| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1,396.9 |
1,383.8 |
-13.1 |
-0.9% |
1,392.6 |
| High |
1,397.0 |
1,387.7 |
-9.3 |
-0.7% |
1,414.2 |
| Low |
1,393.0 |
1,379.9 |
-13.1 |
-0.9% |
1,370.1 |
| Close |
1,393.8 |
1,386.8 |
-7.0 |
-0.5% |
1,385.8 |
| Range |
4.0 |
7.8 |
3.8 |
95.0% |
44.1 |
| ATR |
15.7 |
15.5 |
-0.1 |
-0.8% |
0.0 |
| Volume |
48 |
488 |
440 |
916.7% |
1,502 |
|
| Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,408.2 |
1,405.3 |
1,391.1 |
|
| R3 |
1,400.4 |
1,397.5 |
1,388.9 |
|
| R2 |
1,392.6 |
1,392.6 |
1,388.2 |
|
| R1 |
1,389.7 |
1,389.7 |
1,387.5 |
1,391.2 |
| PP |
1,384.8 |
1,384.8 |
1,384.8 |
1,385.5 |
| S1 |
1,381.9 |
1,381.9 |
1,386.1 |
1,383.4 |
| S2 |
1,377.0 |
1,377.0 |
1,385.4 |
|
| S3 |
1,369.2 |
1,374.1 |
1,384.7 |
|
| S4 |
1,361.4 |
1,366.3 |
1,382.5 |
|
|
| 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 |
1,379.9 |
17.1 |
1.2% |
4.5 |
0.3% |
40% |
False |
True |
297 |
| 10 |
1,414.2 |
1,370.1 |
44.1 |
3.2% |
9.6 |
0.7% |
38% |
False |
False |
282 |
| 20 |
1,436.9 |
1,359.3 |
77.6 |
5.6% |
13.5 |
1.0% |
35% |
False |
False |
375 |
| 40 |
1,436.9 |
1,337.3 |
99.6 |
7.2% |
14.6 |
1.0% |
50% |
False |
False |
856 |
| 60 |
1,436.9 |
1,312.0 |
124.9 |
9.0% |
11.0 |
0.8% |
60% |
False |
False |
692 |
| 80 |
1,436.9 |
1,245.0 |
191.9 |
13.8% |
8.6 |
0.6% |
74% |
False |
False |
578 |
| 100 |
1,436.9 |
1,200.0 |
236.9 |
17.1% |
7.1 |
0.5% |
79% |
False |
False |
510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,420.9 |
|
2.618 |
1,408.1 |
|
1.618 |
1,400.3 |
|
1.000 |
1,395.5 |
|
0.618 |
1,392.5 |
|
HIGH |
1,387.7 |
|
0.618 |
1,384.7 |
|
0.500 |
1,383.8 |
|
0.382 |
1,382.9 |
|
LOW |
1,379.9 |
|
0.618 |
1,375.1 |
|
1.000 |
1,372.1 |
|
1.618 |
1,367.3 |
|
2.618 |
1,359.5 |
|
4.250 |
1,346.8 |
|
|