| 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 |
2,849.0 |
2,859.0 |
10.0 |
0.4% |
2,790.0 |
| High |
2,869.0 |
2,869.0 |
0.0 |
0.0% |
2,859.0 |
| Low |
2,841.0 |
2,842.0 |
1.0 |
0.0% |
2,755.0 |
| Close |
2,855.0 |
2,860.0 |
5.0 |
0.2% |
2,839.0 |
| Range |
28.0 |
27.0 |
-1.0 |
-3.6% |
104.0 |
| ATR |
54.1 |
52.2 |
-1.9 |
-3.6% |
0.0 |
| Volume |
1,381,187 |
1,719,253 |
338,066 |
24.5% |
4,613,012 |
|
| Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,938.0 |
2,926.0 |
2,874.9 |
|
| R3 |
2,911.0 |
2,899.0 |
2,867.4 |
|
| R2 |
2,884.0 |
2,884.0 |
2,865.0 |
|
| R1 |
2,872.0 |
2,872.0 |
2,862.5 |
2,878.0 |
| PP |
2,857.0 |
2,857.0 |
2,857.0 |
2,860.0 |
| S1 |
2,845.0 |
2,845.0 |
2,857.5 |
2,851.0 |
| S2 |
2,830.0 |
2,830.0 |
2,855.1 |
|
| S3 |
2,803.0 |
2,818.0 |
2,852.6 |
|
| S4 |
2,776.0 |
2,791.0 |
2,845.2 |
|
|
| 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 |
2,779.0 |
90.0 |
3.1% |
33.0 |
1.2% |
90% |
True |
False |
1,251,510 |
| 10 |
2,869.0 |
2,664.0 |
205.0 |
7.2% |
46.9 |
1.6% |
96% |
True |
False |
1,057,701 |
| 20 |
2,894.0 |
2,633.0 |
261.0 |
9.1% |
54.3 |
1.9% |
87% |
False |
False |
1,067,987 |
| 40 |
2,898.0 |
2,633.0 |
265.0 |
9.3% |
50.7 |
1.8% |
86% |
False |
False |
998,761 |
| 60 |
2,898.0 |
2,633.0 |
265.0 |
9.3% |
51.8 |
1.8% |
86% |
False |
False |
978,593 |
| 80 |
2,898.0 |
2,537.0 |
361.0 |
12.6% |
51.1 |
1.8% |
89% |
False |
False |
824,023 |
| 100 |
2,898.0 |
2,537.0 |
361.0 |
12.6% |
50.9 |
1.8% |
89% |
False |
False |
659,541 |
| 120 |
2,898.0 |
2,481.0 |
417.0 |
14.6% |
52.7 |
1.8% |
91% |
False |
False |
549,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,983.8 |
|
2.618 |
2,939.7 |
|
1.618 |
2,912.7 |
|
1.000 |
2,896.0 |
|
0.618 |
2,885.7 |
|
HIGH |
2,869.0 |
|
0.618 |
2,858.7 |
|
0.500 |
2,855.5 |
|
0.382 |
2,852.3 |
|
LOW |
2,842.0 |
|
0.618 |
2,825.3 |
|
1.000 |
2,815.0 |
|
1.618 |
2,798.3 |
|
2.618 |
2,771.3 |
|
4.250 |
2,727.3 |
|
|
| Fisher Pivots for day following 14-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,858.5 |
2,856.8 |
| PP |
2,857.0 |
2,853.7 |
| S1 |
2,855.5 |
2,850.5 |
|