| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2010 |
03-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,223.28 |
2,238.65 |
15.37 |
0.7% |
2,223.76 |
| High |
2,225.00 |
2,268.30 |
43.30 |
1.9% |
2,236.19 |
| Low |
2,209.37 |
2,237.79 |
28.42 |
1.3% |
2,208.80 |
| Close |
2,217.86 |
2,254.23 |
36.37 |
1.6% |
2,217.86 |
| Range |
15.63 |
30.51 |
14.88 |
95.2% |
27.39 |
| ATR |
19.52 |
21.73 |
2.21 |
11.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,344.97 |
2,330.11 |
2,271.01 |
|
| R3 |
2,314.46 |
2,299.60 |
2,262.62 |
|
| R2 |
2,283.95 |
2,283.95 |
2,259.82 |
|
| R1 |
2,269.09 |
2,269.09 |
2,257.03 |
2,276.52 |
| PP |
2,253.44 |
2,253.44 |
2,253.44 |
2,257.16 |
| S1 |
2,238.58 |
2,238.58 |
2,251.43 |
2,246.01 |
| S2 |
2,222.93 |
2,222.93 |
2,248.64 |
|
| S3 |
2,192.42 |
2,208.07 |
2,245.84 |
|
| S4 |
2,161.91 |
2,177.56 |
2,237.45 |
|
|
| 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 |
2,268.30 |
2,209.37 |
58.93 |
2.6% |
15.09 |
0.7% |
76% |
True |
False |
|
| 10 |
2,268.30 |
2,206.30 |
62.00 |
2.8% |
15.14 |
0.7% |
77% |
True |
False |
|
| 20 |
2,268.30 |
2,182.99 |
85.31 |
3.8% |
16.87 |
0.7% |
84% |
True |
False |
|
| 40 |
2,268.30 |
2,085.27 |
183.03 |
8.1% |
21.25 |
0.9% |
92% |
True |
False |
|
| 60 |
2,268.30 |
1,999.89 |
268.41 |
11.9% |
22.08 |
1.0% |
95% |
True |
False |
|
| 80 |
2,268.30 |
1,879.71 |
388.59 |
17.2% |
22.92 |
1.0% |
96% |
True |
False |
|
| 100 |
2,268.30 |
1,747.32 |
520.98 |
23.1% |
23.87 |
1.1% |
97% |
True |
False |
|
| 120 |
2,268.30 |
1,747.32 |
520.98 |
23.1% |
24.89 |
1.1% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,397.97 |
|
2.618 |
2,348.18 |
|
1.618 |
2,317.67 |
|
1.000 |
2,298.81 |
|
0.618 |
2,287.16 |
|
HIGH |
2,268.30 |
|
0.618 |
2,256.65 |
|
0.500 |
2,253.05 |
|
0.382 |
2,249.44 |
|
LOW |
2,237.79 |
|
0.618 |
2,218.93 |
|
1.000 |
2,207.28 |
|
1.618 |
2,188.42 |
|
2.618 |
2,157.91 |
|
4.250 |
2,108.12 |
|
|