Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2010 |
20-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4,794.0 |
4,773.0 |
-21.0 |
-0.4% |
4,765.0 |
High |
4,794.0 |
4,780.0 |
-14.0 |
-0.3% |
4,794.0 |
Low |
4,754.0 |
4,724.0 |
-30.0 |
-0.6% |
4,751.0 |
Close |
4,758.0 |
4,728.0 |
-30.0 |
-0.6% |
4,758.0 |
Range |
40.0 |
56.0 |
16.0 |
40.0% |
43.0 |
ATR |
32.2 |
33.9 |
1.7 |
5.3% |
0.0 |
Volume |
18,076 |
19,443 |
1,367 |
7.6% |
229,057 |
|
Daily Pivots for day following 20-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,912.0 |
4,876.0 |
4,758.8 |
|
R3 |
4,856.0 |
4,820.0 |
4,743.4 |
|
R2 |
4,800.0 |
4,800.0 |
4,738.3 |
|
R1 |
4,764.0 |
4,764.0 |
4,733.1 |
4,754.0 |
PP |
4,744.0 |
4,744.0 |
4,744.0 |
4,739.0 |
S1 |
4,708.0 |
4,708.0 |
4,722.9 |
4,698.0 |
S2 |
4,688.0 |
4,688.0 |
4,717.7 |
|
S3 |
4,632.0 |
4,652.0 |
4,712.6 |
|
S4 |
4,576.0 |
4,596.0 |
4,697.2 |
|
|
Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,896.7 |
4,870.3 |
4,781.7 |
|
R3 |
4,853.7 |
4,827.3 |
4,769.8 |
|
R2 |
4,810.7 |
4,810.7 |
4,765.9 |
|
R1 |
4,784.3 |
4,784.3 |
4,761.9 |
4,776.0 |
PP |
4,767.7 |
4,767.7 |
4,767.7 |
4,763.5 |
S1 |
4,741.3 |
4,741.3 |
4,754.1 |
4,733.0 |
S2 |
4,724.7 |
4,724.7 |
4,750.1 |
|
S3 |
4,681.7 |
4,698.3 |
4,746.2 |
|
S4 |
4,638.7 |
4,655.3 |
4,734.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,794.0 |
4,724.0 |
70.0 |
1.5% |
35.0 |
0.7% |
6% |
False |
True |
42,252 |
10 |
4,794.0 |
4,696.0 |
98.0 |
2.1% |
31.2 |
0.7% |
33% |
False |
False |
26,252 |
20 |
4,794.0 |
4,552.0 |
242.0 |
5.1% |
26.4 |
0.6% |
73% |
False |
False |
13,319 |
40 |
4,806.0 |
4,552.0 |
254.0 |
5.4% |
14.1 |
0.3% |
69% |
False |
False |
6,673 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,018.0 |
2.618 |
4,926.6 |
1.618 |
4,870.6 |
1.000 |
4,836.0 |
0.618 |
4,814.6 |
HIGH |
4,780.0 |
0.618 |
4,758.6 |
0.500 |
4,752.0 |
0.382 |
4,745.4 |
LOW |
4,724.0 |
0.618 |
4,689.4 |
1.000 |
4,668.0 |
1.618 |
4,633.4 |
2.618 |
4,577.4 |
4.250 |
4,486.0 |
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