| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2010 |
28-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1,385.0 |
1,405.0 |
20.0 |
1.4% |
1,388.8 |
| High |
1,390.4 |
1,413.3 |
22.9 |
1.6% |
1,397.0 |
| Low |
1,385.0 |
1,405.0 |
20.0 |
1.4% |
1,379.9 |
| Close |
1,389.3 |
1,412.2 |
22.9 |
1.6% |
1,386.8 |
| Range |
5.4 |
8.3 |
2.9 |
53.7% |
17.1 |
| ATR |
14.8 |
15.5 |
0.7 |
4.4% |
0.0 |
| Volume |
376 |
173 |
-203 |
-54.0% |
1,051 |
|
| Daily Pivots for day following 28-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,435.1 |
1,431.9 |
1,416.8 |
|
| R3 |
1,426.8 |
1,423.6 |
1,414.5 |
|
| R2 |
1,418.5 |
1,418.5 |
1,413.7 |
|
| R1 |
1,415.3 |
1,415.3 |
1,413.0 |
1,416.9 |
| PP |
1,410.2 |
1,410.2 |
1,410.2 |
1,411.0 |
| S1 |
1,407.0 |
1,407.0 |
1,411.4 |
1,408.6 |
| S2 |
1,401.9 |
1,401.9 |
1,410.7 |
|
| S3 |
1,393.6 |
1,398.7 |
1,409.9 |
|
| S4 |
1,385.3 |
1,390.4 |
1,407.6 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,439.2 |
1,430.1 |
1,396.2 |
|
| R3 |
1,422.1 |
1,413.0 |
1,391.5 |
|
| R2 |
1,405.0 |
1,405.0 |
1,389.9 |
|
| R1 |
1,395.9 |
1,395.9 |
1,388.4 |
1,391.9 |
| PP |
1,387.9 |
1,387.9 |
1,387.9 |
1,385.9 |
| S1 |
1,378.8 |
1,378.8 |
1,385.2 |
1,374.8 |
| S2 |
1,370.8 |
1,370.8 |
1,383.7 |
|
| S3 |
1,353.7 |
1,361.7 |
1,382.1 |
|
| S4 |
1,336.6 |
1,344.6 |
1,377.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,413.3 |
1,379.9 |
33.4 |
2.4% |
6.1 |
0.4% |
97% |
True |
False |
289 |
| 10 |
1,414.2 |
1,370.1 |
44.1 |
3.1% |
8.7 |
0.6% |
95% |
False |
False |
277 |
| 20 |
1,436.9 |
1,370.1 |
66.8 |
4.7% |
12.3 |
0.9% |
63% |
False |
False |
373 |
| 40 |
1,436.9 |
1,337.3 |
99.6 |
7.1% |
14.9 |
1.1% |
75% |
False |
False |
864 |
| 60 |
1,436.9 |
1,322.2 |
114.7 |
8.1% |
11.0 |
0.8% |
78% |
False |
False |
688 |
| 80 |
1,436.9 |
1,245.0 |
191.9 |
13.6% |
8.8 |
0.6% |
87% |
False |
False |
575 |
| 100 |
1,436.9 |
1,200.0 |
236.9 |
16.8% |
7.2 |
0.5% |
90% |
False |
False |
511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,448.6 |
|
2.618 |
1,435.0 |
|
1.618 |
1,426.7 |
|
1.000 |
1,421.6 |
|
0.618 |
1,418.4 |
|
HIGH |
1,413.3 |
|
0.618 |
1,410.1 |
|
0.500 |
1,409.2 |
|
0.382 |
1,408.2 |
|
LOW |
1,405.0 |
|
0.618 |
1,399.9 |
|
1.000 |
1,396.7 |
|
1.618 |
1,391.6 |
|
2.618 |
1,383.3 |
|
4.250 |
1,369.7 |
|
|