| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,213.23 |
2,210.51 |
-2.72 |
-0.1% |
2,192.12 |
| High |
2,220.42 |
2,223.67 |
3.25 |
0.1% |
2,217.48 |
| Low |
2,205.21 |
2,196.87 |
-8.34 |
-0.4% |
2,182.99 |
| Close |
2,212.59 |
2,202.45 |
-10.14 |
-0.5% |
2,215.34 |
| Range |
15.21 |
26.80 |
11.59 |
76.2% |
34.49 |
| ATR |
26.08 |
26.13 |
0.05 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,288.06 |
2,272.06 |
2,217.19 |
|
| R3 |
2,261.26 |
2,245.26 |
2,209.82 |
|
| R2 |
2,234.46 |
2,234.46 |
2,207.36 |
|
| R1 |
2,218.46 |
2,218.46 |
2,204.91 |
2,213.06 |
| PP |
2,207.66 |
2,207.66 |
2,207.66 |
2,204.97 |
| S1 |
2,191.66 |
2,191.66 |
2,199.99 |
2,186.26 |
| S2 |
2,180.86 |
2,180.86 |
2,197.54 |
|
| S3 |
2,154.06 |
2,164.86 |
2,195.08 |
|
| S4 |
2,127.26 |
2,138.06 |
2,187.71 |
|
|
| 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 |
2,193.92 |
31.30 |
1.4% |
19.42 |
0.9% |
27% |
False |
False |
|
| 10 |
2,225.22 |
2,164.53 |
60.69 |
2.8% |
19.27 |
0.9% |
62% |
False |
False |
|
| 20 |
2,225.22 |
2,090.34 |
134.88 |
6.1% |
21.72 |
1.0% |
83% |
False |
False |
|
| 40 |
2,225.22 |
2,069.45 |
155.77 |
7.1% |
23.42 |
1.1% |
85% |
False |
False |
|
| 60 |
2,225.22 |
1,963.68 |
261.54 |
11.9% |
24.68 |
1.1% |
91% |
False |
False |
|
| 80 |
2,225.22 |
1,747.32 |
477.90 |
21.7% |
24.71 |
1.1% |
95% |
False |
False |
|
| 100 |
2,225.22 |
1,747.32 |
477.90 |
21.7% |
25.13 |
1.1% |
95% |
False |
False |
|
| 120 |
2,225.22 |
1,700.04 |
525.18 |
23.8% |
26.89 |
1.2% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,337.57 |
|
2.618 |
2,293.83 |
|
1.618 |
2,267.03 |
|
1.000 |
2,250.47 |
|
0.618 |
2,240.23 |
|
HIGH |
2,223.67 |
|
0.618 |
2,213.43 |
|
0.500 |
2,210.27 |
|
0.382 |
2,207.11 |
|
LOW |
2,196.87 |
|
0.618 |
2,180.31 |
|
1.000 |
2,170.07 |
|
1.618 |
2,153.51 |
|
2.618 |
2,126.71 |
|
4.250 |
2,082.97 |
|
|