| Trading Metrics calculated at close of trading on 10-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2010 |
10-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1,228.50 |
1,232.75 |
4.25 |
0.3% |
1,223.25 |
| High |
1,238.00 |
1,241.50 |
3.50 |
0.3% |
1,241.50 |
| Low |
1,226.50 |
1,231.50 |
5.00 |
0.4% |
1,216.25 |
| Close |
1,233.00 |
1,241.00 |
8.00 |
0.6% |
1,241.00 |
| Range |
11.50 |
10.00 |
-1.50 |
-13.0% |
25.25 |
| ATR |
16.85 |
16.36 |
-0.49 |
-2.9% |
0.00 |
| Volume |
1,387,954 |
892,424 |
-495,530 |
-35.7% |
8,190,928 |
|
| Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,268.00 |
1,264.50 |
1,246.50 |
|
| R3 |
1,258.00 |
1,254.50 |
1,243.75 |
|
| R2 |
1,248.00 |
1,248.00 |
1,242.75 |
|
| R1 |
1,244.50 |
1,244.50 |
1,242.00 |
1,246.25 |
| PP |
1,238.00 |
1,238.00 |
1,238.00 |
1,239.00 |
| S1 |
1,234.50 |
1,234.50 |
1,240.00 |
1,236.25 |
| S2 |
1,228.00 |
1,228.00 |
1,239.25 |
|
| S3 |
1,218.00 |
1,224.50 |
1,238.25 |
|
| S4 |
1,208.00 |
1,214.50 |
1,235.50 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,308.75 |
1,300.00 |
1,255.00 |
|
| R3 |
1,283.50 |
1,274.75 |
1,248.00 |
|
| R2 |
1,258.25 |
1,258.25 |
1,245.75 |
|
| R1 |
1,249.50 |
1,249.50 |
1,243.25 |
1,254.00 |
| PP |
1,233.00 |
1,233.00 |
1,233.00 |
1,235.00 |
| S1 |
1,224.25 |
1,224.25 |
1,238.75 |
1,228.50 |
| S2 |
1,207.75 |
1,207.75 |
1,236.25 |
|
| S3 |
1,182.50 |
1,199.00 |
1,234.00 |
|
| S4 |
1,157.25 |
1,173.75 |
1,227.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,241.50 |
1,216.25 |
25.25 |
2.0% |
12.00 |
1.0% |
98% |
True |
False |
1,638,185 |
| 10 |
1,241.50 |
1,172.25 |
69.25 |
5.6% |
16.50 |
1.3% |
99% |
True |
False |
2,004,028 |
| 20 |
1,241.50 |
1,171.00 |
70.50 |
5.7% |
17.50 |
1.4% |
99% |
True |
False |
2,065,427 |
| 40 |
1,241.50 |
1,155.50 |
86.00 |
6.9% |
16.50 |
1.3% |
99% |
True |
False |
2,058,024 |
| 60 |
1,241.50 |
1,117.00 |
124.50 |
10.0% |
16.50 |
1.3% |
100% |
True |
False |
2,027,839 |
| 80 |
1,241.50 |
1,032.50 |
209.00 |
16.8% |
16.75 |
1.4% |
100% |
True |
False |
1,663,054 |
| 100 |
1,241.50 |
1,032.50 |
209.00 |
16.8% |
17.00 |
1.4% |
100% |
True |
False |
1,331,022 |
| 120 |
1,241.50 |
998.75 |
242.75 |
19.6% |
18.00 |
1.5% |
100% |
True |
False |
1,109,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,284.00 |
|
2.618 |
1,267.75 |
|
1.618 |
1,257.75 |
|
1.000 |
1,251.50 |
|
0.618 |
1,247.75 |
|
HIGH |
1,241.50 |
|
0.618 |
1,237.75 |
|
0.500 |
1,236.50 |
|
0.382 |
1,235.25 |
|
LOW |
1,231.50 |
|
0.618 |
1,225.25 |
|
1.000 |
1,221.50 |
|
1.618 |
1,215.25 |
|
2.618 |
1,205.25 |
|
4.250 |
1,189.00 |
|
|
| Fisher Pivots for day following 10-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,239.50 |
1,237.00 |
| PP |
1,238.00 |
1,233.25 |
| S1 |
1,236.50 |
1,229.50 |
|