| Trading Metrics calculated at close of trading on 17-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2010 |
17-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,204.00 |
2,222.25 |
18.25 |
0.8% |
2,217.75 |
| High |
2,225.75 |
2,224.00 |
-1.75 |
-0.1% |
2,234.00 |
| Low |
2,197.75 |
2,216.50 |
18.75 |
0.9% |
2,197.00 |
| Close |
2,220.25 |
2,222.92 |
2.67 |
0.1% |
2,222.92 |
| Range |
28.00 |
7.50 |
-20.50 |
-73.2% |
37.00 |
| ATR |
29.83 |
28.23 |
-1.59 |
-5.3% |
0.00 |
| Volume |
66,674 |
4,712 |
-61,962 |
-92.9% |
369,597 |
|
| Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,243.75 |
2,240.75 |
2,227.00 |
|
| R3 |
2,236.25 |
2,233.25 |
2,225.00 |
|
| R2 |
2,228.75 |
2,228.75 |
2,224.25 |
|
| R1 |
2,225.75 |
2,225.75 |
2,223.50 |
2,227.25 |
| PP |
2,221.25 |
2,221.25 |
2,221.25 |
2,221.75 |
| S1 |
2,218.25 |
2,218.25 |
2,222.25 |
2,219.75 |
| S2 |
2,213.75 |
2,213.75 |
2,221.50 |
|
| S3 |
2,206.25 |
2,210.75 |
2,220.75 |
|
| S4 |
2,198.75 |
2,203.25 |
2,218.75 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,329.00 |
2,313.00 |
2,243.25 |
|
| R3 |
2,292.00 |
2,276.00 |
2,233.00 |
|
| R2 |
2,255.00 |
2,255.00 |
2,229.75 |
|
| R1 |
2,239.00 |
2,239.00 |
2,226.25 |
2,247.00 |
| PP |
2,218.00 |
2,218.00 |
2,218.00 |
2,222.00 |
| S1 |
2,202.00 |
2,202.00 |
2,219.50 |
2,210.00 |
| S2 |
2,181.00 |
2,181.00 |
2,216.25 |
|
| S3 |
2,144.00 |
2,165.00 |
2,212.75 |
|
| S4 |
2,107.00 |
2,128.00 |
2,202.50 |
|
|
| 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% |
21.00 |
0.9% |
70% |
False |
False |
73,919 |
| 10 |
2,234.00 |
2,177.00 |
57.00 |
2.6% |
21.75 |
1.0% |
81% |
False |
False |
124,486 |
| 20 |
2,234.00 |
2,104.75 |
129.25 |
5.8% |
30.25 |
1.4% |
91% |
False |
False |
190,444 |
| 40 |
2,234.00 |
2,077.00 |
157.00 |
7.1% |
30.00 |
1.3% |
93% |
False |
False |
236,773 |
| 60 |
2,234.00 |
1,961.00 |
273.00 |
12.3% |
31.75 |
1.4% |
96% |
False |
False |
265,085 |
| 80 |
2,234.00 |
1,741.00 |
493.00 |
22.2% |
31.50 |
1.4% |
98% |
False |
False |
241,764 |
| 100 |
2,234.00 |
1,741.00 |
493.00 |
22.2% |
32.00 |
1.4% |
98% |
False |
False |
193,460 |
| 120 |
2,234.00 |
1,696.25 |
537.75 |
24.2% |
33.00 |
1.5% |
98% |
False |
False |
161,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,256.00 |
|
2.618 |
2,243.75 |
|
1.618 |
2,236.25 |
|
1.000 |
2,231.50 |
|
0.618 |
2,228.75 |
|
HIGH |
2,224.00 |
|
0.618 |
2,221.25 |
|
0.500 |
2,220.25 |
|
0.382 |
2,219.25 |
|
LOW |
2,216.50 |
|
0.618 |
2,211.75 |
|
1.000 |
2,209.00 |
|
1.618 |
2,204.25 |
|
2.618 |
2,196.75 |
|
4.250 |
2,184.50 |
|
|
| Fisher Pivots for day following 17-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,222.00 |
2,219.00 |
| PP |
2,221.25 |
2,215.25 |
| S1 |
2,220.25 |
2,211.50 |
|