| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2010 |
30-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,753.0 |
2,766.0 |
13.0 |
0.5% |
2,747.0 |
| High |
2,774.0 |
2,767.0 |
-7.0 |
-0.3% |
2,809.0 |
| Low |
2,753.0 |
2,711.0 |
-42.0 |
-1.5% |
2,747.0 |
| Close |
2,764.0 |
2,719.0 |
-45.0 |
-1.6% |
2,788.0 |
| Range |
21.0 |
56.0 |
35.0 |
166.7% |
62.0 |
| ATR |
37.2 |
38.6 |
1.3 |
3.6% |
0.0 |
| Volume |
88 |
1,044 |
956 |
1,086.4% |
12,185 |
|
| Daily Pivots for day following 30-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,900.3 |
2,865.7 |
2,749.8 |
|
| R3 |
2,844.3 |
2,809.7 |
2,734.4 |
|
| R2 |
2,788.3 |
2,788.3 |
2,729.3 |
|
| R1 |
2,753.7 |
2,753.7 |
2,724.1 |
2,743.0 |
| PP |
2,732.3 |
2,732.3 |
2,732.3 |
2,727.0 |
| S1 |
2,697.7 |
2,697.7 |
2,713.9 |
2,687.0 |
| S2 |
2,676.3 |
2,676.3 |
2,708.7 |
|
| S3 |
2,620.3 |
2,641.7 |
2,703.6 |
|
| S4 |
2,564.3 |
2,585.7 |
2,688.2 |
|
|
| 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 |
2,801.0 |
2,711.0 |
90.0 |
3.3% |
31.6 |
1.2% |
9% |
False |
True |
286 |
| 10 |
2,809.0 |
2,711.0 |
98.0 |
3.6% |
30.8 |
1.1% |
8% |
False |
True |
4,965 |
| 20 |
2,809.0 |
2,635.0 |
174.0 |
6.4% |
34.4 |
1.3% |
48% |
False |
False |
5,929 |
| 40 |
2,821.0 |
2,561.0 |
260.0 |
9.6% |
38.0 |
1.4% |
61% |
False |
False |
3,450 |
| 60 |
2,821.0 |
2,561.0 |
260.0 |
9.6% |
33.5 |
1.2% |
61% |
False |
False |
2,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,005.0 |
|
2.618 |
2,913.6 |
|
1.618 |
2,857.6 |
|
1.000 |
2,823.0 |
|
0.618 |
2,801.6 |
|
HIGH |
2,767.0 |
|
0.618 |
2,745.6 |
|
0.500 |
2,739.0 |
|
0.382 |
2,732.4 |
|
LOW |
2,711.0 |
|
0.618 |
2,676.4 |
|
1.000 |
2,655.0 |
|
1.618 |
2,620.4 |
|
2.618 |
2,564.4 |
|
4.250 |
2,473.0 |
|
|