| Trading Metrics calculated at close of trading on 16-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2010 |
16-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,217.00 |
2,204.00 |
-13.00 |
-0.6% |
2,188.00 |
| High |
2,224.25 |
2,225.75 |
1.50 |
0.1% |
2,218.25 |
| Low |
2,197.00 |
2,197.75 |
0.75 |
0.0% |
2,177.00 |
| Close |
2,202.25 |
2,220.25 |
18.00 |
0.8% |
2,216.50 |
| Range |
27.25 |
28.00 |
0.75 |
2.8% |
41.25 |
| ATR |
29.97 |
29.83 |
-0.14 |
-0.5% |
0.00 |
| Volume |
101,017 |
66,674 |
-34,343 |
-34.0% |
875,264 |
|
| Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,298.50 |
2,287.50 |
2,235.75 |
|
| R3 |
2,270.50 |
2,259.50 |
2,228.00 |
|
| R2 |
2,242.50 |
2,242.50 |
2,225.50 |
|
| R1 |
2,231.50 |
2,231.50 |
2,222.75 |
2,237.00 |
| PP |
2,214.50 |
2,214.50 |
2,214.50 |
2,217.50 |
| S1 |
2,203.50 |
2,203.50 |
2,217.75 |
2,209.00 |
| S2 |
2,186.50 |
2,186.50 |
2,215.00 |
|
| S3 |
2,158.50 |
2,175.50 |
2,212.50 |
|
| S4 |
2,130.50 |
2,147.50 |
2,204.75 |
|
|
| 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 |
2,197.00 |
37.00 |
1.7% |
23.75 |
1.1% |
63% |
False |
False |
92,764 |
| 10 |
2,234.00 |
2,167.75 |
66.25 |
3.0% |
23.75 |
1.1% |
79% |
False |
False |
142,217 |
| 20 |
2,234.00 |
2,095.75 |
138.25 |
6.2% |
32.50 |
1.5% |
90% |
False |
False |
205,186 |
| 40 |
2,234.00 |
2,066.75 |
167.25 |
7.5% |
30.75 |
1.4% |
92% |
False |
False |
244,854 |
| 60 |
2,234.00 |
1,961.00 |
273.00 |
12.3% |
32.25 |
1.4% |
95% |
False |
False |
271,308 |
| 80 |
2,234.00 |
1,741.00 |
493.00 |
22.2% |
32.00 |
1.4% |
97% |
False |
False |
241,717 |
| 100 |
2,234.00 |
1,741.00 |
493.00 |
22.2% |
32.00 |
1.4% |
97% |
False |
False |
193,413 |
| 120 |
2,234.00 |
1,696.25 |
537.75 |
24.2% |
33.50 |
1.5% |
97% |
False |
False |
161,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,344.75 |
|
2.618 |
2,299.00 |
|
1.618 |
2,271.00 |
|
1.000 |
2,253.75 |
|
0.618 |
2,243.00 |
|
HIGH |
2,225.75 |
|
0.618 |
2,215.00 |
|
0.500 |
2,211.75 |
|
0.382 |
2,208.50 |
|
LOW |
2,197.75 |
|
0.618 |
2,180.50 |
|
1.000 |
2,169.75 |
|
1.618 |
2,152.50 |
|
2.618 |
2,124.50 |
|
4.250 |
2,078.75 |
|
|
| Fisher Pivots for day following 16-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,217.50 |
2,217.25 |
| PP |
2,214.50 |
2,214.25 |
| S1 |
2,211.75 |
2,211.50 |
|