| Trading Metrics calculated at close of trading on 16-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2010 |
16-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,848.0 |
2,841.0 |
-7.0 |
-0.2% |
2,787.0 |
| High |
2,851.0 |
2,855.0 |
4.0 |
0.1% |
2,858.0 |
| Low |
2,825.0 |
2,822.0 |
-3.0 |
-0.1% |
2,755.0 |
| Close |
2,844.0 |
2,844.0 |
0.0 |
0.0% |
2,838.0 |
| Range |
26.0 |
33.0 |
7.0 |
26.9% |
103.0 |
| ATR |
48.9 |
47.8 |
-1.1 |
-2.3% |
0.0 |
| Volume |
1,251,118 |
963,426 |
-287,692 |
-23.0% |
769,845 |
|
| Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,939.3 |
2,924.7 |
2,862.2 |
|
| R3 |
2,906.3 |
2,891.7 |
2,853.1 |
|
| R2 |
2,873.3 |
2,873.3 |
2,850.1 |
|
| R1 |
2,858.7 |
2,858.7 |
2,847.0 |
2,866.0 |
| PP |
2,840.3 |
2,840.3 |
2,840.3 |
2,844.0 |
| S1 |
2,825.7 |
2,825.7 |
2,841.0 |
2,833.0 |
| S2 |
2,807.3 |
2,807.3 |
2,838.0 |
|
| S3 |
2,774.3 |
2,792.7 |
2,834.9 |
|
| S4 |
2,741.3 |
2,759.7 |
2,825.9 |
|
|
| 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 |
2,822.0 |
47.0 |
1.7% |
28.2 |
1.0% |
47% |
False |
True |
821,231 |
| 10 |
2,869.0 |
2,755.0 |
114.0 |
4.0% |
34.8 |
1.2% |
78% |
False |
False |
467,027 |
| 20 |
2,882.0 |
2,631.0 |
251.0 |
8.8% |
50.3 |
1.8% |
85% |
False |
False |
252,806 |
| 40 |
2,916.0 |
2,631.0 |
285.0 |
10.0% |
47.5 |
1.7% |
75% |
False |
False |
139,283 |
| 60 |
2,916.0 |
2,631.0 |
285.0 |
10.0% |
47.3 |
1.7% |
75% |
False |
False |
94,521 |
| 80 |
2,916.0 |
2,568.0 |
348.0 |
12.2% |
46.3 |
1.6% |
79% |
False |
False |
72,203 |
| 100 |
2,916.0 |
2,535.0 |
381.0 |
13.4% |
44.3 |
1.6% |
81% |
False |
False |
57,809 |
| 120 |
2,916.0 |
2,481.0 |
435.0 |
15.3% |
44.2 |
1.6% |
83% |
False |
False |
48,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,995.3 |
|
2.618 |
2,941.4 |
|
1.618 |
2,908.4 |
|
1.000 |
2,888.0 |
|
0.618 |
2,875.4 |
|
HIGH |
2,855.0 |
|
0.618 |
2,842.4 |
|
0.500 |
2,838.5 |
|
0.382 |
2,834.6 |
|
LOW |
2,822.0 |
|
0.618 |
2,801.6 |
|
1.000 |
2,789.0 |
|
1.618 |
2,768.6 |
|
2.618 |
2,735.6 |
|
4.250 |
2,681.8 |
|
|
| Fisher Pivots for day following 16-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,842.2 |
2,845.5 |
| PP |
2,840.3 |
2,845.0 |
| S1 |
2,838.5 |
2,844.5 |
|