| Trading Metrics calculated at close of trading on 16-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2010 |
16-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1,394.0 |
1,380.9 |
-13.1 |
-0.9% |
1,414.0 |
| High |
1,394.0 |
1,385.0 |
-9.0 |
-0.6% |
1,431.1 |
| Low |
1,379.5 |
1,362.5 |
-17.0 |
-1.2% |
1,372.0 |
| Close |
1,385.5 |
1,370.4 |
-15.1 |
-1.1% |
1,384.3 |
| Range |
14.5 |
22.5 |
8.0 |
55.2% |
59.1 |
| ATR |
22.8 |
22.8 |
0.0 |
0.1% |
0.0 |
| Volume |
215 |
219 |
4 |
1.9% |
4,602 |
|
| Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,440.1 |
1,427.8 |
1,382.8 |
|
| R3 |
1,417.6 |
1,405.3 |
1,376.6 |
|
| R2 |
1,395.1 |
1,395.1 |
1,374.5 |
|
| R1 |
1,382.8 |
1,382.8 |
1,372.5 |
1,377.7 |
| PP |
1,372.6 |
1,372.6 |
1,372.6 |
1,370.1 |
| S1 |
1,360.3 |
1,360.3 |
1,368.3 |
1,355.2 |
| S2 |
1,350.1 |
1,350.1 |
1,366.3 |
|
| S3 |
1,327.6 |
1,337.8 |
1,364.2 |
|
| S4 |
1,305.1 |
1,315.3 |
1,358.0 |
|
|
| 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 |
1,362.5 |
44.8 |
3.3% |
17.2 |
1.3% |
18% |
False |
True |
293 |
| 10 |
1,431.1 |
1,362.5 |
68.6 |
5.0% |
21.3 |
1.6% |
12% |
False |
True |
795 |
| 20 |
1,431.1 |
1,334.0 |
97.1 |
7.1% |
20.9 |
1.5% |
37% |
False |
False |
56,696 |
| 40 |
1,431.1 |
1,315.6 |
115.5 |
8.4% |
23.7 |
1.7% |
47% |
False |
False |
122,554 |
| 60 |
1,431.1 |
1,276.2 |
154.9 |
11.3% |
22.4 |
1.6% |
61% |
False |
False |
129,206 |
| 80 |
1,431.1 |
1,230.9 |
200.2 |
14.6% |
20.1 |
1.5% |
70% |
False |
False |
120,587 |
| 100 |
1,431.1 |
1,159.3 |
271.8 |
19.8% |
18.9 |
1.4% |
78% |
False |
False |
115,229 |
| 120 |
1,431.1 |
1,159.3 |
271.8 |
19.8% |
19.1 |
1.4% |
78% |
False |
False |
100,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,480.6 |
|
2.618 |
1,443.9 |
|
1.618 |
1,421.4 |
|
1.000 |
1,407.5 |
|
0.618 |
1,398.9 |
|
HIGH |
1,385.0 |
|
0.618 |
1,376.4 |
|
0.500 |
1,373.8 |
|
0.382 |
1,371.1 |
|
LOW |
1,362.5 |
|
0.618 |
1,348.6 |
|
1.000 |
1,340.0 |
|
1.618 |
1,326.1 |
|
2.618 |
1,303.6 |
|
4.250 |
1,266.9 |
|
|
| Fisher Pivots for day following 16-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,373.8 |
1,384.9 |
| PP |
1,372.6 |
1,380.1 |
| S1 |
1,371.5 |
1,375.2 |
|