| Trading Metrics calculated at close of trading on 14-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1,385.0 |
1,395.2 |
10.2 |
0.7% |
1,415.1 |
| High |
1,400.2 |
1,406.0 |
5.8 |
0.4% |
1,432.5 |
| Low |
1,380.8 |
1,393.8 |
13.0 |
0.9% |
1,372.1 |
| Close |
1,398.0 |
1,404.3 |
6.3 |
0.5% |
1,384.9 |
| Range |
19.4 |
12.2 |
-7.2 |
-37.1% |
60.4 |
| ATR |
23.8 |
23.0 |
-0.8 |
-3.5% |
0.0 |
| Volume |
106,842 |
126,971 |
20,129 |
18.8% |
761,626 |
|
| Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,438.0 |
1,433.3 |
1,411.0 |
|
| R3 |
1,425.8 |
1,421.1 |
1,407.7 |
|
| R2 |
1,413.6 |
1,413.6 |
1,406.5 |
|
| R1 |
1,408.9 |
1,408.9 |
1,405.4 |
1,411.3 |
| PP |
1,401.4 |
1,401.4 |
1,401.4 |
1,402.5 |
| S1 |
1,396.7 |
1,396.7 |
1,403.2 |
1,399.1 |
| S2 |
1,389.2 |
1,389.2 |
1,402.1 |
|
| S3 |
1,377.0 |
1,384.5 |
1,400.9 |
|
| S4 |
1,364.8 |
1,372.3 |
1,397.6 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,577.7 |
1,541.7 |
1,418.1 |
|
| R3 |
1,517.3 |
1,481.3 |
1,401.5 |
|
| R2 |
1,456.9 |
1,456.9 |
1,396.0 |
|
| R1 |
1,420.9 |
1,420.9 |
1,390.4 |
1,408.7 |
| PP |
1,396.5 |
1,396.5 |
1,396.5 |
1,390.4 |
| S1 |
1,360.5 |
1,360.5 |
1,379.4 |
1,348.3 |
| S2 |
1,336.1 |
1,336.1 |
1,373.8 |
|
| S3 |
1,275.7 |
1,300.1 |
1,368.3 |
|
| S4 |
1,215.3 |
1,239.7 |
1,351.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,406.0 |
1,372.1 |
33.9 |
2.4% |
19.9 |
1.4% |
95% |
True |
False |
135,583 |
| 10 |
1,432.5 |
1,372.1 |
60.4 |
4.3% |
21.8 |
1.6% |
53% |
False |
False |
142,190 |
| 20 |
1,432.5 |
1,331.1 |
101.4 |
7.2% |
21.9 |
1.6% |
72% |
False |
False |
104,017 |
| 40 |
1,432.5 |
1,317.4 |
115.1 |
8.2% |
24.1 |
1.7% |
75% |
False |
False |
58,692 |
| 60 |
1,432.5 |
1,274.7 |
157.8 |
11.2% |
21.7 |
1.5% |
82% |
False |
False |
40,172 |
| 80 |
1,432.5 |
1,216.3 |
216.2 |
15.4% |
19.1 |
1.4% |
87% |
False |
False |
30,443 |
| 100 |
1,432.5 |
1,162.5 |
270.0 |
19.2% |
17.5 |
1.2% |
90% |
False |
False |
24,639 |
| 120 |
1,432.5 |
1,162.5 |
270.0 |
19.2% |
16.2 |
1.2% |
90% |
False |
False |
20,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,457.9 |
|
2.618 |
1,437.9 |
|
1.618 |
1,425.7 |
|
1.000 |
1,418.2 |
|
0.618 |
1,413.5 |
|
HIGH |
1,406.0 |
|
0.618 |
1,401.3 |
|
0.500 |
1,399.9 |
|
0.382 |
1,398.5 |
|
LOW |
1,393.8 |
|
0.618 |
1,386.3 |
|
1.000 |
1,381.6 |
|
1.618 |
1,374.1 |
|
2.618 |
1,361.9 |
|
4.250 |
1,342.0 |
|
|
| Fisher Pivots for day following 14-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,402.8 |
1,399.3 |
| PP |
1,401.4 |
1,394.3 |
| S1 |
1,399.9 |
1,389.4 |
|