| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2010 |
20-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1,383.1 |
1,388.8 |
5.7 |
0.4% |
1,392.6 |
| High |
1,384.0 |
1,393.0 |
9.0 |
0.7% |
1,414.2 |
| Low |
1,383.1 |
1,387.9 |
4.8 |
0.3% |
1,370.1 |
| Close |
1,385.8 |
1,392.6 |
6.8 |
0.5% |
1,385.8 |
| Range |
0.9 |
5.1 |
4.2 |
466.7% |
44.1 |
| ATR |
18.2 |
17.5 |
-0.8 |
-4.3% |
0.0 |
| Volume |
436 |
153 |
-283 |
-64.9% |
1,502 |
|
| Daily Pivots for day following 20-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,406.5 |
1,404.6 |
1,395.4 |
|
| R3 |
1,401.4 |
1,399.5 |
1,394.0 |
|
| R2 |
1,396.3 |
1,396.3 |
1,393.5 |
|
| R1 |
1,394.4 |
1,394.4 |
1,393.1 |
1,395.4 |
| PP |
1,391.2 |
1,391.2 |
1,391.2 |
1,391.6 |
| S1 |
1,389.3 |
1,389.3 |
1,392.1 |
1,390.3 |
| S2 |
1,386.1 |
1,386.1 |
1,391.7 |
|
| S3 |
1,381.0 |
1,384.2 |
1,391.2 |
|
| S4 |
1,375.9 |
1,379.1 |
1,389.8 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,522.3 |
1,498.2 |
1,410.1 |
|
| R3 |
1,478.2 |
1,454.1 |
1,397.9 |
|
| R2 |
1,434.1 |
1,434.1 |
1,393.9 |
|
| R1 |
1,410.0 |
1,410.0 |
1,389.8 |
1,400.0 |
| PP |
1,390.0 |
1,390.0 |
1,390.0 |
1,385.1 |
| S1 |
1,365.9 |
1,365.9 |
1,381.8 |
1,355.9 |
| S2 |
1,345.9 |
1,345.9 |
1,377.7 |
|
| S3 |
1,301.8 |
1,321.8 |
1,373.7 |
|
| S4 |
1,257.7 |
1,277.7 |
1,361.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,414.2 |
1,370.1 |
44.1 |
3.2% |
11.3 |
0.8% |
51% |
False |
False |
266 |
| 10 |
1,436.9 |
1,370.1 |
66.8 |
4.8% |
15.2 |
1.1% |
34% |
False |
False |
311 |
| 20 |
1,436.9 |
1,357.3 |
79.6 |
5.7% |
14.7 |
1.1% |
44% |
False |
False |
365 |
| 40 |
1,436.9 |
1,337.3 |
99.6 |
7.2% |
14.3 |
1.0% |
56% |
False |
False |
861 |
| 60 |
1,436.9 |
1,305.0 |
131.9 |
9.5% |
10.8 |
0.8% |
66% |
False |
False |
685 |
| 80 |
1,436.9 |
1,243.8 |
193.1 |
13.9% |
8.4 |
0.6% |
77% |
False |
False |
580 |
| 100 |
1,436.9 |
1,189.6 |
247.3 |
17.8% |
6.9 |
0.5% |
82% |
False |
False |
505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,414.7 |
|
2.618 |
1,406.4 |
|
1.618 |
1,401.3 |
|
1.000 |
1,398.1 |
|
0.618 |
1,396.2 |
|
HIGH |
1,393.0 |
|
0.618 |
1,391.1 |
|
0.500 |
1,390.5 |
|
0.382 |
1,389.8 |
|
LOW |
1,387.9 |
|
0.618 |
1,384.7 |
|
1.000 |
1,382.8 |
|
1.618 |
1,379.6 |
|
2.618 |
1,374.5 |
|
4.250 |
1,366.2 |
|
|