| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2010 |
20-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,222.01 |
2,225.40 |
3.39 |
0.2% |
2,223.88 |
| High |
2,227.04 |
2,230.55 |
3.51 |
0.2% |
2,227.04 |
| Low |
2,217.11 |
2,206.30 |
-10.81 |
-0.5% |
2,196.87 |
| Close |
2,218.29 |
2,223.04 |
4.75 |
0.2% |
2,218.29 |
| Range |
9.93 |
24.25 |
14.32 |
144.2% |
30.17 |
| ATR |
24.78 |
24.74 |
-0.04 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,292.71 |
2,282.13 |
2,236.38 |
|
| R3 |
2,268.46 |
2,257.88 |
2,229.71 |
|
| R2 |
2,244.21 |
2,244.21 |
2,227.49 |
|
| R1 |
2,233.63 |
2,233.63 |
2,225.26 |
2,226.80 |
| PP |
2,219.96 |
2,219.96 |
2,219.96 |
2,216.55 |
| S1 |
2,209.38 |
2,209.38 |
2,220.82 |
2,202.55 |
| S2 |
2,195.71 |
2,195.71 |
2,218.59 |
|
| S3 |
2,171.46 |
2,185.13 |
2,216.37 |
|
| S4 |
2,147.21 |
2,160.88 |
2,209.70 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,304.58 |
2,291.60 |
2,234.88 |
|
| R3 |
2,274.41 |
2,261.43 |
2,226.59 |
|
| R2 |
2,244.24 |
2,244.24 |
2,223.82 |
|
| R1 |
2,231.26 |
2,231.26 |
2,221.06 |
2,222.67 |
| PP |
2,214.07 |
2,214.07 |
2,214.07 |
2,209.77 |
| S1 |
2,201.09 |
2,201.09 |
2,215.52 |
2,192.50 |
| S2 |
2,183.90 |
2,183.90 |
2,212.76 |
|
| S3 |
2,153.73 |
2,170.92 |
2,209.99 |
|
| S4 |
2,123.56 |
2,140.75 |
2,201.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,230.55 |
2,196.87 |
33.68 |
1.5% |
19.86 |
0.9% |
78% |
True |
False |
|
| 10 |
2,230.55 |
2,182.99 |
47.56 |
2.1% |
19.93 |
0.9% |
84% |
True |
False |
|
| 20 |
2,230.55 |
2,105.61 |
124.94 |
5.6% |
21.35 |
1.0% |
94% |
True |
False |
|
| 40 |
2,230.55 |
2,085.27 |
145.28 |
6.5% |
22.78 |
1.0% |
95% |
True |
False |
|
| 60 |
2,230.55 |
1,963.68 |
266.87 |
12.0% |
24.31 |
1.1% |
97% |
True |
False |
|
| 80 |
2,230.55 |
1,747.32 |
483.23 |
21.7% |
24.19 |
1.1% |
98% |
True |
False |
|
| 100 |
2,230.55 |
1,747.32 |
483.23 |
21.7% |
24.76 |
1.1% |
98% |
True |
False |
|
| 120 |
2,230.55 |
1,700.04 |
530.51 |
23.9% |
26.32 |
1.2% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,333.61 |
|
2.618 |
2,294.04 |
|
1.618 |
2,269.79 |
|
1.000 |
2,254.80 |
|
0.618 |
2,245.54 |
|
HIGH |
2,230.55 |
|
0.618 |
2,221.29 |
|
0.500 |
2,218.43 |
|
0.382 |
2,215.56 |
|
LOW |
2,206.30 |
|
0.618 |
2,191.31 |
|
1.000 |
2,182.05 |
|
1.618 |
2,167.06 |
|
2.618 |
2,142.81 |
|
4.250 |
2,103.24 |
|
|