| Trading Metrics calculated at close of trading on 23-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,875.0 |
2,874.0 |
-1.0 |
0.0% |
2,849.0 |
| High |
2,882.0 |
2,876.0 |
-6.0 |
-0.2% |
2,869.0 |
| Low |
2,865.0 |
2,851.0 |
-14.0 |
-0.5% |
2,816.0 |
| Close |
2,872.0 |
2,862.0 |
-10.0 |
-0.3% |
2,819.0 |
| Range |
17.0 |
25.0 |
8.0 |
47.1% |
53.0 |
| ATR |
44.8 |
43.4 |
-1.4 |
-3.2% |
0.0 |
| Volume |
445,383 |
333,918 |
-111,465 |
-25.0% |
4,901,411 |
|
| Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,938.0 |
2,925.0 |
2,875.8 |
|
| R3 |
2,913.0 |
2,900.0 |
2,868.9 |
|
| R2 |
2,888.0 |
2,888.0 |
2,866.6 |
|
| R1 |
2,875.0 |
2,875.0 |
2,864.3 |
2,869.0 |
| PP |
2,863.0 |
2,863.0 |
2,863.0 |
2,860.0 |
| S1 |
2,850.0 |
2,850.0 |
2,859.7 |
2,844.0 |
| S2 |
2,838.0 |
2,838.0 |
2,857.4 |
|
| S3 |
2,813.0 |
2,825.0 |
2,855.1 |
|
| S4 |
2,788.0 |
2,800.0 |
2,848.3 |
|
|
| 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% |
32.2 |
1.1% |
70% |
False |
False |
603,696 |
| 10 |
2,882.0 |
2,816.0 |
66.0 |
2.3% |
30.2 |
1.1% |
70% |
False |
False |
712,463 |
| 20 |
2,882.0 |
2,631.0 |
251.0 |
8.8% |
44.0 |
1.5% |
92% |
False |
False |
400,966 |
| 40 |
2,916.0 |
2,631.0 |
285.0 |
10.0% |
47.8 |
1.7% |
81% |
False |
False |
212,266 |
| 60 |
2,916.0 |
2,631.0 |
285.0 |
10.0% |
45.1 |
1.6% |
81% |
False |
False |
144,707 |
| 80 |
2,916.0 |
2,631.0 |
285.0 |
10.0% |
44.9 |
1.6% |
81% |
False |
False |
109,872 |
| 100 |
2,916.0 |
2,535.0 |
381.0 |
13.3% |
44.2 |
1.5% |
86% |
False |
False |
87,990 |
| 120 |
2,916.0 |
2,535.0 |
381.0 |
13.3% |
43.6 |
1.5% |
86% |
False |
False |
73,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,982.3 |
|
2.618 |
2,941.5 |
|
1.618 |
2,916.5 |
|
1.000 |
2,901.0 |
|
0.618 |
2,891.5 |
|
HIGH |
2,876.0 |
|
0.618 |
2,866.5 |
|
0.500 |
2,863.5 |
|
0.382 |
2,860.6 |
|
LOW |
2,851.0 |
|
0.618 |
2,835.6 |
|
1.000 |
2,826.0 |
|
1.618 |
2,810.6 |
|
2.618 |
2,785.6 |
|
4.250 |
2,744.8 |
|
|
| Fisher Pivots for day following 23-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,863.5 |
2,866.0 |
| PP |
2,863.0 |
2,864.7 |
| S1 |
2,862.5 |
2,863.3 |
|