| Trading Metrics calculated at close of trading on 14-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1,384.5 |
1,401.9 |
17.4 |
1.3% |
1,414.0 |
| High |
1,399.2 |
1,407.3 |
8.1 |
0.6% |
1,431.1 |
| Low |
1,384.5 |
1,391.8 |
7.3 |
0.5% |
1,372.0 |
| Close |
1,397.3 |
1,403.6 |
6.3 |
0.5% |
1,384.3 |
| Range |
14.7 |
15.5 |
0.8 |
5.4% |
59.1 |
| ATR |
23.3 |
22.7 |
-0.6 |
-2.4% |
0.0 |
| Volume |
193 |
381 |
188 |
97.4% |
4,602 |
|
| Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,447.4 |
1,441.0 |
1,412.1 |
|
| R3 |
1,431.9 |
1,425.5 |
1,407.9 |
|
| R2 |
1,416.4 |
1,416.4 |
1,406.4 |
|
| R1 |
1,410.0 |
1,410.0 |
1,405.0 |
1,413.2 |
| PP |
1,400.9 |
1,400.9 |
1,400.9 |
1,402.5 |
| S1 |
1,394.5 |
1,394.5 |
1,402.2 |
1,397.7 |
| S2 |
1,385.4 |
1,385.4 |
1,400.8 |
|
| S3 |
1,369.9 |
1,379.0 |
1,399.3 |
|
| S4 |
1,354.4 |
1,363.5 |
1,395.1 |
|
|
| 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 |
1,407.3 |
1,372.0 |
35.3 |
2.5% |
18.9 |
1.3% |
90% |
True |
False |
735 |
| 10 |
1,431.1 |
1,372.0 |
59.1 |
4.2% |
20.6 |
1.5% |
53% |
False |
False |
1,380 |
| 20 |
1,431.1 |
1,329.0 |
102.1 |
7.3% |
21.5 |
1.5% |
73% |
False |
False |
78,539 |
| 40 |
1,431.1 |
1,315.6 |
115.5 |
8.2% |
24.2 |
1.7% |
76% |
False |
False |
132,371 |
| 60 |
1,431.1 |
1,272.0 |
159.1 |
11.3% |
22.3 |
1.6% |
83% |
False |
False |
133,474 |
| 80 |
1,431.1 |
1,211.7 |
219.4 |
15.6% |
20.1 |
1.4% |
87% |
False |
False |
122,905 |
| 100 |
1,431.1 |
1,159.3 |
271.8 |
19.4% |
19.0 |
1.4% |
90% |
False |
False |
116,798 |
| 120 |
1,431.1 |
1,159.3 |
271.8 |
19.4% |
19.2 |
1.4% |
90% |
False |
False |
100,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,473.2 |
|
2.618 |
1,447.9 |
|
1.618 |
1,432.4 |
|
1.000 |
1,422.8 |
|
0.618 |
1,416.9 |
|
HIGH |
1,407.3 |
|
0.618 |
1,401.4 |
|
0.500 |
1,399.6 |
|
0.382 |
1,397.7 |
|
LOW |
1,391.8 |
|
0.618 |
1,382.2 |
|
1.000 |
1,376.3 |
|
1.618 |
1,366.7 |
|
2.618 |
1,351.2 |
|
4.250 |
1,325.9 |
|
|
| Fisher Pivots for day following 14-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,402.3 |
1,399.1 |
| PP |
1,400.9 |
1,394.7 |
| S1 |
1,399.6 |
1,390.2 |
|