| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,781.0 |
2,775.0 |
-6.0 |
-0.2% |
2,723.0 |
| High |
2,781.0 |
2,795.0 |
14.0 |
0.5% |
2,781.0 |
| Low |
2,760.0 |
2,769.0 |
9.0 |
0.3% |
2,682.0 |
| Close |
2,765.0 |
2,781.0 |
16.0 |
0.6% |
2,765.0 |
| Range |
21.0 |
26.0 |
5.0 |
23.8% |
99.0 |
| ATR |
46.6 |
45.4 |
-1.2 |
-2.5% |
0.0 |
| Volume |
3,642 |
5,723 |
2,081 |
57.1% |
28,357 |
|
| Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,859.7 |
2,846.3 |
2,795.3 |
|
| R3 |
2,833.7 |
2,820.3 |
2,788.2 |
|
| R2 |
2,807.7 |
2,807.7 |
2,785.8 |
|
| R1 |
2,794.3 |
2,794.3 |
2,783.4 |
2,801.0 |
| PP |
2,781.7 |
2,781.7 |
2,781.7 |
2,785.0 |
| S1 |
2,768.3 |
2,768.3 |
2,778.6 |
2,775.0 |
| S2 |
2,755.7 |
2,755.7 |
2,776.2 |
|
| S3 |
2,729.7 |
2,742.3 |
2,773.9 |
|
| S4 |
2,703.7 |
2,716.3 |
2,766.7 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,039.7 |
3,001.3 |
2,819.5 |
|
| R3 |
2,940.7 |
2,902.3 |
2,792.2 |
|
| R2 |
2,841.7 |
2,841.7 |
2,783.2 |
|
| R1 |
2,803.3 |
2,803.3 |
2,774.1 |
2,822.5 |
| PP |
2,742.7 |
2,742.7 |
2,742.7 |
2,752.3 |
| S1 |
2,704.3 |
2,704.3 |
2,755.9 |
2,723.5 |
| S2 |
2,643.7 |
2,643.7 |
2,746.9 |
|
| S3 |
2,544.7 |
2,605.3 |
2,737.8 |
|
| S4 |
2,445.7 |
2,506.3 |
2,710.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,795.0 |
2,701.0 |
94.0 |
3.4% |
34.4 |
1.2% |
85% |
True |
False |
6,637 |
| 10 |
2,795.0 |
2,561.0 |
234.0 |
8.4% |
44.8 |
1.6% |
94% |
True |
False |
4,373 |
| 20 |
2,804.0 |
2,561.0 |
243.0 |
8.7% |
42.6 |
1.5% |
91% |
False |
False |
2,416 |
| 40 |
2,821.0 |
2,561.0 |
260.0 |
9.3% |
36.4 |
1.3% |
85% |
False |
False |
1,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,905.5 |
|
2.618 |
2,863.1 |
|
1.618 |
2,837.1 |
|
1.000 |
2,821.0 |
|
0.618 |
2,811.1 |
|
HIGH |
2,795.0 |
|
0.618 |
2,785.1 |
|
0.500 |
2,782.0 |
|
0.382 |
2,778.9 |
|
LOW |
2,769.0 |
|
0.618 |
2,752.9 |
|
1.000 |
2,743.0 |
|
1.618 |
2,726.9 |
|
2.618 |
2,700.9 |
|
4.250 |
2,658.5 |
|
|