| 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 |
7,013.0 |
7,022.5 |
9.5 |
0.1% |
6,969.0 |
| High |
7,046.0 |
7,038.0 |
-8.0 |
-0.1% |
7,043.5 |
| Low |
7,013.0 |
7,012.0 |
-1.0 |
0.0% |
6,927.5 |
| Close |
7,027.0 |
7,026.0 |
-1.0 |
0.0% |
7,002.5 |
| Range |
33.0 |
26.0 |
-7.0 |
-21.2% |
116.0 |
| ATR |
94.8 |
89.9 |
-4.9 |
-5.2% |
0.0 |
| Volume |
123,478 |
188,436 |
64,958 |
52.6% |
574,101 |
|
| Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,103.3 |
7,090.7 |
7,040.3 |
|
| R3 |
7,077.3 |
7,064.7 |
7,033.2 |
|
| R2 |
7,051.3 |
7,051.3 |
7,030.8 |
|
| R1 |
7,038.7 |
7,038.7 |
7,028.4 |
7,045.0 |
| PP |
7,025.3 |
7,025.3 |
7,025.3 |
7,028.5 |
| S1 |
7,012.7 |
7,012.7 |
7,023.6 |
7,019.0 |
| S2 |
6,999.3 |
6,999.3 |
7,021.2 |
|
| S3 |
6,973.3 |
6,986.7 |
7,018.9 |
|
| S4 |
6,947.3 |
6,960.7 |
7,011.7 |
|
|
| 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% |
50.7 |
0.7% |
80% |
False |
False |
143,277 |
| 10 |
7,046.0 |
6,725.0 |
321.0 |
4.6% |
73.9 |
1.1% |
94% |
False |
False |
121,706 |
| 20 |
7,046.0 |
6,654.5 |
391.5 |
5.6% |
94.0 |
1.3% |
95% |
False |
False |
121,002 |
| 40 |
7,046.0 |
6,463.0 |
583.0 |
8.3% |
88.4 |
1.3% |
97% |
False |
False |
112,947 |
| 60 |
7,046.0 |
6,118.5 |
927.5 |
13.2% |
92.5 |
1.3% |
98% |
False |
False |
112,706 |
| 80 |
7,046.0 |
5,830.0 |
1,216.0 |
17.3% |
91.7 |
1.3% |
98% |
False |
False |
92,436 |
| 100 |
7,046.0 |
5,830.0 |
1,216.0 |
17.3% |
91.7 |
1.3% |
98% |
False |
False |
74,010 |
| 120 |
7,046.0 |
5,818.0 |
1,228.0 |
17.5% |
94.5 |
1.3% |
98% |
False |
False |
61,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,148.5 |
|
2.618 |
7,106.1 |
|
1.618 |
7,080.1 |
|
1.000 |
7,064.0 |
|
0.618 |
7,054.1 |
|
HIGH |
7,038.0 |
|
0.618 |
7,028.1 |
|
0.500 |
7,025.0 |
|
0.382 |
7,021.9 |
|
LOW |
7,012.0 |
|
0.618 |
6,995.9 |
|
1.000 |
6,986.0 |
|
1.618 |
6,969.9 |
|
2.618 |
6,943.9 |
|
4.250 |
6,901.5 |
|
|
| Fisher Pivots for day following 14-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
7,025.7 |
7,020.7 |
| PP |
7,025.3 |
7,015.3 |
| S1 |
7,025.0 |
7,010.0 |
|