| Trading Metrics calculated at close of trading on 22-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2010 |
22-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1,386.1 |
1,386.3 |
0.2 |
0.0% |
1,385.0 |
| High |
1,393.0 |
1,391.7 |
-1.3 |
-0.1% |
1,406.0 |
| Low |
1,381.4 |
1,383.5 |
2.1 |
0.2% |
1,361.6 |
| Close |
1,388.8 |
1,387.4 |
-1.4 |
-0.1% |
1,379.2 |
| Range |
11.6 |
8.2 |
-3.4 |
-29.3% |
44.4 |
| ATR |
21.2 |
20.3 |
-0.9 |
-4.4% |
0.0 |
| Volume |
77,951 |
55,047 |
-22,904 |
-29.4% |
642,977 |
|
| Daily Pivots for day following 22-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,412.1 |
1,408.0 |
1,391.9 |
|
| R3 |
1,403.9 |
1,399.8 |
1,389.7 |
|
| R2 |
1,395.7 |
1,395.7 |
1,388.9 |
|
| R1 |
1,391.6 |
1,391.6 |
1,388.2 |
1,393.7 |
| PP |
1,387.5 |
1,387.5 |
1,387.5 |
1,388.6 |
| S1 |
1,383.4 |
1,383.4 |
1,386.6 |
1,385.5 |
| S2 |
1,379.3 |
1,379.3 |
1,385.9 |
|
| S3 |
1,371.1 |
1,375.2 |
1,385.1 |
|
| S4 |
1,362.9 |
1,367.0 |
1,382.9 |
|
|
| 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 |
1,393.0 |
1,361.6 |
31.4 |
2.3% |
14.4 |
1.0% |
82% |
False |
False |
98,144 |
| 10 |
1,406.0 |
1,361.6 |
44.4 |
3.2% |
15.8 |
1.1% |
58% |
False |
False |
110,767 |
| 20 |
1,432.5 |
1,352.0 |
80.5 |
5.8% |
19.5 |
1.4% |
44% |
False |
False |
125,695 |
| 40 |
1,432.5 |
1,321.1 |
111.4 |
8.0% |
23.0 |
1.7% |
60% |
False |
False |
73,513 |
| 60 |
1,432.5 |
1,299.6 |
132.9 |
9.6% |
22.0 |
1.6% |
66% |
False |
False |
50,559 |
| 80 |
1,432.5 |
1,236.7 |
195.8 |
14.1% |
19.5 |
1.4% |
77% |
False |
False |
38,258 |
| 100 |
1,432.5 |
1,186.0 |
246.5 |
17.8% |
17.6 |
1.3% |
82% |
False |
False |
30,855 |
| 120 |
1,432.5 |
1,162.5 |
270.0 |
19.5% |
16.3 |
1.2% |
83% |
False |
False |
25,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,426.6 |
|
2.618 |
1,413.2 |
|
1.618 |
1,405.0 |
|
1.000 |
1,399.9 |
|
0.618 |
1,396.8 |
|
HIGH |
1,391.7 |
|
0.618 |
1,388.6 |
|
0.500 |
1,387.6 |
|
0.382 |
1,386.6 |
|
LOW |
1,383.5 |
|
0.618 |
1,378.4 |
|
1.000 |
1,375.3 |
|
1.618 |
1,370.2 |
|
2.618 |
1,362.0 |
|
4.250 |
1,348.7 |
|
|
| Fisher Pivots for day following 22-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,387.6 |
1,386.5 |
| PP |
1,387.5 |
1,385.7 |
| S1 |
1,387.5 |
1,384.8 |
|