| 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 |
1,232.75 |
1,242.00 |
9.25 |
0.8% |
1,223.25 |
| High |
1,241.50 |
1,247.00 |
5.50 |
0.4% |
1,241.50 |
| Low |
1,231.50 |
1,236.75 |
5.25 |
0.4% |
1,216.25 |
| Close |
1,241.00 |
1,241.25 |
0.25 |
0.0% |
1,241.00 |
| Range |
10.00 |
10.25 |
0.25 |
2.5% |
25.25 |
| ATR |
16.36 |
15.92 |
-0.44 |
-2.7% |
0.00 |
| Volume |
892,424 |
682,650 |
-209,774 |
-23.5% |
8,190,928 |
|
| Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,272.50 |
1,267.00 |
1,247.00 |
|
| R3 |
1,262.25 |
1,256.75 |
1,244.00 |
|
| R2 |
1,252.00 |
1,252.00 |
1,243.25 |
|
| R1 |
1,246.50 |
1,246.50 |
1,242.25 |
1,244.00 |
| PP |
1,241.75 |
1,241.75 |
1,241.75 |
1,240.50 |
| S1 |
1,236.25 |
1,236.25 |
1,240.25 |
1,234.00 |
| S2 |
1,231.50 |
1,231.50 |
1,239.25 |
|
| S3 |
1,221.25 |
1,226.00 |
1,238.50 |
|
| S4 |
1,211.00 |
1,215.75 |
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 |
1,247.00 |
1,217.25 |
29.75 |
2.4% |
12.00 |
1.0% |
81% |
True |
False |
1,509,772 |
| 10 |
1,247.00 |
1,173.00 |
74.00 |
6.0% |
15.25 |
1.2% |
92% |
True |
False |
1,823,099 |
| 20 |
1,247.00 |
1,171.00 |
76.00 |
6.1% |
17.00 |
1.4% |
92% |
True |
False |
1,961,254 |
| 40 |
1,247.00 |
1,155.50 |
91.50 |
7.4% |
16.25 |
1.3% |
94% |
True |
False |
2,009,115 |
| 60 |
1,247.00 |
1,117.00 |
130.00 |
10.5% |
16.50 |
1.3% |
96% |
True |
False |
2,007,058 |
| 80 |
1,247.00 |
1,032.50 |
214.50 |
17.3% |
16.75 |
1.3% |
97% |
True |
False |
1,671,520 |
| 100 |
1,247.00 |
1,032.50 |
214.50 |
17.3% |
16.75 |
1.4% |
97% |
True |
False |
1,337,780 |
| 120 |
1,247.00 |
998.75 |
248.25 |
20.0% |
18.00 |
1.5% |
98% |
True |
False |
1,115,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,290.50 |
|
2.618 |
1,273.75 |
|
1.618 |
1,263.50 |
|
1.000 |
1,257.25 |
|
0.618 |
1,253.25 |
|
HIGH |
1,247.00 |
|
0.618 |
1,243.00 |
|
0.500 |
1,242.00 |
|
0.382 |
1,240.75 |
|
LOW |
1,236.75 |
|
0.618 |
1,230.50 |
|
1.000 |
1,226.50 |
|
1.618 |
1,220.25 |
|
2.618 |
1,210.00 |
|
4.250 |
1,193.25 |
|
|
| Fisher Pivots for day following 13-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,242.00 |
1,239.75 |
| PP |
1,241.75 |
1,238.25 |
| S1 |
1,241.50 |
1,236.75 |
|