Day Change Summary |
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Previous |
Current |
|
|
|
|
23-Dec-2010 |
27-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1,250.00 |
1,243.00 |
-7.00 |
-0.6% |
1,234.75 |
High |
1,250.50 |
1,248.75 |
-1.75 |
-0.1% |
1,250.50 |
Low |
1,244.75 |
1,241.00 |
-3.75 |
-0.3% |
1,229.50 |
Close |
1,248.00 |
1,248.25 |
0.25 |
0.0% |
1,248.00 |
Range |
5.75 |
7.75 |
2.00 |
34.8% |
21.00 |
ATR |
11.61 |
11.33 |
-0.28 |
-2.4% |
0.00 |
Volume |
297 |
272 |
-25 |
-8.4% |
2,553 |
|
Daily Pivots for day following 27-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,269.25 |
1,266.50 |
1,252.50 |
|
R3 |
1,261.50 |
1,258.75 |
1,250.50 |
|
R2 |
1,253.75 |
1,253.75 |
1,249.75 |
|
R1 |
1,251.00 |
1,251.00 |
1,249.00 |
1,252.50 |
PP |
1,246.00 |
1,246.00 |
1,246.00 |
1,246.75 |
S1 |
1,243.25 |
1,243.25 |
1,247.50 |
1,244.50 |
S2 |
1,238.25 |
1,238.25 |
1,246.75 |
|
S3 |
1,230.50 |
1,235.50 |
1,246.00 |
|
S4 |
1,222.75 |
1,227.75 |
1,244.00 |
|
|
Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,305.75 |
1,297.75 |
1,259.50 |
|
R3 |
1,284.75 |
1,276.75 |
1,253.75 |
|
R2 |
1,263.75 |
1,263.75 |
1,251.75 |
|
R1 |
1,255.75 |
1,255.75 |
1,250.00 |
1,259.75 |
PP |
1,242.75 |
1,242.75 |
1,242.75 |
1,244.50 |
S1 |
1,234.75 |
1,234.75 |
1,246.00 |
1,238.75 |
S2 |
1,221.75 |
1,221.75 |
1,244.25 |
|
S3 |
1,200.75 |
1,213.75 |
1,242.25 |
|
S4 |
1,179.75 |
1,192.75 |
1,236.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,250.50 |
1,229.50 |
21.00 |
1.7% |
8.00 |
0.6% |
89% |
False |
False |
565 |
10 |
1,250.50 |
1,224.00 |
26.50 |
2.1% |
8.25 |
0.7% |
92% |
False |
False |
473 |
20 |
1,250.50 |
1,163.00 |
87.50 |
7.0% |
11.75 |
0.9% |
97% |
False |
False |
260 |
40 |
1,250.50 |
1,161.50 |
89.00 |
7.1% |
13.00 |
1.0% |
97% |
False |
False |
137 |
60 |
1,250.50 |
1,117.50 |
133.00 |
10.7% |
13.25 |
1.1% |
98% |
False |
False |
94 |
80 |
1,250.50 |
1,067.50 |
183.00 |
14.7% |
12.50 |
1.0% |
99% |
False |
False |
72 |
100 |
1,250.50 |
1,030.50 |
220.00 |
17.6% |
10.25 |
0.8% |
99% |
False |
False |
63 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,281.75 |
2.618 |
1,269.00 |
1.618 |
1,261.25 |
1.000 |
1,256.50 |
0.618 |
1,253.50 |
HIGH |
1,248.75 |
0.618 |
1,245.75 |
0.500 |
1,245.00 |
0.382 |
1,244.00 |
LOW |
1,241.00 |
0.618 |
1,236.25 |
1.000 |
1,233.25 |
1.618 |
1,228.50 |
2.618 |
1,220.75 |
4.250 |
1,208.00 |
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