| 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 |
2,859.0 |
2,848.0 |
-11.0 |
-0.4% |
2,790.0 |
| High |
2,869.0 |
2,852.0 |
-17.0 |
-0.6% |
2,859.0 |
| Low |
2,842.0 |
2,825.0 |
-17.0 |
-0.6% |
2,755.0 |
| Close |
2,860.0 |
2,845.0 |
-15.0 |
-0.5% |
2,839.0 |
| Range |
27.0 |
27.0 |
0.0 |
0.0% |
104.0 |
| ATR |
52.2 |
51.0 |
-1.2 |
-2.4% |
0.0 |
| Volume |
1,719,253 |
1,948,922 |
229,669 |
13.4% |
4,613,012 |
|
| Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,921.7 |
2,910.3 |
2,859.9 |
|
| R3 |
2,894.7 |
2,883.3 |
2,852.4 |
|
| R2 |
2,867.7 |
2,867.7 |
2,850.0 |
|
| R1 |
2,856.3 |
2,856.3 |
2,847.5 |
2,848.5 |
| PP |
2,840.7 |
2,840.7 |
2,840.7 |
2,836.8 |
| S1 |
2,829.3 |
2,829.3 |
2,842.5 |
2,821.5 |
| S2 |
2,813.7 |
2,813.7 |
2,840.1 |
|
| S3 |
2,786.7 |
2,802.3 |
2,837.6 |
|
| S4 |
2,759.7 |
2,775.3 |
2,830.2 |
|
|
| 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 |
2,825.0 |
44.0 |
1.5% |
26.8 |
0.9% |
45% |
False |
True |
1,422,752 |
| 10 |
2,869.0 |
2,703.0 |
166.0 |
5.8% |
42.2 |
1.5% |
86% |
False |
False |
1,088,320 |
| 20 |
2,894.0 |
2,633.0 |
261.0 |
9.2% |
52.7 |
1.9% |
81% |
False |
False |
1,165,433 |
| 40 |
2,898.0 |
2,633.0 |
265.0 |
9.3% |
50.0 |
1.8% |
80% |
False |
False |
1,047,484 |
| 60 |
2,898.0 |
2,633.0 |
265.0 |
9.3% |
51.5 |
1.8% |
80% |
False |
False |
990,345 |
| 80 |
2,898.0 |
2,537.0 |
361.0 |
12.7% |
50.6 |
1.8% |
85% |
False |
False |
848,375 |
| 100 |
2,898.0 |
2,537.0 |
361.0 |
12.7% |
50.7 |
1.8% |
85% |
False |
False |
679,003 |
| 120 |
2,898.0 |
2,481.0 |
417.0 |
14.7% |
52.2 |
1.8% |
87% |
False |
False |
566,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,966.8 |
|
2.618 |
2,922.7 |
|
1.618 |
2,895.7 |
|
1.000 |
2,879.0 |
|
0.618 |
2,868.7 |
|
HIGH |
2,852.0 |
|
0.618 |
2,841.7 |
|
0.500 |
2,838.5 |
|
0.382 |
2,835.3 |
|
LOW |
2,825.0 |
|
0.618 |
2,808.3 |
|
1.000 |
2,798.0 |
|
1.618 |
2,781.3 |
|
2.618 |
2,754.3 |
|
4.250 |
2,710.3 |
|
|
| Fisher Pivots for day following 15-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,842.8 |
2,847.0 |
| PP |
2,840.7 |
2,846.3 |
| S1 |
2,838.5 |
2,845.7 |
|