| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2010 |
29-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,759.0 |
2,753.0 |
-6.0 |
-0.2% |
2,747.0 |
| High |
2,759.0 |
2,774.0 |
15.0 |
0.5% |
2,809.0 |
| Low |
2,745.0 |
2,753.0 |
8.0 |
0.3% |
2,747.0 |
| Close |
2,749.0 |
2,764.0 |
15.0 |
0.5% |
2,788.0 |
| Range |
14.0 |
21.0 |
7.0 |
50.0% |
62.0 |
| ATR |
38.2 |
37.2 |
-0.9 |
-2.5% |
0.0 |
| Volume |
81 |
88 |
7 |
8.6% |
12,185 |
|
| Daily Pivots for day following 29-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,826.7 |
2,816.3 |
2,775.6 |
|
| R3 |
2,805.7 |
2,795.3 |
2,769.8 |
|
| R2 |
2,784.7 |
2,784.7 |
2,767.9 |
|
| R1 |
2,774.3 |
2,774.3 |
2,765.9 |
2,779.5 |
| PP |
2,763.7 |
2,763.7 |
2,763.7 |
2,766.3 |
| S1 |
2,753.3 |
2,753.3 |
2,762.1 |
2,758.5 |
| S2 |
2,742.7 |
2,742.7 |
2,760.2 |
|
| S3 |
2,721.7 |
2,732.3 |
2,758.2 |
|
| S4 |
2,700.7 |
2,711.3 |
2,752.5 |
|
|
| 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 |
2,807.0 |
2,730.0 |
77.0 |
2.8% |
23.0 |
0.8% |
44% |
False |
False |
1,634 |
| 10 |
2,809.0 |
2,730.0 |
79.0 |
2.9% |
27.4 |
1.0% |
43% |
False |
False |
6,046 |
| 20 |
2,809.0 |
2,591.0 |
218.0 |
7.9% |
35.0 |
1.3% |
79% |
False |
False |
5,972 |
| 40 |
2,821.0 |
2,561.0 |
260.0 |
9.4% |
37.8 |
1.4% |
78% |
False |
False |
3,450 |
| 60 |
2,821.0 |
2,561.0 |
260.0 |
9.4% |
33.0 |
1.2% |
78% |
False |
False |
2,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,863.3 |
|
2.618 |
2,829.0 |
|
1.618 |
2,808.0 |
|
1.000 |
2,795.0 |
|
0.618 |
2,787.0 |
|
HIGH |
2,774.0 |
|
0.618 |
2,766.0 |
|
0.500 |
2,763.5 |
|
0.382 |
2,761.0 |
|
LOW |
2,753.0 |
|
0.618 |
2,740.0 |
|
1.000 |
2,732.0 |
|
1.618 |
2,719.0 |
|
2.618 |
2,698.0 |
|
4.250 |
2,663.8 |
|
|