| 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 |
2,823.0 |
2,856.0 |
33.0 |
1.2% |
2,849.0 |
| High |
2,863.0 |
2,881.0 |
18.0 |
0.6% |
2,869.0 |
| Low |
2,817.0 |
2,850.0 |
33.0 |
1.2% |
2,816.0 |
| Close |
2,838.0 |
2,873.0 |
35.0 |
1.2% |
2,819.0 |
| Range |
46.0 |
31.0 |
-15.0 |
-32.6% |
53.0 |
| ATR |
47.3 |
47.0 |
-0.3 |
-0.6% |
0.0 |
| Volume |
659,331 |
565,177 |
-94,154 |
-14.3% |
4,901,411 |
|
| Daily Pivots for day following 21-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,961.0 |
2,948.0 |
2,890.1 |
|
| R3 |
2,930.0 |
2,917.0 |
2,881.5 |
|
| R2 |
2,899.0 |
2,899.0 |
2,878.7 |
|
| R1 |
2,886.0 |
2,886.0 |
2,875.8 |
2,892.5 |
| PP |
2,868.0 |
2,868.0 |
2,868.0 |
2,871.3 |
| S1 |
2,855.0 |
2,855.0 |
2,870.2 |
2,861.5 |
| S2 |
2,837.0 |
2,837.0 |
2,867.3 |
|
| S3 |
2,806.0 |
2,824.0 |
2,864.5 |
|
| S4 |
2,775.0 |
2,793.0 |
2,856.0 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,993.7 |
2,959.3 |
2,848.2 |
|
| R3 |
2,940.7 |
2,906.3 |
2,833.6 |
|
| R2 |
2,887.7 |
2,887.7 |
2,828.7 |
|
| R1 |
2,853.3 |
2,853.3 |
2,823.9 |
2,844.0 |
| PP |
2,834.7 |
2,834.7 |
2,834.7 |
2,830.0 |
| S1 |
2,800.3 |
2,800.3 |
2,814.1 |
2,791.0 |
| S2 |
2,781.7 |
2,781.7 |
2,809.3 |
|
| S3 |
2,728.7 |
2,747.3 |
2,804.4 |
|
| S4 |
2,675.7 |
2,694.3 |
2,789.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,881.0 |
2,816.0 |
65.0 |
2.3% |
35.6 |
1.2% |
88% |
True |
False |
890,744 |
| 10 |
2,881.0 |
2,780.0 |
101.0 |
3.5% |
33.9 |
1.2% |
92% |
True |
False |
664,377 |
| 20 |
2,881.0 |
2,631.0 |
250.0 |
8.7% |
45.5 |
1.6% |
97% |
True |
False |
362,386 |
| 40 |
2,916.0 |
2,631.0 |
285.0 |
9.9% |
48.4 |
1.7% |
85% |
False |
False |
195,242 |
| 60 |
2,916.0 |
2,631.0 |
285.0 |
9.9% |
46.6 |
1.6% |
85% |
False |
False |
131,781 |
| 80 |
2,916.0 |
2,595.0 |
321.0 |
11.2% |
46.1 |
1.6% |
87% |
False |
False |
100,176 |
| 100 |
2,916.0 |
2,535.0 |
381.0 |
13.3% |
44.5 |
1.6% |
89% |
False |
False |
80,201 |
| 120 |
2,916.0 |
2,518.0 |
398.0 |
13.9% |
44.4 |
1.5% |
89% |
False |
False |
66,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,012.8 |
|
2.618 |
2,962.2 |
|
1.618 |
2,931.2 |
|
1.000 |
2,912.0 |
|
0.618 |
2,900.2 |
|
HIGH |
2,881.0 |
|
0.618 |
2,869.2 |
|
0.500 |
2,865.5 |
|
0.382 |
2,861.8 |
|
LOW |
2,850.0 |
|
0.618 |
2,830.8 |
|
1.000 |
2,819.0 |
|
1.618 |
2,799.8 |
|
2.618 |
2,768.8 |
|
4.250 |
2,718.3 |
|
|
| Fisher Pivots for day following 21-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,870.5 |
2,864.8 |
| PP |
2,868.0 |
2,856.7 |
| S1 |
2,865.5 |
2,848.5 |
|