| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2010 |
31-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1,420.5 |
1,412.3 |
-8.2 |
-0.6% |
1,385.0 |
| High |
1,420.5 |
1,428.1 |
7.6 |
0.5% |
1,428.1 |
| Low |
1,411.5 |
1,412.2 |
0.7 |
0.0% |
1,385.0 |
| Close |
1,412.2 |
1,427.7 |
15.5 |
1.1% |
1,427.7 |
| Range |
9.0 |
15.9 |
6.9 |
76.7% |
43.1 |
| ATR |
14.5 |
14.6 |
0.1 |
0.7% |
0.0 |
| Volume |
541 |
279 |
-262 |
-48.4% |
1,593 |
|
| Daily Pivots for day following 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,470.4 |
1,464.9 |
1,436.4 |
|
| R3 |
1,454.5 |
1,449.0 |
1,432.1 |
|
| R2 |
1,438.6 |
1,438.6 |
1,430.6 |
|
| R1 |
1,433.1 |
1,433.1 |
1,429.2 |
1,435.9 |
| PP |
1,422.7 |
1,422.7 |
1,422.7 |
1,424.0 |
| S1 |
1,417.2 |
1,417.2 |
1,426.2 |
1,420.0 |
| S2 |
1,406.8 |
1,406.8 |
1,424.8 |
|
| S3 |
1,390.9 |
1,401.3 |
1,423.3 |
|
| S4 |
1,375.0 |
1,385.4 |
1,419.0 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,542.9 |
1,528.4 |
1,451.4 |
|
| R3 |
1,499.8 |
1,485.3 |
1,439.6 |
|
| R2 |
1,456.7 |
1,456.7 |
1,435.6 |
|
| R1 |
1,442.2 |
1,442.2 |
1,431.7 |
1,449.5 |
| PP |
1,413.6 |
1,413.6 |
1,413.6 |
1,417.2 |
| S1 |
1,399.1 |
1,399.1 |
1,423.7 |
1,406.4 |
| S2 |
1,370.5 |
1,370.5 |
1,419.8 |
|
| S3 |
1,327.4 |
1,356.0 |
1,415.8 |
|
| S4 |
1,284.3 |
1,312.9 |
1,404.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,428.1 |
1,385.0 |
43.1 |
3.0% |
9.2 |
0.6% |
99% |
True |
False |
318 |
| 10 |
1,428.1 |
1,379.9 |
48.2 |
3.4% |
6.9 |
0.5% |
99% |
True |
False |
308 |
| 20 |
1,436.9 |
1,370.1 |
66.8 |
4.7% |
12.2 |
0.9% |
86% |
False |
False |
373 |
| 40 |
1,436.9 |
1,337.3 |
99.6 |
7.0% |
15.0 |
1.1% |
91% |
False |
False |
789 |
| 60 |
1,436.9 |
1,327.1 |
109.8 |
7.7% |
11.4 |
0.8% |
92% |
False |
False |
697 |
| 80 |
1,436.9 |
1,245.0 |
191.9 |
13.4% |
9.2 |
0.6% |
95% |
False |
False |
575 |
| 100 |
1,436.9 |
1,204.7 |
232.2 |
16.3% |
7.4 |
0.5% |
96% |
False |
False |
514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,495.7 |
|
2.618 |
1,469.7 |
|
1.618 |
1,453.8 |
|
1.000 |
1,444.0 |
|
0.618 |
1,437.9 |
|
HIGH |
1,428.1 |
|
0.618 |
1,422.0 |
|
0.500 |
1,420.2 |
|
0.382 |
1,418.3 |
|
LOW |
1,412.2 |
|
0.618 |
1,402.4 |
|
1.000 |
1,396.3 |
|
1.618 |
1,386.5 |
|
2.618 |
1,370.6 |
|
4.250 |
1,344.6 |
|
|