| Trading Metrics calculated at close of trading on 13-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
7,025.5 |
7,035.0 |
9.5 |
0.1% |
6,987.5 |
| High |
7,045.0 |
7,062.0 |
17.0 |
0.2% |
7,060.0 |
| Low |
6,992.5 |
7,029.5 |
37.0 |
0.5% |
6,945.5 |
| Close |
7,019.0 |
7,044.5 |
25.5 |
0.4% |
7,019.0 |
| Range |
52.5 |
32.5 |
-20.0 |
-38.1% |
114.5 |
| ATR |
92.9 |
89.3 |
-3.6 |
-3.8% |
0.0 |
| Volume |
15,088 |
39,670 |
24,582 |
162.9% |
37,395 |
|
| Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,142.8 |
7,126.2 |
7,062.4 |
|
| R3 |
7,110.3 |
7,093.7 |
7,053.4 |
|
| R2 |
7,077.8 |
7,077.8 |
7,050.5 |
|
| R1 |
7,061.2 |
7,061.2 |
7,047.5 |
7,069.5 |
| PP |
7,045.3 |
7,045.3 |
7,045.3 |
7,049.5 |
| S1 |
7,028.7 |
7,028.7 |
7,041.5 |
7,037.0 |
| S2 |
7,012.8 |
7,012.8 |
7,038.5 |
|
| S3 |
6,980.3 |
6,996.2 |
7,035.6 |
|
| S4 |
6,947.8 |
6,963.7 |
7,026.6 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,351.7 |
7,299.8 |
7,082.0 |
|
| R3 |
7,237.2 |
7,185.3 |
7,050.5 |
|
| R2 |
7,122.7 |
7,122.7 |
7,040.0 |
|
| R1 |
7,070.8 |
7,070.8 |
7,029.5 |
7,096.8 |
| PP |
7,008.2 |
7,008.2 |
7,008.2 |
7,021.1 |
| S1 |
6,956.3 |
6,956.3 |
7,008.5 |
6,982.3 |
| S2 |
6,893.7 |
6,893.7 |
6,998.0 |
|
| S3 |
6,779.2 |
6,841.8 |
6,987.5 |
|
| S4 |
6,664.7 |
6,727.3 |
6,956.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,062.0 |
6,963.5 |
98.5 |
1.4% |
58.7 |
0.8% |
82% |
True |
False |
15,413 |
| 10 |
7,062.0 |
6,679.0 |
383.0 |
5.4% |
77.2 |
1.1% |
95% |
True |
False |
8,096 |
| 20 |
7,062.0 |
6,674.0 |
388.0 |
5.5% |
89.4 |
1.3% |
95% |
True |
False |
4,581 |
| 40 |
7,062.0 |
6,485.0 |
577.0 |
8.2% |
82.6 |
1.2% |
97% |
True |
False |
2,603 |
| 60 |
7,062.0 |
6,137.5 |
924.5 |
13.1% |
85.8 |
1.2% |
98% |
True |
False |
2,054 |
| 80 |
7,062.0 |
5,863.5 |
1,198.5 |
17.0% |
82.9 |
1.2% |
99% |
True |
False |
1,996 |
| 100 |
7,062.0 |
5,863.5 |
1,198.5 |
17.0% |
81.0 |
1.2% |
99% |
True |
False |
1,617 |
| 120 |
7,062.0 |
5,844.0 |
1,218.0 |
17.3% |
79.9 |
1.1% |
99% |
True |
False |
1,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,200.1 |
|
2.618 |
7,147.1 |
|
1.618 |
7,114.6 |
|
1.000 |
7,094.5 |
|
0.618 |
7,082.1 |
|
HIGH |
7,062.0 |
|
0.618 |
7,049.6 |
|
0.500 |
7,045.8 |
|
0.382 |
7,041.9 |
|
LOW |
7,029.5 |
|
0.618 |
7,009.4 |
|
1.000 |
6,997.0 |
|
1.618 |
6,976.9 |
|
2.618 |
6,944.4 |
|
4.250 |
6,891.4 |
|
|
| Fisher Pivots for day following 13-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
7,045.8 |
7,033.9 |
| PP |
7,045.3 |
7,023.3 |
| S1 |
7,044.9 |
7,012.8 |
|