| Trading Metrics calculated at close of trading on 20-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2010 |
20-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1,370.4 |
1,377.0 |
6.6 |
0.5% |
1,385.0 |
| High |
1,379.8 |
1,388.9 |
9.1 |
0.7% |
1,406.0 |
| Low |
1,365.4 |
1,376.6 |
11.2 |
0.8% |
1,361.6 |
| Close |
1,379.2 |
1,386.1 |
6.9 |
0.5% |
1,379.2 |
| Range |
14.4 |
12.3 |
-2.1 |
-14.6% |
44.4 |
| ATR |
22.7 |
22.0 |
-0.7 |
-3.3% |
0.0 |
| Volume |
100,486 |
87,314 |
-13,172 |
-13.1% |
642,977 |
|
| Daily Pivots for day following 20-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,420.8 |
1,415.7 |
1,392.9 |
|
| R3 |
1,408.5 |
1,403.4 |
1,389.5 |
|
| R2 |
1,396.2 |
1,396.2 |
1,388.4 |
|
| R1 |
1,391.1 |
1,391.1 |
1,387.2 |
1,393.7 |
| PP |
1,383.9 |
1,383.9 |
1,383.9 |
1,385.1 |
| S1 |
1,378.8 |
1,378.8 |
1,385.0 |
1,381.4 |
| S2 |
1,371.6 |
1,371.6 |
1,383.8 |
|
| S3 |
1,359.3 |
1,366.5 |
1,382.7 |
|
| S4 |
1,347.0 |
1,354.2 |
1,379.3 |
|
|
| 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% |
16.9 |
1.2% |
55% |
False |
False |
124,689 |
| 10 |
1,432.5 |
1,361.6 |
70.9 |
5.1% |
20.8 |
1.5% |
35% |
False |
False |
136,092 |
| 20 |
1,432.5 |
1,350.0 |
82.5 |
6.0% |
20.9 |
1.5% |
44% |
False |
False |
122,499 |
| 40 |
1,432.5 |
1,321.1 |
111.4 |
8.0% |
23.4 |
1.7% |
58% |
False |
False |
70,515 |
| 60 |
1,432.5 |
1,284.5 |
148.0 |
10.7% |
22.2 |
1.6% |
69% |
False |
False |
48,361 |
| 80 |
1,432.5 |
1,236.7 |
195.8 |
14.1% |
19.4 |
1.4% |
76% |
False |
False |
36,612 |
| 100 |
1,432.5 |
1,170.2 |
262.3 |
18.9% |
17.7 |
1.3% |
82% |
False |
False |
29,542 |
| 120 |
1,432.5 |
1,162.5 |
270.0 |
19.5% |
16.5 |
1.2% |
83% |
False |
False |
24,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,441.2 |
|
2.618 |
1,421.1 |
|
1.618 |
1,408.8 |
|
1.000 |
1,401.2 |
|
0.618 |
1,396.5 |
|
HIGH |
1,388.9 |
|
0.618 |
1,384.2 |
|
0.500 |
1,382.8 |
|
0.382 |
1,381.3 |
|
LOW |
1,376.6 |
|
0.618 |
1,369.0 |
|
1.000 |
1,364.3 |
|
1.618 |
1,356.7 |
|
2.618 |
1,344.4 |
|
4.250 |
1,324.3 |
|
|
| Fisher Pivots for day following 20-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,385.0 |
1,382.5 |
| PP |
1,383.9 |
1,378.9 |
| S1 |
1,382.8 |
1,375.3 |
|