| Trading Metrics calculated at close of trading on 15-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,209.75 |
2,217.00 |
7.25 |
0.3% |
2,188.00 |
| High |
2,221.00 |
2,224.25 |
3.25 |
0.1% |
2,218.25 |
| Low |
2,205.75 |
2,197.00 |
-8.75 |
-0.4% |
2,177.00 |
| Close |
2,215.25 |
2,202.25 |
-13.00 |
-0.6% |
2,216.50 |
| Range |
15.25 |
27.25 |
12.00 |
78.7% |
41.25 |
| ATR |
30.18 |
29.97 |
-0.21 |
-0.7% |
0.00 |
| Volume |
86,242 |
101,017 |
14,775 |
17.1% |
875,264 |
|
| Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,289.50 |
2,273.25 |
2,217.25 |
|
| R3 |
2,262.25 |
2,246.00 |
2,209.75 |
|
| R2 |
2,235.00 |
2,235.00 |
2,207.25 |
|
| R1 |
2,218.75 |
2,218.75 |
2,204.75 |
2,213.25 |
| PP |
2,207.75 |
2,207.75 |
2,207.75 |
2,205.00 |
| S1 |
2,191.50 |
2,191.50 |
2,199.75 |
2,186.00 |
| S2 |
2,180.50 |
2,180.50 |
2,197.25 |
|
| S3 |
2,153.25 |
2,164.25 |
2,194.75 |
|
| S4 |
2,126.00 |
2,137.00 |
2,187.25 |
|
|
| 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 |
2,193.75 |
40.25 |
1.8% |
22.25 |
1.0% |
21% |
False |
False |
111,687 |
| 10 |
2,234.00 |
2,156.75 |
77.25 |
3.5% |
24.00 |
1.1% |
59% |
False |
False |
159,116 |
| 20 |
2,234.00 |
2,088.00 |
146.00 |
6.6% |
32.00 |
1.5% |
78% |
False |
False |
214,853 |
| 40 |
2,234.00 |
2,062.50 |
171.50 |
7.8% |
31.00 |
1.4% |
81% |
False |
False |
250,411 |
| 60 |
2,234.00 |
1,961.00 |
273.00 |
12.4% |
32.00 |
1.5% |
88% |
False |
False |
275,799 |
| 80 |
2,234.00 |
1,741.00 |
493.00 |
22.4% |
32.00 |
1.5% |
94% |
False |
False |
240,890 |
| 100 |
2,234.00 |
1,741.00 |
493.00 |
22.4% |
32.00 |
1.5% |
94% |
False |
False |
192,747 |
| 120 |
2,234.00 |
1,696.25 |
537.75 |
24.4% |
33.50 |
1.5% |
94% |
False |
False |
160,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,340.00 |
|
2.618 |
2,295.50 |
|
1.618 |
2,268.25 |
|
1.000 |
2,251.50 |
|
0.618 |
2,241.00 |
|
HIGH |
2,224.25 |
|
0.618 |
2,213.75 |
|
0.500 |
2,210.50 |
|
0.382 |
2,207.50 |
|
LOW |
2,197.00 |
|
0.618 |
2,180.25 |
|
1.000 |
2,169.75 |
|
1.618 |
2,153.00 |
|
2.618 |
2,125.75 |
|
4.250 |
2,081.25 |
|
|
| Fisher Pivots for day following 15-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,210.50 |
2,215.50 |
| PP |
2,207.75 |
2,211.00 |
| S1 |
2,205.00 |
2,206.75 |
|