Day Change Summary |
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Previous |
Current |
|
|
|
|
30-Dec-2010 |
31-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4,783.0 |
4,789.0 |
6.0 |
0.1% |
4,791.0 |
High |
4,800.0 |
4,792.0 |
-8.0 |
-0.2% |
4,800.0 |
Low |
4,781.0 |
4,681.0 |
-100.0 |
-2.1% |
4,681.0 |
Close |
4,796.0 |
4,730.0 |
-66.0 |
-1.4% |
4,730.0 |
Range |
19.0 |
111.0 |
92.0 |
484.2% |
119.0 |
ATR |
35.6 |
41.3 |
5.7 |
15.9% |
0.0 |
Volume |
10,120 |
10,207 |
87 |
0.9% |
32,491 |
|
Daily Pivots for day following 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,067.3 |
5,009.7 |
4,791.1 |
|
R3 |
4,956.3 |
4,898.7 |
4,760.5 |
|
R2 |
4,845.3 |
4,845.3 |
4,750.4 |
|
R1 |
4,787.7 |
4,787.7 |
4,740.2 |
4,761.0 |
PP |
4,734.3 |
4,734.3 |
4,734.3 |
4,721.0 |
S1 |
4,676.7 |
4,676.7 |
4,719.8 |
4,650.0 |
S2 |
4,623.3 |
4,623.3 |
4,709.7 |
|
S3 |
4,512.3 |
4,565.7 |
4,699.5 |
|
S4 |
4,401.3 |
4,454.7 |
4,669.0 |
|
|
Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,094.0 |
5,031.0 |
4,795.5 |
|
R3 |
4,975.0 |
4,912.0 |
4,762.7 |
|
R2 |
4,856.0 |
4,856.0 |
4,751.8 |
|
R1 |
4,793.0 |
4,793.0 |
4,740.9 |
4,765.0 |
PP |
4,737.0 |
4,737.0 |
4,737.0 |
4,723.0 |
S1 |
4,674.0 |
4,674.0 |
4,719.1 |
4,646.0 |
S2 |
4,618.0 |
4,618.0 |
4,708.2 |
|
S3 |
4,499.0 |
4,555.0 |
4,697.3 |
|
S4 |
4,380.0 |
4,436.0 |
4,664.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,817.0 |
4,681.0 |
136.0 |
2.9% |
50.8 |
1.1% |
36% |
False |
True |
11,158 |
10 |
4,817.0 |
4,681.0 |
136.0 |
2.9% |
43.9 |
0.9% |
36% |
False |
True |
14,829 |
20 |
4,817.0 |
4,634.0 |
183.0 |
3.9% |
36.5 |
0.8% |
52% |
False |
False |
17,711 |
40 |
4,817.0 |
4,552.0 |
265.0 |
5.6% |
21.4 |
0.5% |
67% |
False |
False |
8,881 |
60 |
4,817.0 |
4,552.0 |
265.0 |
5.6% |
15.1 |
0.3% |
67% |
False |
False |
5,933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,263.8 |
2.618 |
5,082.6 |
1.618 |
4,971.6 |
1.000 |
4,903.0 |
0.618 |
4,860.6 |
HIGH |
4,792.0 |
0.618 |
4,749.6 |
0.500 |
4,736.5 |
0.382 |
4,723.4 |
LOW |
4,681.0 |
0.618 |
4,612.4 |
1.000 |
4,570.0 |
1.618 |
4,501.4 |
2.618 |
4,390.4 |
4.250 |
4,209.3 |
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