| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2010 |
21-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,225.40 |
2,230.61 |
5.21 |
0.2% |
2,223.88 |
| High |
2,230.55 |
2,235.58 |
5.03 |
0.2% |
2,227.04 |
| Low |
2,206.30 |
2,226.25 |
19.95 |
0.9% |
2,196.87 |
| Close |
2,223.04 |
2,234.57 |
11.53 |
0.5% |
2,218.29 |
| Range |
24.25 |
9.33 |
-14.92 |
-61.5% |
30.17 |
| ATR |
24.74 |
23.87 |
-0.87 |
-3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,260.12 |
2,256.68 |
2,239.70 |
|
| R3 |
2,250.79 |
2,247.35 |
2,237.14 |
|
| R2 |
2,241.46 |
2,241.46 |
2,236.28 |
|
| R1 |
2,238.02 |
2,238.02 |
2,235.43 |
2,239.74 |
| PP |
2,232.13 |
2,232.13 |
2,232.13 |
2,233.00 |
| S1 |
2,228.69 |
2,228.69 |
2,233.71 |
2,230.41 |
| S2 |
2,222.80 |
2,222.80 |
2,232.86 |
|
| S3 |
2,213.47 |
2,219.36 |
2,232.00 |
|
| S4 |
2,204.14 |
2,210.03 |
2,229.44 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,304.58 |
2,291.60 |
2,234.88 |
|
| R3 |
2,274.41 |
2,261.43 |
2,226.59 |
|
| R2 |
2,244.24 |
2,244.24 |
2,223.82 |
|
| R1 |
2,231.26 |
2,231.26 |
2,221.06 |
2,222.67 |
| PP |
2,214.07 |
2,214.07 |
2,214.07 |
2,209.77 |
| S1 |
2,201.09 |
2,201.09 |
2,215.52 |
2,192.50 |
| S2 |
2,183.90 |
2,183.90 |
2,212.76 |
|
| S3 |
2,153.73 |
2,170.92 |
2,209.99 |
|
| S4 |
2,123.56 |
2,140.75 |
2,201.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,235.58 |
2,196.87 |
38.71 |
1.7% |
18.69 |
0.8% |
97% |
True |
False |
|
| 10 |
2,235.58 |
2,182.99 |
52.59 |
2.4% |
18.21 |
0.8% |
98% |
True |
False |
|
| 20 |
2,235.58 |
2,105.61 |
129.97 |
5.8% |
20.35 |
0.9% |
99% |
True |
False |
|
| 40 |
2,235.58 |
2,085.27 |
150.31 |
6.7% |
22.64 |
1.0% |
99% |
True |
False |
|
| 60 |
2,235.58 |
1,963.68 |
271.90 |
12.2% |
24.20 |
1.1% |
100% |
True |
False |
|
| 80 |
2,235.58 |
1,755.38 |
480.20 |
21.5% |
23.72 |
1.1% |
100% |
True |
False |
|
| 100 |
2,235.58 |
1,747.32 |
488.26 |
21.9% |
24.45 |
1.1% |
100% |
True |
False |
|
| 120 |
2,235.58 |
1,712.92 |
522.66 |
23.4% |
26.01 |
1.2% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,275.23 |
|
2.618 |
2,260.01 |
|
1.618 |
2,250.68 |
|
1.000 |
2,244.91 |
|
0.618 |
2,241.35 |
|
HIGH |
2,235.58 |
|
0.618 |
2,232.02 |
|
0.500 |
2,230.92 |
|
0.382 |
2,229.81 |
|
LOW |
2,226.25 |
|
0.618 |
2,220.48 |
|
1.000 |
2,216.92 |
|
1.618 |
2,211.15 |
|
2.618 |
2,201.82 |
|
4.250 |
2,186.60 |
|
|