
|
4.250 |
2,650.0 |
|
|