| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2010 |
22-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1,394.7 |
1,396.9 |
2.2 |
0.2% |
1,392.6 |
| High |
1,395.6 |
1,397.0 |
1.4 |
0.1% |
1,414.2 |
| Low |
1,390.8 |
1,393.0 |
2.2 |
0.2% |
1,370.1 |
| Close |
1,395.3 |
1,393.8 |
-1.5 |
-0.1% |
1,385.8 |
| Range |
4.8 |
4.0 |
-0.8 |
-16.7% |
44.1 |
| ATR |
16.5 |
15.7 |
-0.9 |
-5.4% |
0.0 |
| Volume |
362 |
48 |
-314 |
-86.7% |
1,502 |
|
| Daily Pivots for day following 22-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,406.6 |
1,404.2 |
1,396.0 |
|
| R3 |
1,402.6 |
1,400.2 |
1,394.9 |
|
| R2 |
1,398.6 |
1,398.6 |
1,394.5 |
|
| R1 |
1,396.2 |
1,396.2 |
1,394.2 |
1,395.4 |
| PP |
1,394.6 |
1,394.6 |
1,394.6 |
1,394.2 |
| S1 |
1,392.2 |
1,392.2 |
1,393.4 |
1,391.4 |
| S2 |
1,390.6 |
1,390.6 |
1,393.1 |
|
| S3 |
1,386.6 |
1,388.2 |
1,392.7 |
|
| S4 |
1,382.6 |
1,384.2 |
1,391.6 |
|
|
| 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 |
1,397.0 |
1,370.1 |
26.9 |
1.9% |
7.4 |
0.5% |
88% |
True |
False |
281 |
| 10 |
1,414.2 |
1,370.1 |
44.1 |
3.2% |
9.8 |
0.7% |
54% |
False |
False |
291 |
| 20 |
1,436.9 |
1,359.3 |
77.6 |
5.6% |
13.2 |
0.9% |
44% |
False |
False |
363 |
| 40 |
1,436.9 |
1,337.3 |
99.6 |
7.1% |
14.4 |
1.0% |
57% |
False |
False |
853 |
| 60 |
1,436.9 |
1,312.0 |
124.9 |
9.0% |
10.9 |
0.8% |
65% |
False |
False |
684 |
| 80 |
1,436.9 |
1,245.0 |
191.9 |
13.8% |
8.5 |
0.6% |
78% |
False |
False |
572 |
| 100 |
1,436.9 |
1,193.2 |
243.7 |
17.5% |
7.0 |
0.5% |
82% |
False |
False |
507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,414.0 |
|
2.618 |
1,407.5 |
|
1.618 |
1,403.5 |
|
1.000 |
1,401.0 |
|
0.618 |
1,399.5 |
|
HIGH |
1,397.0 |
|
0.618 |
1,395.5 |
|
0.500 |
1,395.0 |
|
0.382 |
1,394.5 |
|
LOW |
1,393.0 |
|
0.618 |
1,390.5 |
|
1.000 |
1,389.0 |
|
1.618 |
1,386.5 |
|
2.618 |
1,382.5 |
|
4.250 |
1,376.0 |
|
|