| Trading Metrics calculated at close of trading on 20-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2010 |
20-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
7,054.0 |
7,005.0 |
-49.0 |
-0.7% |
7,035.0 |
| High |
7,061.5 |
7,086.5 |
25.0 |
0.4% |
7,062.0 |
| Low |
6,997.0 |
7,003.0 |
6.0 |
0.1% |
6,982.5 |
| Close |
7,009.5 |
7,037.0 |
27.5 |
0.4% |
7,009.5 |
| Range |
64.5 |
83.5 |
19.0 |
29.5% |
79.5 |
| ATR |
79.6 |
79.9 |
0.3 |
0.4% |
0.0 |
| Volume |
111,393 |
93,481 |
-17,912 |
-16.1% |
484,903 |
|
| Daily Pivots for day following 20-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,292.7 |
7,248.3 |
7,082.9 |
|
| R3 |
7,209.2 |
7,164.8 |
7,060.0 |
|
| R2 |
7,125.7 |
7,125.7 |
7,052.3 |
|
| R1 |
7,081.3 |
7,081.3 |
7,044.7 |
7,103.5 |
| PP |
7,042.2 |
7,042.2 |
7,042.2 |
7,053.3 |
| S1 |
6,997.8 |
6,997.8 |
7,029.3 |
7,020.0 |
| S2 |
6,958.7 |
6,958.7 |
7,021.7 |
|
| S3 |
6,875.2 |
6,914.3 |
7,014.0 |
|
| S4 |
6,791.7 |
6,830.8 |
6,991.1 |
|
|
| 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 |
7,086.5 |
6,982.5 |
104.0 |
1.5% |
57.1 |
0.8% |
52% |
True |
False |
107,742 |
| 10 |
7,086.5 |
6,963.5 |
123.0 |
1.7% |
57.9 |
0.8% |
60% |
True |
False |
61,577 |
| 20 |
7,086.5 |
6,679.0 |
407.5 |
5.8% |
83.8 |
1.2% |
88% |
True |
False |
31,158 |
| 40 |
7,086.5 |
6,581.5 |
505.0 |
7.2% |
81.0 |
1.2% |
90% |
True |
False |
15,985 |
| 60 |
7,086.5 |
6,137.5 |
949.0 |
13.5% |
81.9 |
1.2% |
95% |
True |
False |
10,888 |
| 80 |
7,086.5 |
5,863.5 |
1,223.0 |
17.4% |
81.5 |
1.2% |
96% |
True |
False |
8,700 |
| 100 |
7,086.5 |
5,863.5 |
1,223.0 |
17.4% |
79.9 |
1.1% |
96% |
True |
False |
7,003 |
| 120 |
7,086.5 |
5,863.5 |
1,223.0 |
17.4% |
80.2 |
1.1% |
96% |
True |
False |
5,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,441.4 |
|
2.618 |
7,305.1 |
|
1.618 |
7,221.6 |
|
1.000 |
7,170.0 |
|
0.618 |
7,138.1 |
|
HIGH |
7,086.5 |
|
0.618 |
7,054.6 |
|
0.500 |
7,044.8 |
|
0.382 |
7,034.9 |
|
LOW |
7,003.0 |
|
0.618 |
6,951.4 |
|
1.000 |
6,919.5 |
|
1.618 |
6,867.9 |
|
2.618 |
6,784.4 |
|
4.250 |
6,648.1 |
|
|
| Fisher Pivots for day following 20-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
7,044.8 |
7,041.8 |
| PP |
7,042.2 |
7,040.2 |
| S1 |
7,039.6 |
7,038.6 |
|