| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2010 |
28-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,775.0 |
2,759.0 |
-16.0 |
-0.6% |
2,747.0 |
| High |
2,775.0 |
2,759.0 |
-16.0 |
-0.6% |
2,809.0 |
| Low |
2,730.0 |
2,745.0 |
15.0 |
0.5% |
2,747.0 |
| Close |
2,752.0 |
2,749.0 |
-3.0 |
-0.1% |
2,788.0 |
| Range |
45.0 |
14.0 |
-31.0 |
-68.9% |
62.0 |
| ATR |
40.0 |
38.2 |
-1.9 |
-4.6% |
0.0 |
| Volume |
90 |
81 |
-9 |
-10.0% |
12,185 |
|
| Daily Pivots for day following 28-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,793.0 |
2,785.0 |
2,756.7 |
|
| R3 |
2,779.0 |
2,771.0 |
2,752.9 |
|
| R2 |
2,765.0 |
2,765.0 |
2,751.6 |
|
| R1 |
2,757.0 |
2,757.0 |
2,750.3 |
2,754.0 |
| PP |
2,751.0 |
2,751.0 |
2,751.0 |
2,749.5 |
| S1 |
2,743.0 |
2,743.0 |
2,747.7 |
2,740.0 |
| S2 |
2,737.0 |
2,737.0 |
2,746.4 |
|
| S3 |
2,723.0 |
2,729.0 |
2,745.2 |
|
| S4 |
2,709.0 |
2,715.0 |
2,741.3 |
|
|
| 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% |
24.2 |
0.9% |
24% |
False |
False |
1,638 |
| 10 |
2,809.0 |
2,730.0 |
79.0 |
2.9% |
27.8 |
1.0% |
24% |
False |
False |
7,979 |
| 20 |
2,809.0 |
2,561.0 |
248.0 |
9.0% |
36.3 |
1.3% |
76% |
False |
False |
6,176 |
| 40 |
2,821.0 |
2,561.0 |
260.0 |
9.5% |
38.1 |
1.4% |
72% |
False |
False |
3,448 |
| 60 |
2,821.0 |
2,561.0 |
260.0 |
9.5% |
33.8 |
1.2% |
72% |
False |
False |
2,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,818.5 |
|
2.618 |
2,795.7 |
|
1.618 |
2,781.7 |
|
1.000 |
2,773.0 |
|
0.618 |
2,767.7 |
|
HIGH |
2,759.0 |
|
0.618 |
2,753.7 |
|
0.500 |
2,752.0 |
|
0.382 |
2,750.3 |
|
LOW |
2,745.0 |
|
0.618 |
2,736.3 |
|
1.000 |
2,731.0 |
|
1.618 |
2,722.3 |
|
2.618 |
2,708.3 |
|
4.250 |
2,685.5 |
|
|