| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2010 |
22-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,230.61 |
2,234.60 |
3.99 |
0.2% |
2,223.88 |
| High |
2,235.58 |
2,238.92 |
3.34 |
0.1% |
2,227.04 |
| Low |
2,226.25 |
2,231.97 |
5.72 |
0.3% |
2,196.87 |
| Close |
2,234.57 |
2,235.90 |
1.33 |
0.1% |
2,218.29 |
| Range |
9.33 |
6.95 |
-2.38 |
-25.5% |
30.17 |
| ATR |
23.87 |
22.66 |
-1.21 |
-5.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,256.45 |
2,253.12 |
2,239.72 |
|
| R3 |
2,249.50 |
2,246.17 |
2,237.81 |
|
| R2 |
2,242.55 |
2,242.55 |
2,237.17 |
|
| R1 |
2,239.22 |
2,239.22 |
2,236.54 |
2,240.89 |
| PP |
2,235.60 |
2,235.60 |
2,235.60 |
2,236.43 |
| S1 |
2,232.27 |
2,232.27 |
2,235.26 |
2,233.94 |
| S2 |
2,228.65 |
2,228.65 |
2,234.63 |
|
| S3 |
2,221.70 |
2,225.32 |
2,233.99 |
|
| S4 |
2,214.75 |
2,218.37 |
2,232.08 |
|
|
| 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 |
2,238.92 |
2,198.86 |
40.06 |
1.8% |
14.72 |
0.7% |
92% |
True |
False |
|
| 10 |
2,238.92 |
2,193.92 |
45.00 |
2.0% |
17.07 |
0.8% |
93% |
True |
False |
|
| 20 |
2,238.92 |
2,110.24 |
128.68 |
5.8% |
19.35 |
0.9% |
98% |
True |
False |
|
| 40 |
2,238.92 |
2,085.27 |
153.65 |
6.9% |
22.09 |
1.0% |
98% |
True |
False |
|
| 60 |
2,238.92 |
1,963.68 |
275.24 |
12.3% |
23.68 |
1.1% |
99% |
True |
False |
|
| 80 |
2,238.92 |
1,755.38 |
483.54 |
21.6% |
23.48 |
1.0% |
99% |
True |
False |
|
| 100 |
2,238.92 |
1,747.32 |
491.60 |
22.0% |
24.29 |
1.1% |
99% |
True |
False |
|
| 120 |
2,238.92 |
1,719.20 |
519.72 |
23.2% |
25.82 |
1.2% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,268.46 |
|
2.618 |
2,257.12 |
|
1.618 |
2,250.17 |
|
1.000 |
2,245.87 |
|
0.618 |
2,243.22 |
|
HIGH |
2,238.92 |
|
0.618 |
2,236.27 |
|
0.500 |
2,235.45 |
|
0.382 |
2,234.62 |
|
LOW |
2,231.97 |
|
0.618 |
2,227.67 |
|
1.000 |
2,225.02 |
|
1.618 |
2,220.72 |
|
2.618 |
2,213.77 |
|
4.250 |
2,202.43 |
|
|