| 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 |
1,395.2 |
1,396.7 |
1.5 |
0.1% |
1,415.1 |
| High |
1,406.0 |
1,398.0 |
-8.0 |
-0.6% |
1,432.5 |
| Low |
1,393.8 |
1,378.2 |
-15.6 |
-1.1% |
1,372.1 |
| Close |
1,404.3 |
1,386.2 |
-18.1 |
-1.3% |
1,384.9 |
| Range |
12.2 |
19.8 |
7.6 |
62.3% |
60.4 |
| ATR |
23.0 |
23.2 |
0.2 |
1.0% |
0.0 |
| Volume |
126,971 |
138,756 |
11,785 |
9.3% |
761,626 |
|
| Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,446.9 |
1,436.3 |
1,397.1 |
|
| R3 |
1,427.1 |
1,416.5 |
1,391.6 |
|
| R2 |
1,407.3 |
1,407.3 |
1,389.8 |
|
| R1 |
1,396.7 |
1,396.7 |
1,388.0 |
1,392.1 |
| PP |
1,387.5 |
1,387.5 |
1,387.5 |
1,385.2 |
| S1 |
1,376.9 |
1,376.9 |
1,384.4 |
1,372.3 |
| S2 |
1,367.7 |
1,367.7 |
1,382.6 |
|
| S3 |
1,347.9 |
1,357.1 |
1,380.8 |
|
| S4 |
1,328.1 |
1,337.3 |
1,375.3 |
|
|
| 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 |
1,372.7 |
33.3 |
2.4% |
17.2 |
1.2% |
41% |
False |
False |
123,391 |
| 10 |
1,432.5 |
1,372.1 |
60.4 |
4.4% |
22.3 |
1.6% |
23% |
False |
False |
141,193 |
| 20 |
1,432.5 |
1,333.0 |
99.5 |
7.2% |
21.1 |
1.5% |
53% |
False |
False |
109,643 |
| 40 |
1,432.5 |
1,317.4 |
115.1 |
8.3% |
23.6 |
1.7% |
60% |
False |
False |
62,125 |
| 60 |
1,432.5 |
1,284.5 |
148.0 |
10.7% |
21.8 |
1.6% |
69% |
False |
False |
42,468 |
| 80 |
1,432.5 |
1,216.3 |
216.2 |
15.6% |
19.2 |
1.4% |
79% |
False |
False |
32,176 |
| 100 |
1,432.5 |
1,162.5 |
270.0 |
19.5% |
17.6 |
1.3% |
83% |
False |
False |
26,006 |
| 120 |
1,432.5 |
1,162.5 |
270.0 |
19.5% |
16.3 |
1.2% |
83% |
False |
False |
21,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,482.2 |
|
2.618 |
1,449.8 |
|
1.618 |
1,430.0 |
|
1.000 |
1,417.8 |
|
0.618 |
1,410.2 |
|
HIGH |
1,398.0 |
|
0.618 |
1,390.4 |
|
0.500 |
1,388.1 |
|
0.382 |
1,385.8 |
|
LOW |
1,378.2 |
|
0.618 |
1,366.0 |
|
1.000 |
1,358.4 |
|
1.618 |
1,346.2 |
|
2.618 |
1,326.4 |
|
4.250 |
1,294.1 |
|
|
| Fisher Pivots for day following 15-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,388.1 |
1,392.1 |
| PP |
1,387.5 |
1,390.1 |
| S1 |
1,386.8 |
1,388.2 |
|