| 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 |
2,200.25 |
2,217.75 |
17.50 |
0.8% |
2,188.00 |
| High |
2,218.25 |
2,234.00 |
15.75 |
0.7% |
2,218.25 |
| Low |
2,197.25 |
2,206.75 |
9.50 |
0.4% |
2,177.00 |
| Close |
2,216.50 |
2,211.75 |
-4.75 |
-0.2% |
2,216.50 |
| Range |
21.00 |
27.25 |
6.25 |
29.8% |
41.25 |
| ATR |
31.64 |
31.33 |
-0.31 |
-1.0% |
0.00 |
| Volume |
98,939 |
110,952 |
12,013 |
12.1% |
875,264 |
|
| Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,299.25 |
2,282.75 |
2,226.75 |
|
| R3 |
2,272.00 |
2,255.50 |
2,219.25 |
|
| R2 |
2,244.75 |
2,244.75 |
2,216.75 |
|
| R1 |
2,228.25 |
2,228.25 |
2,214.25 |
2,223.00 |
| PP |
2,217.50 |
2,217.50 |
2,217.50 |
2,214.75 |
| S1 |
2,201.00 |
2,201.00 |
2,209.25 |
2,195.50 |
| S2 |
2,190.25 |
2,190.25 |
2,206.75 |
|
| S3 |
2,163.00 |
2,173.75 |
2,204.25 |
|
| S4 |
2,135.75 |
2,146.50 |
2,196.75 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,327.75 |
2,313.25 |
2,239.25 |
|
| R3 |
2,286.50 |
2,272.00 |
2,227.75 |
|
| R2 |
2,245.25 |
2,245.25 |
2,224.00 |
|
| R1 |
2,230.75 |
2,230.75 |
2,220.25 |
2,238.00 |
| PP |
2,204.00 |
2,204.00 |
2,204.00 |
2,207.50 |
| S1 |
2,189.50 |
2,189.50 |
2,212.75 |
2,196.75 |
| S2 |
2,162.75 |
2,162.75 |
2,209.00 |
|
| S3 |
2,121.50 |
2,148.25 |
2,205.25 |
|
| S4 |
2,080.25 |
2,107.00 |
2,193.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,234.00 |
2,180.00 |
54.00 |
2.4% |
24.50 |
1.1% |
59% |
True |
False |
162,619 |
| 10 |
2,234.00 |
2,109.25 |
124.75 |
5.6% |
30.00 |
1.4% |
82% |
True |
False |
203,179 |
| 20 |
2,234.00 |
2,083.50 |
150.50 |
6.8% |
33.50 |
1.5% |
85% |
True |
False |
238,888 |
| 40 |
2,234.00 |
2,051.50 |
182.50 |
8.3% |
31.75 |
1.4% |
88% |
True |
False |
263,941 |
| 60 |
2,234.00 |
1,947.25 |
286.75 |
13.0% |
32.50 |
1.5% |
92% |
True |
False |
282,745 |
| 80 |
2,234.00 |
1,741.00 |
493.00 |
22.3% |
32.25 |
1.5% |
95% |
True |
False |
238,559 |
| 100 |
2,234.00 |
1,741.00 |
493.00 |
22.3% |
32.25 |
1.5% |
95% |
True |
False |
190,876 |
| 120 |
2,234.00 |
1,696.25 |
537.75 |
24.3% |
33.75 |
1.5% |
96% |
True |
False |
159,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,349.75 |
|
2.618 |
2,305.25 |
|
1.618 |
2,278.00 |
|
1.000 |
2,261.25 |
|
0.618 |
2,250.75 |
|
HIGH |
2,234.00 |
|
0.618 |
2,223.50 |
|
0.500 |
2,220.50 |
|
0.382 |
2,217.25 |
|
LOW |
2,206.75 |
|
0.618 |
2,190.00 |
|
1.000 |
2,179.50 |
|
1.618 |
2,162.75 |
|
2.618 |
2,135.50 |
|
4.250 |
2,091.00 |
|
|
| Fisher Pivots for day following 13-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,220.50 |
2,214.00 |
| PP |
2,217.50 |
2,213.25 |
| S1 |
2,214.50 |
2,212.50 |
|