| Trading Metrics calculated at close of trading on 21-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2010 |
21-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1,377.0 |
1,386.1 |
9.1 |
0.7% |
1,385.0 |
| High |
1,388.9 |
1,393.0 |
4.1 |
0.3% |
1,406.0 |
| Low |
1,376.6 |
1,381.4 |
4.8 |
0.3% |
1,361.6 |
| Close |
1,386.1 |
1,388.8 |
2.7 |
0.2% |
1,379.2 |
| Range |
12.3 |
11.6 |
-0.7 |
-5.7% |
44.4 |
| ATR |
22.0 |
21.2 |
-0.7 |
-3.4% |
0.0 |
| Volume |
87,314 |
77,951 |
-9,363 |
-10.7% |
642,977 |
|
| Daily Pivots for day following 21-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,422.5 |
1,417.3 |
1,395.2 |
|
| R3 |
1,410.9 |
1,405.7 |
1,392.0 |
|
| R2 |
1,399.3 |
1,399.3 |
1,390.9 |
|
| R1 |
1,394.1 |
1,394.1 |
1,389.9 |
1,396.7 |
| PP |
1,387.7 |
1,387.7 |
1,387.7 |
1,389.1 |
| S1 |
1,382.5 |
1,382.5 |
1,387.7 |
1,385.1 |
| S2 |
1,376.1 |
1,376.1 |
1,386.7 |
|
| S3 |
1,364.5 |
1,370.9 |
1,385.6 |
|
| S4 |
1,352.9 |
1,359.3 |
1,382.4 |
|
|
| 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 |
1,398.0 |
1,361.6 |
36.4 |
2.6% |
16.8 |
1.2% |
75% |
False |
False |
114,885 |
| 10 |
1,406.0 |
1,361.6 |
44.4 |
3.2% |
18.4 |
1.3% |
61% |
False |
False |
125,234 |
| 20 |
1,432.5 |
1,352.0 |
80.5 |
5.8% |
20.5 |
1.5% |
46% |
False |
False |
125,256 |
| 40 |
1,432.5 |
1,321.1 |
111.4 |
8.0% |
23.2 |
1.7% |
61% |
False |
False |
72,366 |
| 60 |
1,432.5 |
1,284.5 |
148.0 |
10.7% |
22.3 |
1.6% |
70% |
False |
False |
49,652 |
| 80 |
1,432.5 |
1,236.7 |
195.8 |
14.1% |
19.4 |
1.4% |
78% |
False |
False |
37,572 |
| 100 |
1,432.5 |
1,180.5 |
252.0 |
18.1% |
17.6 |
1.3% |
83% |
False |
False |
30,306 |
| 120 |
1,432.5 |
1,162.5 |
270.0 |
19.4% |
16.3 |
1.2% |
84% |
False |
False |
25,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,442.3 |
|
2.618 |
1,423.4 |
|
1.618 |
1,411.8 |
|
1.000 |
1,404.6 |
|
0.618 |
1,400.2 |
|
HIGH |
1,393.0 |
|
0.618 |
1,388.6 |
|
0.500 |
1,387.2 |
|
0.382 |
1,385.8 |
|
LOW |
1,381.4 |
|
0.618 |
1,374.2 |
|
1.000 |
1,369.8 |
|
1.618 |
1,362.6 |
|
2.618 |
1,351.0 |
|
4.250 |
1,332.1 |
|
|
| Fisher Pivots for day following 21-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,388.3 |
1,385.6 |
| PP |
1,387.7 |
1,382.4 |
| S1 |
1,387.2 |
1,379.2 |
|