| Trading Metrics calculated at close of trading on 17-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2010 |
17-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,840.0 |
2,850.0 |
10.0 |
0.4% |
2,849.0 |
| High |
2,855.0 |
2,858.0 |
3.0 |
0.1% |
2,869.0 |
| Low |
2,823.0 |
2,835.0 |
12.0 |
0.4% |
2,823.0 |
| Close |
2,844.0 |
2,837.7 |
-6.3 |
-0.2% |
2,837.7 |
| Range |
32.0 |
23.0 |
-9.0 |
-28.1% |
46.0 |
| ATR |
49.6 |
47.7 |
-1.9 |
-3.8% |
0.0 |
| Volume |
1,314,431 |
219,201 |
-1,095,230 |
-83.3% |
6,582,994 |
|
| Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,912.6 |
2,898.1 |
2,850.4 |
|
| R3 |
2,889.6 |
2,875.1 |
2,844.0 |
|
| R2 |
2,866.6 |
2,866.6 |
2,841.9 |
|
| R1 |
2,852.1 |
2,852.1 |
2,839.8 |
2,847.9 |
| PP |
2,843.6 |
2,843.6 |
2,843.6 |
2,841.4 |
| S1 |
2,829.1 |
2,829.1 |
2,835.6 |
2,824.9 |
| S2 |
2,820.6 |
2,820.6 |
2,833.5 |
|
| S3 |
2,797.6 |
2,806.1 |
2,831.4 |
|
| S4 |
2,774.6 |
2,783.1 |
2,825.1 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,981.2 |
2,955.5 |
2,863.0 |
|
| R3 |
2,935.2 |
2,909.5 |
2,850.4 |
|
| R2 |
2,889.2 |
2,889.2 |
2,846.1 |
|
| R1 |
2,863.5 |
2,863.5 |
2,841.9 |
2,853.4 |
| PP |
2,843.2 |
2,843.2 |
2,843.2 |
2,838.2 |
| S1 |
2,817.5 |
2,817.5 |
2,833.5 |
2,807.4 |
| S2 |
2,797.2 |
2,797.2 |
2,829.3 |
|
| S3 |
2,751.2 |
2,771.5 |
2,825.1 |
|
| S4 |
2,705.2 |
2,725.5 |
2,812.4 |
|
|
| 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 |
2,823.0 |
46.0 |
1.6% |
27.4 |
1.0% |
32% |
False |
False |
1,316,598 |
| 10 |
2,869.0 |
2,755.0 |
114.0 |
4.0% |
34.5 |
1.2% |
73% |
False |
False |
1,119,600 |
| 20 |
2,894.0 |
2,633.0 |
261.0 |
9.2% |
51.8 |
1.8% |
78% |
False |
False |
1,121,494 |
| 40 |
2,898.0 |
2,633.0 |
265.0 |
9.3% |
48.9 |
1.7% |
77% |
False |
False |
1,025,875 |
| 60 |
2,898.0 |
2,633.0 |
265.0 |
9.3% |
50.2 |
1.8% |
77% |
False |
False |
965,952 |
| 80 |
2,898.0 |
2,558.0 |
340.0 |
12.0% |
50.0 |
1.8% |
82% |
False |
False |
867,195 |
| 100 |
2,898.0 |
2,537.0 |
361.0 |
12.7% |
50.1 |
1.8% |
83% |
False |
False |
694,279 |
| 120 |
2,898.0 |
2,481.0 |
417.0 |
14.7% |
51.7 |
1.8% |
86% |
False |
False |
578,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,955.8 |
|
2.618 |
2,918.2 |
|
1.618 |
2,895.2 |
|
1.000 |
2,881.0 |
|
0.618 |
2,872.2 |
|
HIGH |
2,858.0 |
|
0.618 |
2,849.2 |
|
0.500 |
2,846.5 |
|
0.382 |
2,843.8 |
|
LOW |
2,835.0 |
|
0.618 |
2,820.8 |
|
1.000 |
2,812.0 |
|
1.618 |
2,797.8 |
|
2.618 |
2,774.8 |
|
4.250 |
2,737.3 |
|
|
| Fisher Pivots for day following 17-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,846.5 |
2,840.5 |
| PP |
2,843.6 |
2,839.6 |
| S1 |
2,840.6 |
2,838.6 |
|