| Trading Metrics calculated at close of trading on 15-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1,401.9 |
1,394.0 |
-7.9 |
-0.6% |
1,414.0 |
| High |
1,407.3 |
1,394.0 |
-13.3 |
-0.9% |
1,431.1 |
| Low |
1,391.8 |
1,379.5 |
-12.3 |
-0.9% |
1,372.0 |
| Close |
1,403.6 |
1,385.5 |
-18.1 |
-1.3% |
1,384.3 |
| Range |
15.5 |
14.5 |
-1.0 |
-6.5% |
59.1 |
| ATR |
22.7 |
22.8 |
0.1 |
0.4% |
0.0 |
| Volume |
381 |
215 |
-166 |
-43.6% |
4,602 |
|
| Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,429.8 |
1,422.2 |
1,393.5 |
|
| R3 |
1,415.3 |
1,407.7 |
1,389.5 |
|
| R2 |
1,400.8 |
1,400.8 |
1,388.2 |
|
| R1 |
1,393.2 |
1,393.2 |
1,386.8 |
1,389.8 |
| PP |
1,386.3 |
1,386.3 |
1,386.3 |
1,384.6 |
| S1 |
1,378.7 |
1,378.7 |
1,384.2 |
1,375.3 |
| S2 |
1,371.8 |
1,371.8 |
1,382.8 |
|
| S3 |
1,357.3 |
1,364.2 |
1,381.5 |
|
| S4 |
1,342.8 |
1,349.7 |
1,377.5 |
|
|
| 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 |
1,373.1 |
34.2 |
2.5% |
15.5 |
1.1% |
36% |
False |
False |
443 |
| 10 |
1,431.1 |
1,372.0 |
59.1 |
4.3% |
20.6 |
1.5% |
23% |
False |
False |
928 |
| 20 |
1,431.1 |
1,330.1 |
101.0 |
7.3% |
20.5 |
1.5% |
55% |
False |
False |
64,563 |
| 40 |
1,431.1 |
1,315.6 |
115.5 |
8.3% |
23.5 |
1.7% |
61% |
False |
False |
126,285 |
| 60 |
1,431.1 |
1,276.2 |
154.9 |
11.2% |
22.2 |
1.6% |
71% |
False |
False |
131,128 |
| 80 |
1,431.1 |
1,211.7 |
219.4 |
15.8% |
20.2 |
1.5% |
79% |
False |
False |
122,214 |
| 100 |
1,431.1 |
1,159.3 |
271.8 |
19.6% |
19.0 |
1.4% |
83% |
False |
False |
116,303 |
| 120 |
1,431.1 |
1,159.3 |
271.8 |
19.6% |
19.1 |
1.4% |
83% |
False |
False |
100,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,455.6 |
|
2.618 |
1,432.0 |
|
1.618 |
1,417.5 |
|
1.000 |
1,408.5 |
|
0.618 |
1,403.0 |
|
HIGH |
1,394.0 |
|
0.618 |
1,388.5 |
|
0.500 |
1,386.8 |
|
0.382 |
1,385.0 |
|
LOW |
1,379.5 |
|
0.618 |
1,370.5 |
|
1.000 |
1,365.0 |
|
1.618 |
1,356.0 |
|
2.618 |
1,341.5 |
|
4.250 |
1,317.9 |
|
|
| Fisher Pivots for day following 15-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,386.8 |
1,393.4 |
| PP |
1,386.3 |
1,390.8 |
| S1 |
1,385.9 |
1,388.1 |
|