| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
10,410 |
10,385 |
-25 |
-0.2% |
10,260 |
| High |
10,425 |
10,395 |
-30 |
-0.3% |
10,410 |
| Low |
10,360 |
10,290 |
-70 |
-0.7% |
10,245 |
| Close |
10,385 |
10,320 |
-65 |
-0.6% |
10,350 |
| Range |
65 |
105 |
40 |
61.5% |
165 |
| ATR |
105 |
105 |
0 |
0.0% |
0 |
| Volume |
4,836 |
4,132 |
-704 |
-14.6% |
32,510 |
|
| Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,650 |
10,590 |
10,378 |
|
| R3 |
10,545 |
10,485 |
10,349 |
|
| R2 |
10,440 |
10,440 |
10,339 |
|
| R1 |
10,380 |
10,380 |
10,330 |
10,358 |
| PP |
10,335 |
10,335 |
10,335 |
10,324 |
| S1 |
10,275 |
10,275 |
10,311 |
10,253 |
| S2 |
10,230 |
10,230 |
10,301 |
|
| S3 |
10,125 |
10,170 |
10,291 |
|
| S4 |
10,020 |
10,065 |
10,262 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,830 |
10,755 |
10,441 |
|
| R3 |
10,665 |
10,590 |
10,396 |
|
| R2 |
10,500 |
10,500 |
10,380 |
|
| R1 |
10,425 |
10,425 |
10,365 |
10,463 |
| PP |
10,335 |
10,335 |
10,335 |
10,354 |
| S1 |
10,260 |
10,260 |
10,335 |
10,298 |
| S2 |
10,170 |
10,170 |
10,320 |
|
| S3 |
10,005 |
10,095 |
10,305 |
|
| S4 |
9,840 |
9,930 |
10,259 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,445 |
10,220 |
225 |
2.2% |
111 |
1.1% |
44% |
False |
False |
4,968 |
| 10 |
10,445 |
10,220 |
225 |
2.2% |
112 |
1.1% |
44% |
False |
False |
5,835 |
| 20 |
10,445 |
9,905 |
540 |
5.2% |
112 |
1.1% |
77% |
False |
False |
5,870 |
| 40 |
10,445 |
9,175 |
1,270 |
12.3% |
64 |
0.6% |
90% |
False |
False |
2,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,841 |
|
2.618 |
10,670 |
|
1.618 |
10,565 |
|
1.000 |
10,500 |
|
0.618 |
10,460 |
|
HIGH |
10,395 |
|
0.618 |
10,355 |
|
0.500 |
10,343 |
|
0.382 |
10,330 |
|
LOW |
10,290 |
|
0.618 |
10,225 |
|
1.000 |
10,185 |
|
1.618 |
10,120 |
|
2.618 |
10,015 |
|
4.250 |
9,844 |
|
|