| Trading Metrics calculated at close of trading on 17-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2010 |
17-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
7,036.5 |
7,054.0 |
17.5 |
0.2% |
7,035.0 |
| High |
7,053.5 |
7,061.5 |
8.0 |
0.1% |
7,062.0 |
| Low |
7,009.0 |
6,997.0 |
-12.0 |
-0.2% |
6,982.5 |
| Close |
7,042.5 |
7,009.5 |
-33.0 |
-0.5% |
7,009.5 |
| Range |
44.5 |
64.5 |
20.0 |
44.9% |
79.5 |
| ATR |
80.7 |
79.6 |
-1.2 |
-1.4% |
0.0 |
| Volume |
99,516 |
111,393 |
11,877 |
11.9% |
484,903 |
|
| Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,216.2 |
7,177.3 |
7,045.0 |
|
| R3 |
7,151.7 |
7,112.8 |
7,027.2 |
|
| R2 |
7,087.2 |
7,087.2 |
7,021.3 |
|
| R1 |
7,048.3 |
7,048.3 |
7,015.4 |
7,035.5 |
| PP |
7,022.7 |
7,022.7 |
7,022.7 |
7,016.3 |
| S1 |
6,983.8 |
6,983.8 |
7,003.6 |
6,971.0 |
| S2 |
6,958.2 |
6,958.2 |
6,997.7 |
|
| S3 |
6,893.7 |
6,919.3 |
6,991.8 |
|
| S4 |
6,829.2 |
6,854.8 |
6,974.0 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,256.5 |
7,212.5 |
7,053.2 |
|
| R3 |
7,177.0 |
7,133.0 |
7,031.4 |
|
| R2 |
7,097.5 |
7,097.5 |
7,024.1 |
|
| R1 |
7,053.5 |
7,053.5 |
7,016.8 |
7,035.8 |
| PP |
7,018.0 |
7,018.0 |
7,018.0 |
7,009.1 |
| S1 |
6,974.0 |
6,974.0 |
7,002.2 |
6,956.3 |
| S2 |
6,938.5 |
6,938.5 |
6,994.9 |
|
| S3 |
6,859.0 |
6,894.5 |
6,987.6 |
|
| S4 |
6,779.5 |
6,815.0 |
6,965.8 |
|
|
| 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 |
6,982.5 |
79.5 |
1.1% |
46.9 |
0.7% |
34% |
False |
False |
96,980 |
| 10 |
7,062.0 |
6,945.5 |
116.5 |
1.7% |
54.0 |
0.8% |
55% |
False |
False |
52,229 |
| 20 |
7,062.0 |
6,679.0 |
383.0 |
5.5% |
84.9 |
1.2% |
86% |
False |
False |
26,500 |
| 40 |
7,062.0 |
6,581.5 |
480.5 |
6.9% |
80.1 |
1.1% |
89% |
False |
False |
13,659 |
| 60 |
7,062.0 |
6,137.5 |
924.5 |
13.2% |
81.5 |
1.2% |
94% |
False |
False |
9,332 |
| 80 |
7,062.0 |
5,863.5 |
1,198.5 |
17.1% |
81.4 |
1.2% |
96% |
False |
False |
7,543 |
| 100 |
7,062.0 |
5,863.5 |
1,198.5 |
17.1% |
79.8 |
1.1% |
96% |
False |
False |
6,068 |
| 120 |
7,062.0 |
5,844.0 |
1,218.0 |
17.4% |
79.9 |
1.1% |
96% |
False |
False |
5,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,335.6 |
|
2.618 |
7,230.4 |
|
1.618 |
7,165.9 |
|
1.000 |
7,126.0 |
|
0.618 |
7,101.4 |
|
HIGH |
7,061.5 |
|
0.618 |
7,036.9 |
|
0.500 |
7,029.3 |
|
0.382 |
7,021.6 |
|
LOW |
6,997.0 |
|
0.618 |
6,957.1 |
|
1.000 |
6,932.5 |
|
1.618 |
6,892.6 |
|
2.618 |
6,828.1 |
|
4.250 |
6,722.9 |
|
|
| Fisher Pivots for day following 17-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
7,029.3 |
7,022.0 |
| PP |
7,022.7 |
7,017.8 |
| S1 |
7,016.1 |
7,013.7 |
|