| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2010 |
27-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,801.0 |
2,775.0 |
-26.0 |
-0.9% |
2,747.0 |
| High |
2,801.0 |
2,775.0 |
-26.0 |
-0.9% |
2,809.0 |
| Low |
2,779.0 |
2,730.0 |
-49.0 |
-1.8% |
2,747.0 |
| Close |
2,788.0 |
2,752.0 |
-36.0 |
-1.3% |
2,788.0 |
| Range |
22.0 |
45.0 |
23.0 |
104.5% |
62.0 |
| ATR |
38.7 |
40.0 |
1.4 |
3.6% |
0.0 |
| Volume |
128 |
90 |
-38 |
-29.7% |
12,185 |
|
| Daily Pivots for day following 27-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,887.3 |
2,864.7 |
2,776.8 |
|
| R3 |
2,842.3 |
2,819.7 |
2,764.4 |
|
| R2 |
2,797.3 |
2,797.3 |
2,760.3 |
|
| R1 |
2,774.7 |
2,774.7 |
2,756.1 |
2,763.5 |
| PP |
2,752.3 |
2,752.3 |
2,752.3 |
2,746.8 |
| S1 |
2,729.7 |
2,729.7 |
2,747.9 |
2,718.5 |
| S2 |
2,707.3 |
2,707.3 |
2,743.8 |
|
| S3 |
2,662.3 |
2,684.7 |
2,739.6 |
|
| S4 |
2,617.3 |
2,639.7 |
2,727.3 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,967.3 |
2,939.7 |
2,822.1 |
|
| R3 |
2,905.3 |
2,877.7 |
2,805.1 |
|
| R2 |
2,843.3 |
2,843.3 |
2,799.4 |
|
| R1 |
2,815.7 |
2,815.7 |
2,793.7 |
2,829.5 |
| PP |
2,781.3 |
2,781.3 |
2,781.3 |
2,788.3 |
| S1 |
2,753.7 |
2,753.7 |
2,782.3 |
2,767.5 |
| S2 |
2,719.3 |
2,719.3 |
2,776.6 |
|
| S3 |
2,657.3 |
2,691.7 |
2,771.0 |
|
| S4 |
2,595.3 |
2,629.7 |
2,753.9 |
|
|
| 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 |
2,730.0 |
79.0 |
2.9% |
29.6 |
1.1% |
28% |
False |
True |
2,455 |
| 10 |
2,809.0 |
2,730.0 |
79.0 |
2.9% |
29.0 |
1.1% |
28% |
False |
True |
8,543 |
| 20 |
2,809.0 |
2,561.0 |
248.0 |
9.0% |
41.6 |
1.5% |
77% |
False |
False |
6,241 |
| 40 |
2,821.0 |
2,561.0 |
260.0 |
9.4% |
38.1 |
1.4% |
73% |
False |
False |
3,462 |
| 60 |
2,821.0 |
2,561.0 |
260.0 |
9.4% |
34.1 |
1.2% |
73% |
False |
False |
2,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,966.3 |
|
2.618 |
2,892.8 |
|
1.618 |
2,847.8 |
|
1.000 |
2,820.0 |
|
0.618 |
2,802.8 |
|
HIGH |
2,775.0 |
|
0.618 |
2,757.8 |
|
0.500 |
2,752.5 |
|
0.382 |
2,747.2 |
|
LOW |
2,730.0 |
|
0.618 |
2,702.2 |
|
1.000 |
2,685.0 |
|
1.618 |
2,657.2 |
|
2.618 |
2,612.2 |
|
4.250 |
2,538.8 |
|
|