| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2010 |
31-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,230.38 |
2,223.28 |
-7.10 |
-0.3% |
2,223.76 |
| High |
2,232.37 |
2,225.00 |
-7.37 |
-0.3% |
2,236.19 |
| Low |
2,222.77 |
2,209.37 |
-13.40 |
-0.6% |
2,208.80 |
| Close |
2,225.72 |
2,217.86 |
-7.86 |
-0.4% |
2,217.86 |
| Range |
9.60 |
15.63 |
6.03 |
62.8% |
27.39 |
| ATR |
19.76 |
19.52 |
-0.24 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,264.30 |
2,256.71 |
2,226.46 |
|
| R3 |
2,248.67 |
2,241.08 |
2,222.16 |
|
| R2 |
2,233.04 |
2,233.04 |
2,220.73 |
|
| R1 |
2,225.45 |
2,225.45 |
2,219.29 |
2,221.43 |
| PP |
2,217.41 |
2,217.41 |
2,217.41 |
2,215.40 |
| S1 |
2,209.82 |
2,209.82 |
2,216.43 |
2,205.80 |
| S2 |
2,201.78 |
2,201.78 |
2,214.99 |
|
| S3 |
2,186.15 |
2,194.19 |
2,213.56 |
|
| S4 |
2,170.52 |
2,178.56 |
2,209.26 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,303.12 |
2,287.88 |
2,232.92 |
|
| R3 |
2,275.73 |
2,260.49 |
2,225.39 |
|
| R2 |
2,248.34 |
2,248.34 |
2,222.88 |
|
| R1 |
2,233.10 |
2,233.10 |
2,220.37 |
2,227.03 |
| PP |
2,220.95 |
2,220.95 |
2,220.95 |
2,217.91 |
| S1 |
2,205.71 |
2,205.71 |
2,215.35 |
2,199.64 |
| S2 |
2,193.56 |
2,193.56 |
2,212.84 |
|
| S3 |
2,166.17 |
2,178.32 |
2,210.33 |
|
| S4 |
2,138.78 |
2,150.93 |
2,202.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,236.19 |
2,208.80 |
27.39 |
1.2% |
14.12 |
0.6% |
33% |
False |
False |
|
| 10 |
2,238.92 |
2,206.30 |
32.62 |
1.5% |
13.09 |
0.6% |
35% |
False |
False |
|
| 20 |
2,238.92 |
2,176.28 |
62.64 |
2.8% |
16.17 |
0.7% |
66% |
False |
False |
|
| 40 |
2,238.92 |
2,085.27 |
153.65 |
6.9% |
20.85 |
0.9% |
86% |
False |
False |
|
| 60 |
2,238.92 |
1,996.25 |
242.67 |
10.9% |
21.93 |
1.0% |
91% |
False |
False |
|
| 80 |
2,238.92 |
1,879.71 |
359.21 |
16.2% |
22.73 |
1.0% |
94% |
False |
False |
|
| 100 |
2,238.92 |
1,747.32 |
491.60 |
22.2% |
23.84 |
1.1% |
96% |
False |
False |
|
| 120 |
2,238.92 |
1,747.32 |
491.60 |
22.2% |
24.82 |
1.1% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,291.43 |
|
2.618 |
2,265.92 |
|
1.618 |
2,250.29 |
|
1.000 |
2,240.63 |
|
0.618 |
2,234.66 |
|
HIGH |
2,225.00 |
|
0.618 |
2,219.03 |
|
0.500 |
2,217.19 |
|
0.382 |
2,215.34 |
|
LOW |
2,209.37 |
|
0.618 |
2,199.71 |
|
1.000 |
2,193.74 |
|
1.618 |
2,184.08 |
|
2.618 |
2,168.45 |
|
4.250 |
2,142.94 |
|
|