| Trading Metrics calculated at close of trading on 13-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,854.0 |
2,849.0 |
-5.0 |
-0.2% |
2,787.0 |
| High |
2,858.0 |
2,868.0 |
10.0 |
0.3% |
2,858.0 |
| Low |
2,831.0 |
2,840.0 |
9.0 |
0.3% |
2,755.0 |
| Close |
2,838.0 |
2,854.0 |
16.0 |
0.6% |
2,838.0 |
| Range |
27.0 |
28.0 |
1.0 |
3.7% |
103.0 |
| ATR |
53.5 |
51.8 |
-1.7 |
-3.1% |
0.0 |
| Volume |
219,415 |
682,918 |
463,503 |
211.2% |
769,845 |
|
| Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,938.0 |
2,924.0 |
2,869.4 |
|
| R3 |
2,910.0 |
2,896.0 |
2,861.7 |
|
| R2 |
2,882.0 |
2,882.0 |
2,859.1 |
|
| R1 |
2,868.0 |
2,868.0 |
2,856.6 |
2,875.0 |
| PP |
2,854.0 |
2,854.0 |
2,854.0 |
2,857.5 |
| S1 |
2,840.0 |
2,840.0 |
2,851.4 |
2,847.0 |
| S2 |
2,826.0 |
2,826.0 |
2,848.9 |
|
| S3 |
2,798.0 |
2,812.0 |
2,846.3 |
|
| S4 |
2,770.0 |
2,784.0 |
2,838.6 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,126.0 |
3,085.0 |
2,894.7 |
|
| R3 |
3,023.0 |
2,982.0 |
2,866.3 |
|
| R2 |
2,920.0 |
2,920.0 |
2,856.9 |
|
| R1 |
2,879.0 |
2,879.0 |
2,847.4 |
2,899.5 |
| PP |
2,817.0 |
2,817.0 |
2,817.0 |
2,827.3 |
| S1 |
2,776.0 |
2,776.0 |
2,828.6 |
2,796.5 |
| S2 |
2,714.0 |
2,714.0 |
2,819.1 |
|
| S3 |
2,611.0 |
2,673.0 |
2,809.7 |
|
| S4 |
2,508.0 |
2,570.0 |
2,781.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,868.0 |
2,772.0 |
96.0 |
3.4% |
36.8 |
1.3% |
85% |
True |
False |
290,552 |
| 10 |
2,868.0 |
2,631.0 |
237.0 |
8.3% |
47.6 |
1.7% |
94% |
True |
False |
179,369 |
| 20 |
2,882.0 |
2,631.0 |
251.0 |
8.8% |
52.2 |
1.8% |
89% |
False |
False |
92,693 |
| 40 |
2,916.0 |
2,631.0 |
285.0 |
10.0% |
48.8 |
1.7% |
78% |
False |
False |
59,242 |
| 60 |
2,916.0 |
2,631.0 |
285.0 |
10.0% |
48.6 |
1.7% |
78% |
False |
False |
41,271 |
| 80 |
2,916.0 |
2,535.0 |
381.0 |
13.3% |
47.0 |
1.6% |
84% |
False |
False |
32,161 |
| 100 |
2,916.0 |
2,535.0 |
381.0 |
13.3% |
44.5 |
1.6% |
84% |
False |
False |
25,788 |
| 120 |
2,916.0 |
2,481.0 |
435.0 |
15.2% |
44.6 |
1.6% |
86% |
False |
False |
21,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,987.0 |
|
2.618 |
2,941.3 |
|
1.618 |
2,913.3 |
|
1.000 |
2,896.0 |
|
0.618 |
2,885.3 |
|
HIGH |
2,868.0 |
|
0.618 |
2,857.3 |
|
0.500 |
2,854.0 |
|
0.382 |
2,850.7 |
|
LOW |
2,840.0 |
|
0.618 |
2,822.7 |
|
1.000 |
2,812.0 |
|
1.618 |
2,794.7 |
|
2.618 |
2,766.7 |
|
4.250 |
2,721.0 |
|
|
| Fisher Pivots for day following 13-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,854.0 |
2,851.3 |
| PP |
2,854.0 |
2,848.7 |
| S1 |
2,854.0 |
2,846.0 |
|