| Trading Metrics calculated at close of trading on 15-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,857.0 |
2,848.0 |
-9.0 |
-0.3% |
2,787.0 |
| High |
2,869.0 |
2,851.0 |
-18.0 |
-0.6% |
2,858.0 |
| Low |
2,842.0 |
2,825.0 |
-17.0 |
-0.6% |
2,755.0 |
| Close |
2,859.0 |
2,844.0 |
-15.0 |
-0.5% |
2,838.0 |
| Range |
27.0 |
26.0 |
-1.0 |
-3.7% |
103.0 |
| ATR |
50.1 |
48.9 |
-1.1 |
-2.3% |
0.0 |
| Volume |
989,278 |
1,251,118 |
261,840 |
26.5% |
769,845 |
|
| Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,918.0 |
2,907.0 |
2,858.3 |
|
| R3 |
2,892.0 |
2,881.0 |
2,851.2 |
|
| R2 |
2,866.0 |
2,866.0 |
2,848.8 |
|
| R1 |
2,855.0 |
2,855.0 |
2,846.4 |
2,847.5 |
| PP |
2,840.0 |
2,840.0 |
2,840.0 |
2,836.3 |
| S1 |
2,829.0 |
2,829.0 |
2,841.6 |
2,821.5 |
| S2 |
2,814.0 |
2,814.0 |
2,839.2 |
|
| S3 |
2,788.0 |
2,803.0 |
2,836.9 |
|
| S4 |
2,762.0 |
2,777.0 |
2,829.7 |
|
|
| 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 |
2,869.0 |
2,824.0 |
45.0 |
1.6% |
26.6 |
0.9% |
44% |
False |
False |
672,903 |
| 10 |
2,869.0 |
2,701.0 |
168.0 |
5.9% |
40.5 |
1.4% |
85% |
False |
False |
373,859 |
| 20 |
2,882.0 |
2,631.0 |
251.0 |
8.8% |
50.3 |
1.8% |
85% |
False |
False |
204,670 |
| 40 |
2,916.0 |
2,631.0 |
285.0 |
10.0% |
48.0 |
1.7% |
75% |
False |
False |
115,206 |
| 60 |
2,916.0 |
2,631.0 |
285.0 |
10.0% |
47.9 |
1.7% |
75% |
False |
False |
78,561 |
| 80 |
2,916.0 |
2,565.0 |
351.0 |
12.3% |
46.3 |
1.6% |
79% |
False |
False |
60,160 |
| 100 |
2,916.0 |
2,535.0 |
381.0 |
13.4% |
44.6 |
1.6% |
81% |
False |
False |
48,176 |
| 120 |
2,916.0 |
2,481.0 |
435.0 |
15.3% |
44.3 |
1.6% |
83% |
False |
False |
40,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,961.5 |
|
2.618 |
2,919.1 |
|
1.618 |
2,893.1 |
|
1.000 |
2,877.0 |
|
0.618 |
2,867.1 |
|
HIGH |
2,851.0 |
|
0.618 |
2,841.1 |
|
0.500 |
2,838.0 |
|
0.382 |
2,834.9 |
|
LOW |
2,825.0 |
|
0.618 |
2,808.9 |
|
1.000 |
2,799.0 |
|
1.618 |
2,782.9 |
|
2.618 |
2,756.9 |
|
4.250 |
2,714.5 |
|
|
| Fisher Pivots for day following 15-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,842.0 |
2,847.0 |
| PP |
2,840.0 |
2,846.0 |
| S1 |
2,838.0 |
2,845.0 |
|