| 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 |
2,856.0 |
2,849.0 |
-7.0 |
-0.2% |
2,790.0 |
| High |
2,859.0 |
2,869.0 |
10.0 |
0.3% |
2,859.0 |
| Low |
2,832.0 |
2,841.0 |
9.0 |
0.3% |
2,755.0 |
| Close |
2,839.0 |
2,855.0 |
16.0 |
0.6% |
2,839.0 |
| Range |
27.0 |
28.0 |
1.0 |
3.7% |
104.0 |
| ATR |
56.0 |
54.1 |
-1.9 |
-3.3% |
0.0 |
| Volume |
833,629 |
1,381,187 |
547,558 |
65.7% |
4,613,012 |
|
| Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,939.0 |
2,925.0 |
2,870.4 |
|
| R3 |
2,911.0 |
2,897.0 |
2,862.7 |
|
| R2 |
2,883.0 |
2,883.0 |
2,860.1 |
|
| R1 |
2,869.0 |
2,869.0 |
2,857.6 |
2,876.0 |
| PP |
2,855.0 |
2,855.0 |
2,855.0 |
2,858.5 |
| S1 |
2,841.0 |
2,841.0 |
2,852.4 |
2,848.0 |
| S2 |
2,827.0 |
2,827.0 |
2,849.9 |
|
| S3 |
2,799.0 |
2,813.0 |
2,847.3 |
|
| S4 |
2,771.0 |
2,785.0 |
2,839.6 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,129.7 |
3,088.3 |
2,896.2 |
|
| R3 |
3,025.7 |
2,984.3 |
2,867.6 |
|
| R2 |
2,921.7 |
2,921.7 |
2,858.1 |
|
| R1 |
2,880.3 |
2,880.3 |
2,848.5 |
2,901.0 |
| PP |
2,817.7 |
2,817.7 |
2,817.7 |
2,828.0 |
| S1 |
2,776.3 |
2,776.3 |
2,829.5 |
2,797.0 |
| S2 |
2,713.7 |
2,713.7 |
2,819.9 |
|
| S3 |
2,609.7 |
2,672.3 |
2,810.4 |
|
| S4 |
2,505.7 |
2,568.3 |
2,781.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,869.0 |
2,771.0 |
98.0 |
3.4% |
38.4 |
1.3% |
86% |
True |
False |
1,198,839 |
| 10 |
2,869.0 |
2,633.0 |
236.0 |
8.3% |
49.3 |
1.7% |
94% |
True |
False |
1,106,152 |
| 20 |
2,894.0 |
2,633.0 |
261.0 |
9.1% |
56.1 |
2.0% |
85% |
False |
False |
1,039,317 |
| 40 |
2,898.0 |
2,633.0 |
265.0 |
9.3% |
51.2 |
1.8% |
84% |
False |
False |
975,748 |
| 60 |
2,898.0 |
2,633.0 |
265.0 |
9.3% |
52.3 |
1.8% |
84% |
False |
False |
967,272 |
| 80 |
2,898.0 |
2,537.0 |
361.0 |
12.6% |
51.2 |
1.8% |
88% |
False |
False |
802,547 |
| 100 |
2,898.0 |
2,537.0 |
361.0 |
12.6% |
51.0 |
1.8% |
88% |
False |
False |
642,357 |
| 120 |
2,898.0 |
2,481.0 |
417.0 |
14.6% |
52.9 |
1.9% |
90% |
False |
False |
535,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,988.0 |
|
2.618 |
2,942.3 |
|
1.618 |
2,914.3 |
|
1.000 |
2,897.0 |
|
0.618 |
2,886.3 |
|
HIGH |
2,869.0 |
|
0.618 |
2,858.3 |
|
0.500 |
2,855.0 |
|
0.382 |
2,851.7 |
|
LOW |
2,841.0 |
|
0.618 |
2,823.7 |
|
1.000 |
2,813.0 |
|
1.618 |
2,795.7 |
|
2.618 |
2,767.7 |
|
4.250 |
2,722.0 |
|
|
| Fisher Pivots for day following 13-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,855.0 |
2,852.3 |
| PP |
2,855.0 |
2,849.7 |
| S1 |
2,855.0 |
2,847.0 |
|