| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,223.88 |
2,213.23 |
-10.65 |
-0.5% |
2,192.12 |
| High |
2,225.22 |
2,220.42 |
-4.80 |
-0.2% |
2,217.48 |
| Low |
2,207.02 |
2,205.21 |
-1.81 |
-0.1% |
2,182.99 |
| Close |
2,207.45 |
2,212.59 |
5.14 |
0.2% |
2,215.34 |
| Range |
18.20 |
15.21 |
-2.99 |
-16.4% |
34.49 |
| ATR |
26.92 |
26.08 |
-0.84 |
-3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,258.37 |
2,250.69 |
2,220.96 |
|
| R3 |
2,243.16 |
2,235.48 |
2,216.77 |
|
| R2 |
2,227.95 |
2,227.95 |
2,215.38 |
|
| R1 |
2,220.27 |
2,220.27 |
2,213.98 |
2,216.51 |
| PP |
2,212.74 |
2,212.74 |
2,212.74 |
2,210.86 |
| S1 |
2,205.06 |
2,205.06 |
2,211.20 |
2,201.30 |
| S2 |
2,197.53 |
2,197.53 |
2,209.80 |
|
| S3 |
2,182.32 |
2,189.85 |
2,208.41 |
|
| S4 |
2,167.11 |
2,174.64 |
2,204.22 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,308.74 |
2,296.53 |
2,234.31 |
|
| R3 |
2,274.25 |
2,262.04 |
2,224.82 |
|
| R2 |
2,239.76 |
2,239.76 |
2,221.66 |
|
| R1 |
2,227.55 |
2,227.55 |
2,218.50 |
2,233.66 |
| PP |
2,205.27 |
2,205.27 |
2,205.27 |
2,208.32 |
| S1 |
2,193.06 |
2,193.06 |
2,212.18 |
2,199.17 |
| S2 |
2,170.78 |
2,170.78 |
2,209.02 |
|
| S3 |
2,136.29 |
2,158.57 |
2,205.86 |
|
| S4 |
2,101.80 |
2,124.08 |
2,196.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,225.22 |
2,182.99 |
42.23 |
1.9% |
17.73 |
0.8% |
70% |
False |
False |
|
| 10 |
2,225.22 |
2,150.63 |
74.59 |
3.4% |
18.87 |
0.9% |
83% |
False |
False |
|
| 20 |
2,225.22 |
2,085.27 |
139.95 |
6.3% |
22.42 |
1.0% |
91% |
False |
False |
|
| 40 |
2,225.22 |
2,054.61 |
170.61 |
7.7% |
23.57 |
1.1% |
93% |
False |
False |
|
| 60 |
2,225.22 |
1,963.68 |
261.54 |
11.8% |
24.60 |
1.1% |
95% |
False |
False |
|
| 80 |
2,225.22 |
1,747.32 |
477.90 |
21.6% |
24.81 |
1.1% |
97% |
False |
False |
|
| 100 |
2,225.22 |
1,747.32 |
477.90 |
21.6% |
25.09 |
1.1% |
97% |
False |
False |
|
| 120 |
2,225.22 |
1,700.04 |
525.18 |
23.7% |
26.90 |
1.2% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,285.06 |
|
2.618 |
2,260.24 |
|
1.618 |
2,245.03 |
|
1.000 |
2,235.63 |
|
0.618 |
2,229.82 |
|
HIGH |
2,220.42 |
|
0.618 |
2,214.61 |
|
0.500 |
2,212.82 |
|
0.382 |
2,211.02 |
|
LOW |
2,205.21 |
|
0.618 |
2,195.81 |
|
1.000 |
2,190.00 |
|
1.618 |
2,180.60 |
|
2.618 |
2,165.39 |
|
4.250 |
2,140.57 |
|
|