| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2010 |
30-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,232.33 |
2,230.38 |
-1.95 |
-0.1% |
2,225.40 |
| High |
2,236.19 |
2,232.37 |
-3.82 |
-0.2% |
2,238.92 |
| Low |
2,229.87 |
2,222.77 |
-7.10 |
-0.3% |
2,206.30 |
| Close |
2,231.63 |
2,225.72 |
-5.91 |
-0.3% |
2,230.27 |
| Range |
6.32 |
9.60 |
3.28 |
51.9% |
32.62 |
| ATR |
20.55 |
19.76 |
-0.78 |
-3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,255.75 |
2,250.34 |
2,231.00 |
|
| R3 |
2,246.15 |
2,240.74 |
2,228.36 |
|
| R2 |
2,236.55 |
2,236.55 |
2,227.48 |
|
| R1 |
2,231.14 |
2,231.14 |
2,226.60 |
2,229.05 |
| PP |
2,226.95 |
2,226.95 |
2,226.95 |
2,225.91 |
| S1 |
2,221.54 |
2,221.54 |
2,224.84 |
2,219.45 |
| S2 |
2,217.35 |
2,217.35 |
2,223.96 |
|
| S3 |
2,207.75 |
2,211.94 |
2,223.08 |
|
| S4 |
2,198.15 |
2,202.34 |
2,220.44 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,323.02 |
2,309.27 |
2,248.21 |
|
| R3 |
2,290.40 |
2,276.65 |
2,239.24 |
|
| R2 |
2,257.78 |
2,257.78 |
2,236.25 |
|
| R1 |
2,244.03 |
2,244.03 |
2,233.26 |
2,250.91 |
| PP |
2,225.16 |
2,225.16 |
2,225.16 |
2,228.60 |
| S1 |
2,211.41 |
2,211.41 |
2,227.28 |
2,218.29 |
| S2 |
2,192.54 |
2,192.54 |
2,224.29 |
|
| S3 |
2,159.92 |
2,178.79 |
2,221.30 |
|
| S4 |
2,127.30 |
2,146.17 |
2,212.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,236.19 |
2,208.80 |
27.39 |
1.2% |
12.95 |
0.6% |
62% |
False |
False |
|
| 10 |
2,238.92 |
2,198.86 |
40.06 |
1.8% |
13.84 |
0.6% |
67% |
False |
False |
|
| 20 |
2,238.92 |
2,164.53 |
74.39 |
3.3% |
16.55 |
0.7% |
82% |
False |
False |
|
| 40 |
2,238.92 |
2,085.27 |
153.65 |
6.9% |
21.13 |
0.9% |
91% |
False |
False |
|
| 60 |
2,238.92 |
1,992.65 |
246.27 |
11.1% |
22.20 |
1.0% |
95% |
False |
False |
|
| 80 |
2,238.92 |
1,863.53 |
375.39 |
16.9% |
22.83 |
1.0% |
96% |
False |
False |
|
| 100 |
2,238.92 |
1,747.32 |
491.60 |
22.1% |
23.94 |
1.1% |
97% |
False |
False |
|
| 120 |
2,238.92 |
1,747.32 |
491.60 |
22.1% |
24.93 |
1.1% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,273.17 |
|
2.618 |
2,257.50 |
|
1.618 |
2,247.90 |
|
1.000 |
2,241.97 |
|
0.618 |
2,238.30 |
|
HIGH |
2,232.37 |
|
0.618 |
2,228.70 |
|
0.500 |
2,227.57 |
|
0.382 |
2,226.44 |
|
LOW |
2,222.77 |
|
0.618 |
2,216.84 |
|
1.000 |
2,213.17 |
|
1.618 |
2,207.24 |
|
2.618 |
2,197.64 |
|
4.250 |
2,181.97 |
|
|