| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2010 |
10-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,766.0 |
2,781.0 |
15.0 |
0.5% |
2,723.0 |
| High |
2,776.0 |
2,781.0 |
5.0 |
0.2% |
2,781.0 |
| Low |
2,752.0 |
2,760.0 |
8.0 |
0.3% |
2,682.0 |
| Close |
2,766.0 |
2,765.0 |
-1.0 |
0.0% |
2,765.0 |
| Range |
24.0 |
21.0 |
-3.0 |
-12.5% |
99.0 |
| ATR |
48.6 |
46.6 |
-2.0 |
-4.1% |
0.0 |
| Volume |
7,400 |
3,642 |
-3,758 |
-50.8% |
28,357 |
|
| Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,831.7 |
2,819.3 |
2,776.6 |
|
| R3 |
2,810.7 |
2,798.3 |
2,770.8 |
|
| R2 |
2,789.7 |
2,789.7 |
2,768.9 |
|
| R1 |
2,777.3 |
2,777.3 |
2,766.9 |
2,773.0 |
| PP |
2,768.7 |
2,768.7 |
2,768.7 |
2,766.5 |
| S1 |
2,756.3 |
2,756.3 |
2,763.1 |
2,752.0 |
| S2 |
2,747.7 |
2,747.7 |
2,761.2 |
|
| S3 |
2,726.7 |
2,735.3 |
2,759.2 |
|
| S4 |
2,705.7 |
2,714.3 |
2,753.5 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,039.7 |
3,001.3 |
2,819.5 |
|
| R3 |
2,940.7 |
2,902.3 |
2,792.2 |
|
| R2 |
2,841.7 |
2,841.7 |
2,783.2 |
|
| R1 |
2,803.3 |
2,803.3 |
2,774.1 |
2,822.5 |
| PP |
2,742.7 |
2,742.7 |
2,742.7 |
2,752.3 |
| S1 |
2,704.3 |
2,704.3 |
2,755.9 |
2,723.5 |
| S2 |
2,643.7 |
2,643.7 |
2,746.9 |
|
| S3 |
2,544.7 |
2,605.3 |
2,737.8 |
|
| S4 |
2,445.7 |
2,506.3 |
2,710.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,781.0 |
2,682.0 |
99.0 |
3.6% |
37.4 |
1.4% |
84% |
True |
False |
5,671 |
| 10 |
2,781.0 |
2,561.0 |
220.0 |
8.0% |
54.1 |
2.0% |
93% |
True |
False |
3,939 |
| 20 |
2,804.0 |
2,561.0 |
243.0 |
8.8% |
44.1 |
1.6% |
84% |
False |
False |
2,166 |
| 40 |
2,821.0 |
2,561.0 |
260.0 |
9.4% |
36.2 |
1.3% |
78% |
False |
False |
1,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,870.3 |
|
2.618 |
2,836.0 |
|
1.618 |
2,815.0 |
|
1.000 |
2,802.0 |
|
0.618 |
2,794.0 |
|
HIGH |
2,781.0 |
|
0.618 |
2,773.0 |
|
0.500 |
2,770.5 |
|
0.382 |
2,768.0 |
|
LOW |
2,760.0 |
|
0.618 |
2,747.0 |
|
1.000 |
2,739.0 |
|
1.618 |
2,726.0 |
|
2.618 |
2,705.0 |
|
4.250 |
2,670.8 |
|
|