| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2010 |
28-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,223.76 |
2,234.56 |
10.80 |
0.5% |
2,225.40 |
| High |
2,234.42 |
2,236.17 |
1.75 |
0.1% |
2,238.92 |
| Low |
2,208.80 |
2,222.76 |
13.96 |
0.6% |
2,206.30 |
| Close |
2,229.86 |
2,227.42 |
-2.44 |
-0.1% |
2,230.27 |
| Range |
25.62 |
13.41 |
-12.21 |
-47.7% |
32.62 |
| ATR |
22.07 |
21.45 |
-0.62 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,269.01 |
2,261.63 |
2,234.80 |
|
| R3 |
2,255.60 |
2,248.22 |
2,231.11 |
|
| R2 |
2,242.19 |
2,242.19 |
2,229.88 |
|
| R1 |
2,234.81 |
2,234.81 |
2,228.65 |
2,231.80 |
| PP |
2,228.78 |
2,228.78 |
2,228.78 |
2,227.28 |
| S1 |
2,221.40 |
2,221.40 |
2,226.19 |
2,218.39 |
| S2 |
2,215.37 |
2,215.37 |
2,224.96 |
|
| S3 |
2,201.96 |
2,207.99 |
2,223.73 |
|
| S4 |
2,188.55 |
2,194.58 |
2,220.04 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,323.02 |
2,309.27 |
2,248.21 |
|
| R3 |
2,290.40 |
2,276.65 |
2,239.24 |
|
| R2 |
2,257.78 |
2,257.78 |
2,236.25 |
|
| R1 |
2,244.03 |
2,244.03 |
2,233.26 |
2,250.91 |
| PP |
2,225.16 |
2,225.16 |
2,225.16 |
2,228.60 |
| S1 |
2,211.41 |
2,211.41 |
2,227.28 |
2,218.29 |
| S2 |
2,192.54 |
2,192.54 |
2,224.29 |
|
| S3 |
2,159.92 |
2,178.79 |
2,221.30 |
|
| S4 |
2,127.30 |
2,146.17 |
2,212.33 |
|
|
| 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 |
2,208.80 |
30.12 |
1.4% |
13.03 |
0.6% |
62% |
False |
False |
|
| 10 |
2,238.92 |
2,196.87 |
42.05 |
1.9% |
16.44 |
0.7% |
73% |
False |
False |
|
| 20 |
2,238.92 |
2,110.24 |
128.68 |
5.8% |
17.96 |
0.8% |
91% |
False |
False |
|
| 40 |
2,238.92 |
2,085.27 |
153.65 |
6.9% |
21.84 |
1.0% |
93% |
False |
False |
|
| 60 |
2,238.92 |
1,963.68 |
275.24 |
12.4% |
23.01 |
1.0% |
96% |
False |
False |
|
| 80 |
2,238.92 |
1,851.60 |
387.32 |
17.4% |
23.06 |
1.0% |
97% |
False |
False |
|
| 100 |
2,238.92 |
1,747.32 |
491.60 |
22.1% |
24.26 |
1.1% |
98% |
False |
False |
|
| 120 |
2,238.92 |
1,747.32 |
491.60 |
22.1% |
25.18 |
1.1% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,293.16 |
|
2.618 |
2,271.28 |
|
1.618 |
2,257.87 |
|
1.000 |
2,249.58 |
|
0.618 |
2,244.46 |
|
HIGH |
2,236.17 |
|
0.618 |
2,231.05 |
|
0.500 |
2,229.47 |
|
0.382 |
2,227.88 |
|
LOW |
2,222.76 |
|
0.618 |
2,214.47 |
|
1.000 |
2,209.35 |
|
1.618 |
2,201.06 |
|
2.618 |
2,187.65 |
|
4.250 |
2,165.77 |
|
|