| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,803.0 |
2,801.0 |
-2.0 |
-0.1% |
2,775.0 |
| High |
2,807.0 |
2,801.0 |
-6.0 |
-0.2% |
2,796.0 |
| Low |
2,794.0 |
2,779.0 |
-15.0 |
-0.5% |
2,746.0 |
| Close |
2,799.0 |
2,788.0 |
-11.0 |
-0.4% |
2,747.0 |
| Range |
13.0 |
22.0 |
9.0 |
69.2% |
50.0 |
| ATR |
39.9 |
38.7 |
-1.3 |
-3.2% |
0.0 |
| Volume |
7,785 |
128 |
-7,657 |
-98.4% |
73,164 |
|
| Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,855.3 |
2,843.7 |
2,800.1 |
|
| R3 |
2,833.3 |
2,821.7 |
2,794.1 |
|
| R2 |
2,811.3 |
2,811.3 |
2,792.0 |
|
| R1 |
2,799.7 |
2,799.7 |
2,790.0 |
2,794.5 |
| PP |
2,789.3 |
2,789.3 |
2,789.3 |
2,786.8 |
| S1 |
2,777.7 |
2,777.7 |
2,786.0 |
2,772.5 |
| S2 |
2,767.3 |
2,767.3 |
2,784.0 |
|
| S3 |
2,745.3 |
2,755.7 |
2,782.0 |
|
| S4 |
2,723.3 |
2,733.7 |
2,775.9 |
|
|
| 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 |
2.3% |
28.2 |
1.0% |
67% |
False |
False |
3,892 |
| 10 |
2,809.0 |
2,746.0 |
63.0 |
2.3% |
26.6 |
1.0% |
67% |
False |
False |
8,899 |
| 20 |
2,809.0 |
2,561.0 |
248.0 |
8.9% |
41.1 |
1.5% |
92% |
False |
False |
6,300 |
| 40 |
2,821.0 |
2,561.0 |
260.0 |
9.3% |
37.8 |
1.4% |
87% |
False |
False |
3,490 |
| 60 |
2,821.0 |
2,561.0 |
260.0 |
9.3% |
33.8 |
1.2% |
87% |
False |
False |
2,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,894.5 |
|
2.618 |
2,858.6 |
|
1.618 |
2,836.6 |
|
1.000 |
2,823.0 |
|
0.618 |
2,814.6 |
|
HIGH |
2,801.0 |
|
0.618 |
2,792.6 |
|
0.500 |
2,790.0 |
|
0.382 |
2,787.4 |
|
LOW |
2,779.0 |
|
0.618 |
2,765.4 |
|
1.000 |
2,757.0 |
|
1.618 |
2,743.4 |
|
2.618 |
2,721.4 |
|
4.250 |
2,685.5 |
|
|