| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2010 |
20-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,780.0 |
2,747.0 |
-33.0 |
-1.2% |
2,775.0 |
| High |
2,784.0 |
2,788.0 |
4.0 |
0.1% |
2,796.0 |
| Low |
2,746.0 |
2,747.0 |
1.0 |
0.0% |
2,746.0 |
| Close |
2,747.0 |
2,766.0 |
19.0 |
0.7% |
2,747.0 |
| Range |
38.0 |
41.0 |
3.0 |
7.9% |
50.0 |
| ATR |
42.0 |
41.9 |
-0.1 |
-0.2% |
0.0 |
| Volume |
7,277 |
4,166 |
-3,111 |
-42.8% |
73,164 |
|
| Daily Pivots for day following 20-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,890.0 |
2,869.0 |
2,788.6 |
|
| R3 |
2,849.0 |
2,828.0 |
2,777.3 |
|
| R2 |
2,808.0 |
2,808.0 |
2,773.5 |
|
| R1 |
2,787.0 |
2,787.0 |
2,769.8 |
2,797.5 |
| PP |
2,767.0 |
2,767.0 |
2,767.0 |
2,772.3 |
| S1 |
2,746.0 |
2,746.0 |
2,762.2 |
2,756.5 |
| S2 |
2,726.0 |
2,726.0 |
2,758.5 |
|
| S3 |
2,685.0 |
2,705.0 |
2,754.7 |
|
| S4 |
2,644.0 |
2,664.0 |
2,743.5 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,913.0 |
2,880.0 |
2,774.5 |
|
| R3 |
2,863.0 |
2,830.0 |
2,760.8 |
|
| R2 |
2,813.0 |
2,813.0 |
2,756.2 |
|
| R1 |
2,780.0 |
2,780.0 |
2,751.6 |
2,771.5 |
| PP |
2,763.0 |
2,763.0 |
2,763.0 |
2,758.8 |
| S1 |
2,730.0 |
2,730.0 |
2,742.4 |
2,721.5 |
| S2 |
2,713.0 |
2,713.0 |
2,737.8 |
|
| S3 |
2,663.0 |
2,680.0 |
2,733.3 |
|
| S4 |
2,613.0 |
2,630.0 |
2,719.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,796.0 |
2,746.0 |
50.0 |
1.8% |
31.4 |
1.1% |
40% |
False |
False |
14,321 |
| 10 |
2,796.0 |
2,701.0 |
95.0 |
3.4% |
32.9 |
1.2% |
68% |
False |
False |
10,479 |
| 20 |
2,796.0 |
2,561.0 |
235.0 |
8.5% |
42.1 |
1.5% |
87% |
False |
False |
5,982 |
| 40 |
2,821.0 |
2,561.0 |
260.0 |
9.4% |
37.7 |
1.4% |
79% |
False |
False |
3,371 |
| 60 |
2,821.0 |
2,561.0 |
260.0 |
9.4% |
34.5 |
1.2% |
79% |
False |
False |
2,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,962.3 |
|
2.618 |
2,895.3 |
|
1.618 |
2,854.3 |
|
1.000 |
2,829.0 |
|
0.618 |
2,813.3 |
|
HIGH |
2,788.0 |
|
0.618 |
2,772.3 |
|
0.500 |
2,767.5 |
|
0.382 |
2,762.7 |
|
LOW |
2,747.0 |
|
0.618 |
2,721.7 |
|
1.000 |
2,706.0 |
|
1.618 |
2,680.7 |
|
2.618 |
2,639.7 |
|
4.250 |
2,572.8 |
|
|