| 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 |
1,378.9 |
1,370.4 |
-8.5 |
-0.6% |
1,385.0 |
| High |
1,387.3 |
1,379.8 |
-7.5 |
-0.5% |
1,406.0 |
| Low |
1,361.6 |
1,365.4 |
3.8 |
0.3% |
1,361.6 |
| Close |
1,371.0 |
1,379.2 |
8.2 |
0.6% |
1,379.2 |
| Range |
25.7 |
14.4 |
-11.3 |
-44.0% |
44.4 |
| ATR |
23.4 |
22.7 |
-0.6 |
-2.7% |
0.0 |
| Volume |
169,922 |
100,486 |
-69,436 |
-40.9% |
642,977 |
|
| Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,418.0 |
1,413.0 |
1,387.1 |
|
| R3 |
1,403.6 |
1,398.6 |
1,383.2 |
|
| R2 |
1,389.2 |
1,389.2 |
1,381.8 |
|
| R1 |
1,384.2 |
1,384.2 |
1,380.5 |
1,386.7 |
| PP |
1,374.8 |
1,374.8 |
1,374.8 |
1,376.1 |
| S1 |
1,369.8 |
1,369.8 |
1,377.9 |
1,372.3 |
| S2 |
1,360.4 |
1,360.4 |
1,376.6 |
|
| S3 |
1,346.0 |
1,355.4 |
1,375.2 |
|
| S4 |
1,331.6 |
1,341.0 |
1,371.3 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,515.5 |
1,491.7 |
1,403.6 |
|
| R3 |
1,471.1 |
1,447.3 |
1,391.4 |
|
| R2 |
1,426.7 |
1,426.7 |
1,387.3 |
|
| R1 |
1,402.9 |
1,402.9 |
1,383.3 |
1,392.6 |
| PP |
1,382.3 |
1,382.3 |
1,382.3 |
1,377.1 |
| S1 |
1,358.5 |
1,358.5 |
1,375.1 |
1,348.2 |
| S2 |
1,337.9 |
1,337.9 |
1,371.1 |
|
| S3 |
1,293.5 |
1,314.1 |
1,367.0 |
|
| S4 |
1,249.1 |
1,269.7 |
1,354.8 |
|
|
| 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 |
1,361.6 |
44.4 |
3.2% |
18.3 |
1.3% |
40% |
False |
False |
128,595 |
| 10 |
1,432.5 |
1,361.6 |
70.9 |
5.1% |
21.5 |
1.6% |
25% |
False |
False |
140,460 |
| 20 |
1,432.5 |
1,343.1 |
89.4 |
6.5% |
21.3 |
1.5% |
40% |
False |
False |
119,796 |
| 40 |
1,432.5 |
1,317.4 |
115.1 |
8.3% |
23.4 |
1.7% |
54% |
False |
False |
68,482 |
| 60 |
1,432.5 |
1,284.5 |
148.0 |
10.7% |
22.1 |
1.6% |
64% |
False |
False |
46,921 |
| 80 |
1,432.5 |
1,236.7 |
195.8 |
14.2% |
19.3 |
1.4% |
73% |
False |
False |
35,549 |
| 100 |
1,432.5 |
1,164.0 |
268.5 |
19.5% |
17.7 |
1.3% |
80% |
False |
False |
28,683 |
| 120 |
1,432.5 |
1,162.5 |
270.0 |
19.6% |
16.5 |
1.2% |
80% |
False |
False |
24,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,441.0 |
|
2.618 |
1,417.5 |
|
1.618 |
1,403.1 |
|
1.000 |
1,394.2 |
|
0.618 |
1,388.7 |
|
HIGH |
1,379.8 |
|
0.618 |
1,374.3 |
|
0.500 |
1,372.6 |
|
0.382 |
1,370.9 |
|
LOW |
1,365.4 |
|
0.618 |
1,356.5 |
|
1.000 |
1,351.0 |
|
1.618 |
1,342.1 |
|
2.618 |
1,327.7 |
|
4.250 |
1,304.2 |
|
|
| Fisher Pivots for day following 17-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,377.0 |
1,379.8 |
| PP |
1,374.8 |
1,379.6 |
| S1 |
1,372.6 |
1,379.4 |
|