| 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 |
7,005.0 |
7,013.0 |
8.0 |
0.1% |
6,969.0 |
| High |
7,028.5 |
7,046.0 |
17.5 |
0.2% |
7,043.5 |
| Low |
6,974.0 |
7,013.0 |
39.0 |
0.6% |
6,927.5 |
| Close |
7,002.5 |
7,027.0 |
24.5 |
0.3% |
7,002.5 |
| Range |
54.5 |
33.0 |
-21.5 |
-39.4% |
116.0 |
| ATR |
98.8 |
94.8 |
-3.9 |
-4.0% |
0.0 |
| Volume |
108,114 |
123,478 |
15,364 |
14.2% |
574,101 |
|
| Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,127.7 |
7,110.3 |
7,045.2 |
|
| R3 |
7,094.7 |
7,077.3 |
7,036.1 |
|
| R2 |
7,061.7 |
7,061.7 |
7,033.1 |
|
| R1 |
7,044.3 |
7,044.3 |
7,030.0 |
7,053.0 |
| PP |
7,028.7 |
7,028.7 |
7,028.7 |
7,033.0 |
| S1 |
7,011.3 |
7,011.3 |
7,024.0 |
7,020.0 |
| S2 |
6,995.7 |
6,995.7 |
7,021.0 |
|
| S3 |
6,962.7 |
6,978.3 |
7,017.9 |
|
| S4 |
6,929.7 |
6,945.3 |
7,008.9 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,339.2 |
7,286.8 |
7,066.3 |
|
| R3 |
7,223.2 |
7,170.8 |
7,034.4 |
|
| R2 |
7,107.2 |
7,107.2 |
7,023.8 |
|
| R1 |
7,054.8 |
7,054.8 |
7,013.1 |
7,081.0 |
| PP |
6,991.2 |
6,991.2 |
6,991.2 |
7,004.3 |
| S1 |
6,938.8 |
6,938.8 |
6,991.9 |
6,965.0 |
| S2 |
6,875.2 |
6,875.2 |
6,981.2 |
|
| S3 |
6,759.2 |
6,822.8 |
6,970.6 |
|
| S4 |
6,643.2 |
6,706.8 |
6,938.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,046.0 |
6,946.5 |
99.5 |
1.4% |
61.7 |
0.9% |
81% |
True |
False |
139,515 |
| 10 |
7,046.0 |
6,660.5 |
385.5 |
5.5% |
81.9 |
1.2% |
95% |
True |
False |
124,549 |
| 20 |
7,046.0 |
6,654.5 |
391.5 |
5.6% |
99.5 |
1.4% |
95% |
True |
False |
118,893 |
| 40 |
7,046.0 |
6,463.0 |
583.0 |
8.3% |
90.2 |
1.3% |
97% |
True |
False |
111,218 |
| 60 |
7,046.0 |
6,118.5 |
927.5 |
13.2% |
93.8 |
1.3% |
98% |
True |
False |
111,700 |
| 80 |
7,046.0 |
5,830.0 |
1,216.0 |
17.3% |
92.0 |
1.3% |
98% |
True |
False |
90,084 |
| 100 |
7,046.0 |
5,830.0 |
1,216.0 |
17.3% |
92.0 |
1.3% |
98% |
True |
False |
72,126 |
| 120 |
7,046.0 |
5,818.0 |
1,228.0 |
17.5% |
95.1 |
1.4% |
98% |
True |
False |
60,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,186.3 |
|
2.618 |
7,132.4 |
|
1.618 |
7,099.4 |
|
1.000 |
7,079.0 |
|
0.618 |
7,066.4 |
|
HIGH |
7,046.0 |
|
0.618 |
7,033.4 |
|
0.500 |
7,029.5 |
|
0.382 |
7,025.6 |
|
LOW |
7,013.0 |
|
0.618 |
6,992.6 |
|
1.000 |
6,980.0 |
|
1.618 |
6,959.6 |
|
2.618 |
6,926.6 |
|
4.250 |
6,872.8 |
|
|
| Fisher Pivots for day following 13-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
7,029.5 |
7,016.8 |
| PP |
7,028.7 |
7,006.5 |
| S1 |
7,027.8 |
6,996.3 |
|