| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2010 |
03-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,766.0 |
2,738.0 |
-28.0 |
-1.0% |
2,775.0 |
| High |
2,767.0 |
2,771.0 |
4.0 |
0.1% |
2,775.0 |
| Low |
2,711.0 |
2,735.0 |
24.0 |
0.9% |
2,711.0 |
| Close |
2,719.0 |
2,759.0 |
40.0 |
1.5% |
2,719.0 |
| Range |
56.0 |
36.0 |
-20.0 |
-35.7% |
64.0 |
| ATR |
38.6 |
39.5 |
1.0 |
2.5% |
0.0 |
| Volume |
1,044 |
110 |
-934 |
-89.5% |
1,303 |
|
| Daily Pivots for day following 03-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,863.0 |
2,847.0 |
2,778.8 |
|
| R3 |
2,827.0 |
2,811.0 |
2,768.9 |
|
| R2 |
2,791.0 |
2,791.0 |
2,765.6 |
|
| R1 |
2,775.0 |
2,775.0 |
2,762.3 |
2,783.0 |
| PP |
2,755.0 |
2,755.0 |
2,755.0 |
2,759.0 |
| S1 |
2,739.0 |
2,739.0 |
2,755.7 |
2,747.0 |
| S2 |
2,719.0 |
2,719.0 |
2,752.4 |
|
| S3 |
2,683.0 |
2,703.0 |
2,749.1 |
|
| S4 |
2,647.0 |
2,667.0 |
2,739.2 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,927.0 |
2,887.0 |
2,754.2 |
|
| R3 |
2,863.0 |
2,823.0 |
2,736.6 |
|
| R2 |
2,799.0 |
2,799.0 |
2,730.7 |
|
| R1 |
2,759.0 |
2,759.0 |
2,724.9 |
2,747.0 |
| PP |
2,735.0 |
2,735.0 |
2,735.0 |
2,729.0 |
| S1 |
2,695.0 |
2,695.0 |
2,713.1 |
2,683.0 |
| S2 |
2,671.0 |
2,671.0 |
2,707.3 |
|
| S3 |
2,607.0 |
2,631.0 |
2,701.4 |
|
| S4 |
2,543.0 |
2,567.0 |
2,683.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,775.0 |
2,711.0 |
64.0 |
2.3% |
34.4 |
1.2% |
75% |
False |
False |
282 |
| 10 |
2,809.0 |
2,711.0 |
98.0 |
3.6% |
31.3 |
1.1% |
49% |
False |
False |
2,087 |
| 20 |
2,809.0 |
2,682.0 |
127.0 |
4.6% |
32.0 |
1.2% |
61% |
False |
False |
5,771 |
| 40 |
2,821.0 |
2,561.0 |
260.0 |
9.4% |
38.2 |
1.4% |
76% |
False |
False |
3,448 |
| 60 |
2,821.0 |
2,561.0 |
260.0 |
9.4% |
33.4 |
1.2% |
76% |
False |
False |
2,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,924.0 |
|
2.618 |
2,865.2 |
|
1.618 |
2,829.2 |
|
1.000 |
2,807.0 |
|
0.618 |
2,793.2 |
|
HIGH |
2,771.0 |
|
0.618 |
2,757.2 |
|
0.500 |
2,753.0 |
|
0.382 |
2,748.8 |
|
LOW |
2,735.0 |
|
0.618 |
2,712.8 |
|
1.000 |
2,699.0 |
|
1.618 |
2,676.8 |
|
2.618 |
2,640.8 |
|
4.250 |
2,582.0 |
|
|