| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2010 |
16-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,210.51 |
2,205.27 |
-5.24 |
-0.2% |
2,192.12 |
| High |
2,223.67 |
2,221.98 |
-1.69 |
-0.1% |
2,217.48 |
| Low |
2,196.87 |
2,198.86 |
1.99 |
0.1% |
2,182.99 |
| Close |
2,202.45 |
2,218.02 |
15.57 |
0.7% |
2,215.34 |
| Range |
26.80 |
23.12 |
-3.68 |
-13.7% |
34.49 |
| ATR |
26.13 |
25.92 |
-0.22 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,282.31 |
2,273.29 |
2,230.74 |
|
| R3 |
2,259.19 |
2,250.17 |
2,224.38 |
|
| R2 |
2,236.07 |
2,236.07 |
2,222.26 |
|
| R1 |
2,227.05 |
2,227.05 |
2,220.14 |
2,231.56 |
| PP |
2,212.95 |
2,212.95 |
2,212.95 |
2,215.21 |
| S1 |
2,203.93 |
2,203.93 |
2,215.90 |
2,208.44 |
| S2 |
2,189.83 |
2,189.83 |
2,213.78 |
|
| S3 |
2,166.71 |
2,180.81 |
2,211.66 |
|
| S4 |
2,143.59 |
2,157.69 |
2,205.30 |
|
|
| 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 |
2,196.87 |
28.35 |
1.3% |
20.22 |
0.9% |
75% |
False |
False |
|
| 10 |
2,225.22 |
2,176.28 |
48.94 |
2.2% |
19.25 |
0.9% |
85% |
False |
False |
|
| 20 |
2,225.22 |
2,105.61 |
119.61 |
5.4% |
21.84 |
1.0% |
94% |
False |
False |
|
| 40 |
2,225.22 |
2,069.45 |
155.77 |
7.0% |
23.31 |
1.1% |
95% |
False |
False |
|
| 60 |
2,225.22 |
1,963.68 |
261.54 |
11.8% |
24.67 |
1.1% |
97% |
False |
False |
|
| 80 |
2,225.22 |
1,747.32 |
477.90 |
21.5% |
24.67 |
1.1% |
98% |
False |
False |
|
| 100 |
2,225.22 |
1,747.32 |
477.90 |
21.5% |
25.16 |
1.1% |
98% |
False |
False |
|
| 120 |
2,225.22 |
1,700.04 |
525.18 |
23.7% |
26.84 |
1.2% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,320.24 |
|
2.618 |
2,282.51 |
|
1.618 |
2,259.39 |
|
1.000 |
2,245.10 |
|
0.618 |
2,236.27 |
|
HIGH |
2,221.98 |
|
0.618 |
2,213.15 |
|
0.500 |
2,210.42 |
|
0.382 |
2,207.69 |
|
LOW |
2,198.86 |
|
0.618 |
2,184.57 |
|
1.000 |
2,175.74 |
|
1.618 |
2,161.45 |
|
2.618 |
2,138.33 |
|
4.250 |
2,100.60 |
|
|