| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2010 |
03-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,207.50 |
2,220.00 |
12.50 |
0.6% |
2,220.00 |
| High |
2,225.25 |
2,263.75 |
38.50 |
1.7% |
2,232.50 |
| Low |
2,202.50 |
2,217.25 |
14.75 |
0.7% |
2,202.50 |
| Close |
2,212.75 |
2,247.25 |
34.50 |
1.6% |
2,212.75 |
| Range |
22.75 |
46.50 |
23.75 |
104.4% |
30.00 |
| ATR |
15.78 |
18.30 |
2.52 |
15.9% |
0.00 |
| Volume |
14 |
90 |
76 |
542.9% |
128 |
|
| Daily Pivots for day following 03-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,382.25 |
2,361.25 |
2,272.75 |
|
| R3 |
2,335.75 |
2,314.75 |
2,260.00 |
|
| R2 |
2,289.25 |
2,289.25 |
2,255.75 |
|
| R1 |
2,268.25 |
2,268.25 |
2,251.50 |
2,278.75 |
| PP |
2,242.75 |
2,242.75 |
2,242.75 |
2,248.00 |
| S1 |
2,221.75 |
2,221.75 |
2,243.00 |
2,232.25 |
| S2 |
2,196.25 |
2,196.25 |
2,238.75 |
|
| S3 |
2,149.75 |
2,175.25 |
2,234.50 |
|
| S4 |
2,103.25 |
2,128.75 |
2,221.75 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,306.00 |
2,289.25 |
2,229.25 |
|
| R3 |
2,276.00 |
2,259.25 |
2,221.00 |
|
| R2 |
2,246.00 |
2,246.00 |
2,218.25 |
|
| R1 |
2,229.25 |
2,229.25 |
2,215.50 |
2,222.50 |
| PP |
2,216.00 |
2,216.00 |
2,216.00 |
2,212.50 |
| S1 |
2,199.25 |
2,199.25 |
2,210.00 |
2,192.50 |
| S2 |
2,186.00 |
2,186.00 |
2,207.25 |
|
| S3 |
2,156.00 |
2,169.25 |
2,204.50 |
|
| S4 |
2,126.00 |
2,139.25 |
2,196.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,263.75 |
2,202.50 |
61.25 |
2.7% |
20.00 |
0.9% |
73% |
True |
False |
30 |
| 10 |
2,263.75 |
2,202.50 |
61.25 |
2.7% |
19.00 |
0.8% |
73% |
True |
False |
68 |
| 20 |
2,263.75 |
2,175.00 |
88.75 |
3.9% |
13.25 |
0.6% |
81% |
True |
False |
35 |
| 40 |
2,263.75 |
2,092.50 |
171.25 |
7.6% |
8.50 |
0.4% |
90% |
True |
False |
18 |
| 60 |
2,263.75 |
2,015.00 |
248.75 |
11.1% |
6.50 |
0.3% |
93% |
True |
False |
12 |
| 80 |
2,263.75 |
1,884.75 |
379.00 |
16.9% |
5.50 |
0.2% |
96% |
True |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,461.50 |
|
2.618 |
2,385.50 |
|
1.618 |
2,339.00 |
|
1.000 |
2,310.25 |
|
0.618 |
2,292.50 |
|
HIGH |
2,263.75 |
|
0.618 |
2,246.00 |
|
0.500 |
2,240.50 |
|
0.382 |
2,235.00 |
|
LOW |
2,217.25 |
|
0.618 |
2,188.50 |
|
1.000 |
2,170.75 |
|
1.618 |
2,142.00 |
|
2.618 |
2,095.50 |
|
4.250 |
2,019.50 |
|
|