| 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 |
2,856.0 |
2,875.0 |
19.0 |
0.7% |
2,849.0 |
| High |
2,881.0 |
2,882.0 |
1.0 |
0.0% |
2,869.0 |
| Low |
2,850.0 |
2,865.0 |
15.0 |
0.5% |
2,816.0 |
| Close |
2,873.0 |
2,872.0 |
-1.0 |
0.0% |
2,819.0 |
| Range |
31.0 |
17.0 |
-14.0 |
-45.2% |
53.0 |
| ATR |
47.0 |
44.8 |
-2.1 |
-4.6% |
0.0 |
| Volume |
565,177 |
445,383 |
-119,794 |
-21.2% |
4,901,411 |
|
| Daily Pivots for day following 22-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,924.0 |
2,915.0 |
2,881.4 |
|
| R3 |
2,907.0 |
2,898.0 |
2,876.7 |
|
| R2 |
2,890.0 |
2,890.0 |
2,875.1 |
|
| R1 |
2,881.0 |
2,881.0 |
2,873.6 |
2,877.0 |
| PP |
2,873.0 |
2,873.0 |
2,873.0 |
2,871.0 |
| S1 |
2,864.0 |
2,864.0 |
2,870.4 |
2,860.0 |
| S2 |
2,856.0 |
2,856.0 |
2,868.9 |
|
| S3 |
2,839.0 |
2,847.0 |
2,867.3 |
|
| S4 |
2,822.0 |
2,830.0 |
2,862.7 |
|
|
| 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 |
2,882.0 |
2,816.0 |
66.0 |
2.3% |
33.8 |
1.2% |
85% |
True |
False |
729,597 |
| 10 |
2,882.0 |
2,816.0 |
66.0 |
2.3% |
30.2 |
1.1% |
85% |
True |
False |
701,250 |
| 20 |
2,882.0 |
2,631.0 |
251.0 |
8.7% |
44.0 |
1.5% |
96% |
True |
False |
384,317 |
| 40 |
2,916.0 |
2,631.0 |
285.0 |
9.9% |
47.9 |
1.7% |
85% |
False |
False |
204,609 |
| 60 |
2,916.0 |
2,631.0 |
285.0 |
9.9% |
45.9 |
1.6% |
85% |
False |
False |
139,195 |
| 80 |
2,916.0 |
2,631.0 |
285.0 |
9.9% |
45.0 |
1.6% |
85% |
False |
False |
105,718 |
| 100 |
2,916.0 |
2,535.0 |
381.0 |
13.3% |
44.3 |
1.5% |
88% |
False |
False |
84,654 |
| 120 |
2,916.0 |
2,535.0 |
381.0 |
13.3% |
43.5 |
1.5% |
88% |
False |
False |
70,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,954.3 |
|
2.618 |
2,926.5 |
|
1.618 |
2,909.5 |
|
1.000 |
2,899.0 |
|
0.618 |
2,892.5 |
|
HIGH |
2,882.0 |
|
0.618 |
2,875.5 |
|
0.500 |
2,873.5 |
|
0.382 |
2,871.5 |
|
LOW |
2,865.0 |
|
0.618 |
2,854.5 |
|
1.000 |
2,848.0 |
|
1.618 |
2,837.5 |
|
2.618 |
2,820.5 |
|
4.250 |
2,792.8 |
|
|
| Fisher Pivots for day following 22-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,873.5 |
2,864.5 |
| PP |
2,873.0 |
2,857.0 |
| S1 |
2,872.5 |
2,849.5 |
|