| Trading Metrics calculated at close of trading on 21-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2010 |
21-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
7,005.0 |
7,065.0 |
60.0 |
0.9% |
7,035.0 |
| High |
7,086.5 |
7,105.5 |
19.0 |
0.3% |
7,062.0 |
| Low |
7,003.0 |
7,059.0 |
56.0 |
0.8% |
6,982.5 |
| Close |
7,037.0 |
7,088.5 |
51.5 |
0.7% |
7,009.5 |
| Range |
83.5 |
46.5 |
-37.0 |
-44.3% |
79.5 |
| ATR |
79.9 |
79.1 |
-0.8 |
-1.0% |
0.0 |
| Volume |
93,481 |
65,975 |
-27,506 |
-29.4% |
484,903 |
|
| Daily Pivots for day following 21-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,223.8 |
7,202.7 |
7,114.1 |
|
| R3 |
7,177.3 |
7,156.2 |
7,101.3 |
|
| R2 |
7,130.8 |
7,130.8 |
7,097.0 |
|
| R1 |
7,109.7 |
7,109.7 |
7,092.8 |
7,120.3 |
| PP |
7,084.3 |
7,084.3 |
7,084.3 |
7,089.6 |
| S1 |
7,063.2 |
7,063.2 |
7,084.2 |
7,073.8 |
| S2 |
7,037.8 |
7,037.8 |
7,080.0 |
|
| S3 |
6,991.3 |
7,016.7 |
7,075.7 |
|
| S4 |
6,944.8 |
6,970.2 |
7,062.9 |
|
|
| 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 |
7,105.5 |
6,982.5 |
123.0 |
1.7% |
61.3 |
0.9% |
86% |
True |
False |
99,150 |
| 10 |
7,105.5 |
6,963.5 |
142.0 |
2.0% |
54.9 |
0.8% |
88% |
True |
False |
67,383 |
| 20 |
7,105.5 |
6,679.0 |
426.5 |
6.0% |
80.5 |
1.1% |
96% |
True |
False |
34,422 |
| 40 |
7,105.5 |
6,581.5 |
524.0 |
7.4% |
80.7 |
1.1% |
97% |
True |
False |
17,624 |
| 60 |
7,105.5 |
6,137.5 |
968.0 |
13.7% |
80.8 |
1.1% |
98% |
True |
False |
11,984 |
| 80 |
7,105.5 |
5,965.5 |
1,140.0 |
16.1% |
81.0 |
1.1% |
99% |
True |
False |
9,523 |
| 100 |
7,105.5 |
5,863.5 |
1,242.0 |
17.5% |
80.0 |
1.1% |
99% |
True |
False |
7,662 |
| 120 |
7,105.5 |
5,863.5 |
1,242.0 |
17.5% |
79.6 |
1.1% |
99% |
True |
False |
6,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,303.1 |
|
2.618 |
7,227.2 |
|
1.618 |
7,180.7 |
|
1.000 |
7,152.0 |
|
0.618 |
7,134.2 |
|
HIGH |
7,105.5 |
|
0.618 |
7,087.7 |
|
0.500 |
7,082.3 |
|
0.382 |
7,076.8 |
|
LOW |
7,059.0 |
|
0.618 |
7,030.3 |
|
1.000 |
7,012.5 |
|
1.618 |
6,983.8 |
|
2.618 |
6,937.3 |
|
4.250 |
6,861.4 |
|
|
| Fisher Pivots for day following 21-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
7,086.4 |
7,076.1 |
| PP |
7,084.3 |
7,063.7 |
| S1 |
7,082.3 |
7,051.3 |
|