| Trading Metrics calculated at close of trading on 13-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1,388.9 |
1,384.5 |
-4.4 |
-0.3% |
1,414.0 |
| High |
1,392.0 |
1,399.2 |
7.2 |
0.5% |
1,431.1 |
| Low |
1,373.1 |
1,384.5 |
11.4 |
0.8% |
1,372.0 |
| Close |
1,384.3 |
1,397.3 |
13.0 |
0.9% |
1,384.3 |
| Range |
18.9 |
14.7 |
-4.2 |
-22.2% |
59.1 |
| ATR |
23.9 |
23.3 |
-0.6 |
-2.7% |
0.0 |
| Volume |
457 |
193 |
-264 |
-57.8% |
4,602 |
|
| Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,437.8 |
1,432.2 |
1,405.4 |
|
| R3 |
1,423.1 |
1,417.5 |
1,401.3 |
|
| R2 |
1,408.4 |
1,408.4 |
1,400.0 |
|
| R1 |
1,402.8 |
1,402.8 |
1,398.6 |
1,405.6 |
| PP |
1,393.7 |
1,393.7 |
1,393.7 |
1,395.1 |
| S1 |
1,388.1 |
1,388.1 |
1,396.0 |
1,390.9 |
| S2 |
1,379.0 |
1,379.0 |
1,394.6 |
|
| S3 |
1,364.3 |
1,373.4 |
1,393.3 |
|
| S4 |
1,349.6 |
1,358.7 |
1,389.2 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,573.1 |
1,537.8 |
1,416.8 |
|
| R3 |
1,514.0 |
1,478.7 |
1,400.6 |
|
| R2 |
1,454.9 |
1,454.9 |
1,395.1 |
|
| R1 |
1,419.6 |
1,419.6 |
1,389.7 |
1,407.7 |
| PP |
1,395.8 |
1,395.8 |
1,395.8 |
1,389.9 |
| S1 |
1,360.5 |
1,360.5 |
1,378.9 |
1,348.6 |
| S2 |
1,336.7 |
1,336.7 |
1,373.5 |
|
| S3 |
1,277.6 |
1,301.4 |
1,368.0 |
|
| S4 |
1,218.5 |
1,242.3 |
1,351.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,431.1 |
1,372.0 |
59.1 |
4.2% |
22.4 |
1.6% |
43% |
False |
False |
832 |
| 10 |
1,431.1 |
1,362.8 |
68.3 |
4.9% |
21.8 |
1.6% |
51% |
False |
False |
2,478 |
| 20 |
1,431.1 |
1,329.0 |
102.1 |
7.3% |
21.8 |
1.6% |
67% |
False |
False |
87,777 |
| 40 |
1,431.1 |
1,315.6 |
115.5 |
8.3% |
24.4 |
1.7% |
71% |
False |
False |
135,574 |
| 60 |
1,431.1 |
1,272.0 |
159.1 |
11.4% |
22.2 |
1.6% |
79% |
False |
False |
134,707 |
| 80 |
1,431.1 |
1,211.7 |
219.4 |
15.7% |
20.1 |
1.4% |
85% |
False |
False |
123,773 |
| 100 |
1,431.1 |
1,159.3 |
271.8 |
19.5% |
19.0 |
1.4% |
88% |
False |
False |
117,242 |
| 120 |
1,431.1 |
1,159.3 |
271.8 |
19.5% |
19.2 |
1.4% |
88% |
False |
False |
100,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,461.7 |
|
2.618 |
1,437.7 |
|
1.618 |
1,423.0 |
|
1.000 |
1,413.9 |
|
0.618 |
1,408.3 |
|
HIGH |
1,399.2 |
|
0.618 |
1,393.6 |
|
0.500 |
1,391.9 |
|
0.382 |
1,390.1 |
|
LOW |
1,384.5 |
|
0.618 |
1,375.4 |
|
1.000 |
1,369.8 |
|
1.618 |
1,360.7 |
|
2.618 |
1,346.0 |
|
4.250 |
1,322.0 |
|
|
| Fisher Pivots for day following 13-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,395.5 |
1,393.6 |
| PP |
1,393.7 |
1,389.9 |
| S1 |
1,391.9 |
1,386.2 |
|