| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2010 |
21-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,747.0 |
2,788.0 |
41.0 |
1.5% |
2,775.0 |
| High |
2,788.0 |
2,809.0 |
21.0 |
0.8% |
2,796.0 |
| Low |
2,747.0 |
2,782.0 |
35.0 |
1.3% |
2,746.0 |
| Close |
2,766.0 |
2,801.0 |
35.0 |
1.3% |
2,747.0 |
| Range |
41.0 |
27.0 |
-14.0 |
-34.1% |
50.0 |
| ATR |
41.9 |
42.0 |
0.1 |
0.2% |
0.0 |
| Volume |
4,166 |
106 |
-4,060 |
-97.5% |
73,164 |
|
| Daily Pivots for day following 21-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,878.3 |
2,866.7 |
2,815.9 |
|
| R3 |
2,851.3 |
2,839.7 |
2,808.4 |
|
| R2 |
2,824.3 |
2,824.3 |
2,806.0 |
|
| R1 |
2,812.7 |
2,812.7 |
2,803.5 |
2,818.5 |
| PP |
2,797.3 |
2,797.3 |
2,797.3 |
2,800.3 |
| S1 |
2,785.7 |
2,785.7 |
2,798.5 |
2,791.5 |
| S2 |
2,770.3 |
2,770.3 |
2,796.1 |
|
| S3 |
2,743.3 |
2,758.7 |
2,793.6 |
|
| S4 |
2,716.3 |
2,731.7 |
2,786.2 |
|
|
| 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 |
2,809.0 |
2,746.0 |
63.0 |
2.2% |
31.8 |
1.1% |
87% |
True |
False |
10,458 |
| 10 |
2,809.0 |
2,707.0 |
102.0 |
3.6% |
30.8 |
1.1% |
92% |
True |
False |
9,818 |
| 20 |
2,809.0 |
2,561.0 |
248.0 |
8.9% |
41.0 |
1.5% |
97% |
True |
False |
5,949 |
| 40 |
2,821.0 |
2,561.0 |
260.0 |
9.3% |
38.4 |
1.4% |
92% |
False |
False |
3,348 |
| 60 |
2,821.0 |
2,561.0 |
260.0 |
9.3% |
34.4 |
1.2% |
92% |
False |
False |
2,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,923.8 |
|
2.618 |
2,879.7 |
|
1.618 |
2,852.7 |
|
1.000 |
2,836.0 |
|
0.618 |
2,825.7 |
|
HIGH |
2,809.0 |
|
0.618 |
2,798.7 |
|
0.500 |
2,795.5 |
|
0.382 |
2,792.3 |
|
LOW |
2,782.0 |
|
0.618 |
2,765.3 |
|
1.000 |
2,755.0 |
|
1.618 |
2,738.3 |
|
2.618 |
2,711.3 |
|
4.250 |
2,667.3 |
|
|